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Employment (1)

East China Normal University: Shanghai, Shanghai, CN

2017-09 to present (School of Statistics)
Employment
Source: Self-asserted source
Nan Zhang

Education and qualifications (4)

The University of Melbourne: Melbourne, VIC, AU

2013-07-15 to 2017-08-04 | PhD (Centre for Actuarial Studies, Department of Economics)
Education
Source: Self-asserted source
Nan Zhang

Nankai University: Tianjin, Tianjin, CN

2010-09-10 to 2013-07-10 | Master of Applied Mathematics (Department of Mathematics)
Education
Source: Self-asserted source
Nan Zhang

The University of Melbourne: Melbourne, VIC, AU

2012-02-10 to 2012-12-12 | Master of Actuarial Science (Centre for Actuarial Studies, Department of Economics)
Education
Source: Self-asserted source
Nan Zhang

Qufu Normal University: Qufu, Shandong, CN

2006-09-01 to 2010-07-01 | Bachelor of Mathematics and Applied Mathematics (Department of Mathematics)
Education
Source: Self-asserted source
Nan Zhang

Professional activities (1)

East China Normal University: Shanghai, CN

2017-09-14 to present (School of Statistics)
Invited position
Source: Self-asserted source
Nan Zhang

Works (7)

Stochastic differential reinsurance games with capital injections

Insurance: Mathematics and Economics
2019-05 | Journal article
DOI: 10.1016/j.insmatheco.2019.05.002
Part of ISSN: 0167-6687
Source: Self-asserted source
Nan Zhang

Robust non-zero-sum investment and reinsurance game with default risk

Insurance: Mathematics and Economics
2019-01 | Journal article
DOI: 10.1016/j.insmatheco.2018.09.009
Part of ISSN: 0167-6687
Source: Self-asserted source
Nan Zhang

Pricing longevity-linked derivatives using a stochastic mortality model

Communications in Statistics - Theory and Methods
2019-01-23 | Journal article
DOI: 10.1080/03610926.2018.1563171
Part of ISSN: 0361-0926
Part of ISSN: 1532-415X
Source: Self-asserted source
Nan Zhang

Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer

Journal of Computational and Applied Mathematics
2018-11 | Journal article
DOI: 10.1016/j.cam.2018.04.030
Part of ISSN: 0377-0427
Source: Self-asserted source
Nan Zhang

Real-Option Valuation in a Finite-Time, Incomplete Market with Jump Diffusion and Investor-Utility Inflation

Risks
2018-05-04 | Journal article
DOI: 10.3390/risks6020051
Part of ISSN: 2227-9091
Source: Self-asserted source
Nan Zhang

Markowitz's mean-variance optimization with investment and constrained reinsurance

Journal of Industrial and Management Optimization (JIMO)
2017-01 | Journal article
Source: Self-asserted source
Nan Zhang

Optimal reinsurance under dynamic VaR constraint

Insurance: Mathematics and Economics
2016-11 | Journal article
Source: Self-asserted source
Nan Zhang
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