About: Teaching in Spring 2020: MATH 5640 ShortTerm Insurance Ratemaking
Office Hours: Tuesday 3:00 – 5:00 pm
Education:
Ph.D. in Mathematical Finance, University of Alberta, 2015
Academic Employment:
2017/8 – now 
University of Connecticut, Assistant Professor 
2016/9 – 2017/8 
University of Washington, Acting Assistant Professor 
2015/5 – 2016/8 
Technical University of Munich, TUFF Fellow 
Research Interests:
Financial Mathematics; Actuarial Science; Stochastic Control and Optimization
Selected Publications:
 Chen, D., Deng, J., Feng, J., and Zou, B. (2020): A SetValued Markov Chain Approach to Credit Default. Quantitative Finance. [Journal]
 Lorig, M., Zhou, Z., and Zou, B. (2019): A Mathematical Analysis of Technical Analysis. Applied Mathematical Finance, Vol. 26, Issue 1, 3868. [Journal]
 Cui, Z., Feng, Q., Hu, R., and Zou, B. (2018): Systemic Risk and Optimal Fee Structure for Central Clearing Counterparty Under Partial Netting. Operations Research Letters, Vol 46, Issue 3, 306311. [Journal]
 Zou, B., and Zagst, R. (2017): Optimal investment with transaction costs under cumulative prospect theory in discrete time. Mathematics and Financial Economics, 11(4), 393421. [Journal]
 Zou, B., and Cadenillas, A. (2014): Explicit solutions of optimal consumption, investment and insurance problems with regime switching. Insurance: Mathematics and Economics, 58, 159167. [Journal]
 Zou, B., and Cadenillas, A. (2014): Optimal investment and risk control policies for an insurer: expected utility maximization. Insurance: Mathematics and Economics, 58, 5767. [Journal]
