Dr Zhuo Jin obtained a BS in Applied Mathematics from Huazhong University of Science and Technology, China, in 2005. He joined the Centre for Actuarial Studies at The University of Melbourne as a lecturer after he completed his PhD in Mathematics from Wayne State University, US, in 2011.
He was appointed as a senior lecturer in 2016. He is an Associate of Society of Actuaries.
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Zhuo Jin's selected work
Optimal dividend policy with liability constraint under a hidden Markov regime-switching m..
Approximation of a class of non-zero-sum investment and reinsurance games for regime-switc..
Displaying the 2 most recent projects by Zhuo Jin.
Displaying the 43 most recent scholarly works by Zhuo Jin.
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models
Z Jin, G Liu, H Yang
Journal article | 2020 | European Journal of Operational Research
In this paper, we consider the optimal consumption and investment strategies for households throughout their lifetime. Risks such ..
Optimal dividend policy with liability constraint under a hidden Markov regime-switching model
Jiaqin Wei, Zhuo Jin, Hailiang Yang
Journal article | 2019 | Journal of Industrial & Management Optimization
This paper deals with the optimal liability and dividend strategies for an insurance company in Markov regime-switching models. Th..
Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump–diffusion models
T Bui, X Cheng, Z Jin, G Yin
Journal article | 2019 | Nonlinear Analysis: Hybrid Systems
This work develops an approximation procedure for a class of non-zero-sum stochastic differential investment and reinsurance games..
A Genetic Algorithm for Investment-Consumption Optimization with Value-at-Risk Constraint and Information-Processing Cost
Zhuo Jin, Zhixin Yang, Quan Yuan
Journal article | 2019 | Risks
This paper studies the optimal investment and consumption strategies in a two-asset model. A dynamic Value-at-Risk constraint is i..
Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions
Tianxiao Wang, Zhuo Jin, Jiaqin Wei
Journal article | 2019 | SIAM Journal on Control and Optimization
This paper aims to find the time-consistent equilibrium strategy for a mean-variance portfolio selection problem under a non-Marko..
Pricing longevity-linked derivatives using a stochastic mortality model
Y Wang, N Zhang, Z Jin, TL Ho
Journal article | 2019 | Communications in Statistics - Theory and Methods
We propose a 2-factor MBMM model with exponential Lévy process to develop a stochastic mortality process. The two components are f..