Researcher

Associate Professor Jonathan Ziveyi

Biography

Jonathan is an Associate Investigator at the ARC Centre of Excellence in Population Ageing Research based at the UNSW Business School where he is an Associate Professor in the School of Risk and Actuarial Studies. He received his PhD in Quantitative Finance from the University of Technology Sydney where his thesis was on the evaluation of early exercise exotic options. His current research interests include longevity risk management, valuation...view more

Jonathan is an Associate Investigator at the ARC Centre of Excellence in Population Ageing Research based at the UNSW Business School where he is an Associate Professor in the School of Risk and Actuarial Studies. He received his PhD in Quantitative Finance from the University of Technology Sydney where his thesis was on the evaluation of early exercise exotic options. His current research interests include longevity risk management, valuation of guarantees embedded in variable annuities and option pricing under stochastic volatility. His research output has been widely published in esteemed quantitative finance and actuarial journals such as Insurance: Mathematics and Economics, Quantitative Finance among others and has been presented at various international conferences.

 


My Research Supervision


Supervision keywords


Areas of supervision

Variable annuity pricing, Longevity risk management, Exotic option pricing, Term structure modelling .


Currently supervising

Hang Nguyen, 2019 – 

Michelle Vhudzijena,  2019 – 

Salvatory Kessy, 2019 –

Doreen Kabuche, 2018 – 

Yulong Li, 2016 – 

Xiao Xu,  2016 – 

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Location

Room 2067, Australian School of Business

Contact

+61 2 9065 8254