Researcher

Associate Professor Jonathan Ziveyi

My Expertise

Longevity risk management, retirement income product design.

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 and Associate Head 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...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 and Associate Head 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 Grants

  • 2021 – 2023    Australian Research Council Grant (AUD386,139)
  • 2017 – 2020    Society of Actuaries Grant (US$248,278)
  • 2017 – 2020    Australian Research Council Grant (AUD350,000)
  • 2017    UNSW Business School Linkage Seed Funding Grant (AUD40,000)
  • 2015    UNSW Business School Research Grant (AUD18,000)
  • 2013    NSW Australian School of Business Research Grant (AUD15,000)
  • 2013    Institute of Actuaries of Australia Research Grant (AUD15,000)
  • 2011    Institute of Actuaries of Australia Research Grant (AUD37,862)
  • 2011    UNSW Australian School of Business Special Research Grant (AUD8,000)

My Qualifications

  1. PhD in Finance, University of Technology, Sydney
  2. Graduate Certificate in University Learning and Teaching, UNSW Sydney
  3. BSc (Hons) in Applied Mathematics Degree (First Class Honours), National University of Science and Technology, Zimbabwe

My Awards

  • 2010    UTS Quantitative Finance Research Centre Travel Grant
  • 2009    American Finance Association Student Travel Grant
  • 2007    International Postgraduate Research Scholarship, University of Technology, Sydney
  • 2007    President’s Scholarship, University of Technology, Sydney
  • 2005    Vice Chancellor’s Prize for graduating with a First-Class Degree, National University of Science and Technology, Zimbabwe
  • 2003    NUST Book Prize for the best 2nd year student, National University of Science and Technology, Zimbabwe

My Research Supervision


Supervision keywords


Areas of supervision

Variable annuity pricing, Longevity risk management, Exotic option pricing, Retirement Income Product Design, Aged Care Financing Strategies


Currently supervising

  • Samuel Thirurajah,             2024 – current, joint supervisor
  • Gayani Thalagoda,              2023 – current, joint supervisor
  • Yawei Wang,                      2022 – current, joint supervisor
  • Xingying Yu,                      2021 – current, joint supervisor
  • Yuxin Zhou,                       2021 – current, core supervisor
  • Lingfeng Lyu,                     2021 – current, joint supervisor

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My Teaching

  • ACTL3182 - Asset-Liability and Derivative Models
  • ACTL5109 - Financial Economics for Insurance and Superannuation
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Location

UNSW Business School

Contact

+61 2 9065 8254