Dr Jiannan Zhang
Research Associate

Dr Jiannan Zhang

Business School
School of Risk and Actuarial Studies

Jiannan is a Research Associate in the School of Risk and Actuarial Studies, UNSW Business School. Her current research work is on optimal dividend payment strategies in random discrete time. More broadly, her research interests focus on the optimal problems in a dynamic environment, such as game theory with reinsurance-investment problems under mean-variance framework.

Jiannan obtained her PhD form the University of Melbourne in 2022. Her PhD research focused on the optimal control, game theory, time-inconsistent problems. She obtained a BSc degree in Statistics and a MSc degree in Applied Statistics from Jilin University.

Room 655, Level 6, East Wing, UNSW Business School Building - Ref E12
  • Journal articles | 2023
    2023, 'A class of non-zero-sum stochastic differential games between two mean-variance insurers under stochastic volatility', Probability in the Engineering and Informational Sciences, 37, pp. 491 - 517, http://dx.doi.org/10.1017/S0269964822000353
    Journal articles | 2022
    2022, 'Stochastic asset allocation and reinsurance game under contagious claims', Finance Research Letters, 49, http://dx.doi.org/10.1016/j.frl.2022.103123
    Journal articles | 2021
    2021, 'On a class of non-zero-sum stochastic differential dividend games with regime switching', Applied Mathematics and Computation, 397, http://dx.doi.org/10.1016/j.amc.2021.125956
    Journal articles | 2021
    2021, 'Open-loop equilibrium strategy for mean-variance portfolio selection: A log-return model', Journal of Industrial and Management Optimization, 17, pp. 765 - 777, http://dx.doi.org/10.3934/jimo.2019133
    Journal articles | 2020
    2020, 'Open-loop equilibrium strategy for mean–variance asset–liability management portfolio selection problem with debt ratio', Journal of Computational and Applied Mathematics, 380, http://dx.doi.org/10.1016/j.cam.2020.112951