Concepedia

Jonathan Ziveyi

JZ

19

Publications

364

Citations

14

H-Index

2013

Active since

Affiliations

UNSW Sydney(Current)

Southwestern University of Finance and Economics

University of Technology Sydney

Auckland University of Technology

Jonathan Ziveyi is an author at UNSW Sydney specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingEconomicsOption PricingStatisticsEngineeringPublic HealthLongevityManagement

Publications per year

2013–2022

19

Publications

19

Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method

Jennifer Alonso‐García, Oliver Wood, Jonathan Ziveyi · Quantitative Finance · 2017 · 38 citations

Gmwb Hedging, General Lévy Framework, Minimum Withdrawal Benefits +20

Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates

Boda Kang, Jonathan Ziveyi · Insurance Mathematics and Economics · 2018 · 30 citations · Full text

Term Structure Model, Financial Economics, Asset Pricing +9

Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality

Katja Ignatieva, Andrew Song, Jonathan Ziveyi · Insurance Mathematics and Economics · 2016 · 28 citations

Minimum Benefits, Economics, Dynamic Economics +13

Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options

Yang Shen, Michael Sherris, Jonathan Ziveyi · Insurance Mathematics and Economics · 2016 · 26 citations

Option Pricing, Asset Pricing, Accounting +6

Continuous-time multi-cohort mortality modelling with affine processes

Yajing Xu, Michael Sherris, Jonathan Ziveyi · Scandinavian Actuarial Journal · 2019 · 23 citations · Full text

Mortality Model, Term Structure Model, Engineering +12

Rows per page

1–5 of 19