Jinggong Zhang

Nanyang Business School, Nanyang Technological University

Singapore, 639798

Singapore

SCHOLARLY PAPERS

7

DOWNLOADS

250

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Index Insurance Design

Number of pages: 36 Posted: 12 Sep 2018
Jinggong Zhang, Ken Seng Tan and Chengguo Weng
Nanyang Business School, Nanyang Technological University, University of Waterloo and University of Waterloo
Downloads 91 (346,400)
Citation 1

Abstract:

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2.

Neighbouring Prediction for Mortality

ASTIN Bulletin, the Journal of the IAA, forthcoming., Nanyang Business School Research Paper No. 20-07
Number of pages: 41 Posted: 11 May 2020 Last Revised: 05 Apr 2021
Chou‐Wen Wang, Jinggong Zhang and Wenjun Zhu
National Kaohsiung University of Science and Technology, Nanyang Business School, Nanyang Technological University and Nanyang Business School, Nanyang Technological University
Downloads 43 (504,926)
Citation 2

Abstract:

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artificial intelligence, convolutional neural network, longevity risk, multi-population mortality modelling

3.

Epidemic Financing Facilities: Pandemic Bonds and Endemic Swaps

Number of pages: 38 Posted: 14 Jun 2021
Shimeng Huang, Ken Seng Tan, Jinggong Zhang and Wenjun Zhu
University of Wisconsin-Madison, University of Waterloo, Nanyang Business School, Nanyang Technological University and Nanyang Business School, Nanyang Technological University
Downloads 35 (549,053)

Abstract:

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Securitization, Pandemic bond, Endemic swap, Coronavirus, Dengue

4.

Flexible Weather Index Insurance Design with Penalized Splines

Nanyang Business School Research Paper No. 21-13
Number of pages: 38 Posted: 12 Apr 2021 Last Revised: 27 Apr 2021
Ken Seng Tan and Jinggong Zhang
Nanyang Business School, Nanyang Technological University and Nanyang Business School, Nanyang Technological University
Downloads 27 (589,272)

Abstract:

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Weather index insurance, basis risk, insurance design, spline

5.

Mean-variance Hedging with Basis Risk

Xue, X., Zhang, J.*, Weng, C. (2019). Mean-variance hedging with basis risk. Applied Stochastic Models in Business and Industry, Forthcoming
Number of pages: 22 Posted: 31 May 2019
Xiaole Xue, Chengguo Weng and Jinggong Zhang
Shandong University, University of Waterloo and Nanyang Business School, Nanyang Technological University
Downloads 27 (589,272)

Abstract:

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6.

Empirical Tail Risk Management with Model-Based Annealing Random Search

Nanyang Business School Research Paper No. 21-27
Number of pages: 45 Posted: 23 Aug 2021 Last Revised: 08 Sep 2021
Qi Fan, Ken Seng Tan and Jinggong Zhang
Barclays, Nanyang Business School, Nanyang Technological University and Nanyang Business School, Nanyang Technological University
Downloads 20 (636,484)

Abstract:

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tail risk, optimization, random search, weather index insurance

7.

Managing Weather Risk with a Neural Network-Based Index Insurance

Nanyang Business School Research Paper No. 20-28
Number of pages: 78 Posted: 24 Mar 2020 Last Revised: 24 Aug 2021
Zhanhui Chen, Yang Lu, Jinggong Zhang and Wenjun Zhu
Hong Kong University of Science & Technology (HKUST) - Department of Finance, Dept. Maths & Statis, Concordia University, Nanyang Business School, Nanyang Technological University and Nanyang Business School, Nanyang Technological University
Downloads 7 (734,949)

Abstract:

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weather risk; index insurance; basis risk; neural networks; machine learning

Other Papers (2)

Total Downloads: 2
1.

Cyber risk modeling: A discrete multivariate count process approach

Number of pages: 42
Yang Lu, Jinggong Zhang and Wenjun Zhu
Dept. Maths & Statis, Concordia University, Nanyang Business School, Nanyang Technological University and Nanyang Business School, Nanyang Technological University
Downloads 1

Abstract:

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Operational risk, Cyber risk, Systemic and pairwise contagion, Self-excitation, Negative binomial autoregressive process, Generalized Poisson inverse-Gaussian distribution, Discrete stable distribution, Generalized method of moments

2.

Storm CAT Bond: Modeling and Valuation

Number of pages: 47
Shimeng Huang, Jinggong Zhang and Wenjun Zhu
University of Wisconsin-Madison, Nanyang Business School, Nanyang Technological University and Nanyang Business School, Nanyang Technological University
Downloads 1

Abstract:

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climate change, catastrophe risk, CAT bond, spatio-temporal model, copula