Projects per year
Personal profile
Biography
Dr. Zhuo Jin is a Professor of Actuarial Studies in the Department of Actuarial Studies and Business Analytics at Macquarie Business School. He serves as the Research Director of the department and is also a Co-Director of the Centre for Emerging Risks at Macquarie University. An Associate of the Society of Actuaries (ASA), his research has been supported by the Hong Kong Research Grants Council (RGC) and other funding bodies. He has authored over 70 publications in international journals and book chapters, including top-tier journals such as Insurance: Mathematics and Economics, European Journal of Operational Research, ASTIN Bulletin, Journal of Risk and Insurance, SIAM Journal on Control and Optimization, and Automatica. Additionally, he is a Series Editor for the book series Advances in Statistics, Probability, and Actuarial Science (ASPAS), published by World Scientific.
Research interests
Dr. Jin's research focuses on stochastic optimal control, actuarial science, mathematical finance, and numerical methods for stochastic systems. His specific areas of interest include dividend optimization, stochastic games, retirement planning, portfolio selection, reinsurance, model uncertainty, systemic risk, cyber risk, pandemic risk, climate risk, reinforcement learning, large language models, and textual analysis.
Fingerprint
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Projects
- 1 Finished
-
A Hybrid Deep Learning Approach for Optimal Insurance Strategies
Jin, Z. (Primary Chief Investigator) & Yang, H. (Primary Chief Investigator)
1/09/21 → 1/09/23
Project: Research
-
A Hybrid deep reinforcement learning method for insurance portfolio management
Cheng, X., Jin, Z., Yang, H. & Yin, G., Jan 2026, In: Journal of Optimization Theory and Applications. 208, 1, p. 1-42 42 p., 34.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Downloads (Pure) -
Optimal timing for green technology investment under climate risk in a jump-diffusion framework
Zhang, J., Jin, Z. & Li, J., 15 Apr 2026, In: Journal of Mathematical Analysis and Applications. 556, 2, p. 1-24 24 p., 130190.Research output: Contribution to journal › Article › peer-review
-
Optimizing portfolios with surrender variable annuities: A deep reinforcement learning approach
Huang, H., Jin, Z., Li, P., Wu, F. & Yang, H., Jan 2026, In: Insurance: Mathematics and Economics. 126, p. 1-26 26 p., 103177.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
A hybrid deep learning method for finite-horizon mean-field game problems
Zhang, Y., Jin, Z., Wei, J. & Yin, G., Sept 2025, In: Automatica. 179, p. 1-9 9 p., 112384.Research output: Contribution to journal › Article › peer-review
-
A note on numerical methods for mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model
Zhang, Y., Jin, Z. & Wei, J., Mar 2025, In: Numerical Algebra, Control and Optimization. 15, 1, p. 77-107 31 p.Research output: Contribution to journal › Article › peer-review
Open Access