
About
Associate Professor Jonathan Ziveyi is an academic at the UNSW Business School, where he serves as an Associate Head in the School of Risk and Actuarial Studies. He holds a PhD in Quantitative Finance from the University of Technology Sydney and has published extensively in journals like Insurance: Mathematics and Economics and Quantitative Finance.
- Education
- PhD in Finance, University of Technology Sydney
- Graduate Certificate in University Learning and Teaching, UNSW Sydney
- BSc (Hons) in Applied Mathematics, National University of Science and Technology, Zimbabwe
His research focuses on longevity risk management, valuation of guarantees in variable annuities, and option pricing under stochastic volatility. Recent work includes pooled annuity smoothing, hybrid insurance-product designs, and mortality forecasting with stacked regression ensembles.
His publications span affine mortality models, regime-switching frameworks, and machine learning applications in actuarial contexts. Key topics include guaranteed minimum withdrawal benefits, longevity bonds, and tax implications in insurance contracts.
- Grants & Awards
- Australian Research Council Grant (2021–2023, AUD386,139)
- Society of Actuaries Grant (2017–2020, US$248,278)
- Multiple UNSW Business School linkage and research grants
- Vice Chancellor’s Prize for First-Class Degree (2005)
- International Postgraduate Research Scholarship (2007)
He supervises PhD students including Samuel Thirurajah, Gayani Thalagoda, and Yawei Wang. His teaching includes courses on Asset-Liability Models and Financial Economics for Insurance.
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