Zhenjie Wang王振杰
Undergraduate Student, Wenzhou-Kean University
I study applied mathematics at Wenzhou-Kean University (Mathematical Sciences, Data Analytics Option) and expect to graduate in June 2027. My undergraduate dissertation, advised by Prof. Guo Liu, is on cyber risk aggregation and capital modeling for insurance portfolios: how clustered cyber incidents, modelled with a multivariate Hawkes process, drive aggregate losses and the capital an insurer needs.
In July 2027 I will begin a Master of Science in Mathematics at the University of Queensland, where my focus will shift to algebra, mainly algebraic geometry and representation theory. I am also interested in AI, especially interpretability and scientific reasoning.
News
- Submitted my dissertation proposal: multivariate Hawkes arrivals, Gordon–Loeb breach probabilities, portfolio capital, and a reinsurance retention problem. The dynamic, HJB version of the retention problem is recorded as future work.
- Started my undergraduate dissertation on cyber risk aggregation and capital modeling for insurance portfolios, advised by Prof. Guo Liu.