Welcome!

About me 

Hi, I am an assistant professor at The Ohio State University. 

I received my Ph.D. in Actuarial Science from the University of Waterloo in 2024, under the supervision of Dr. Pengyu Wei and Dr. Chengguo Weng. I am an Associate of the Society of Actuaries (ASA). 

My research interests include actuarial science, quantitative finance, risk management, and broader applications of machine learning. Specifically, my current research focuses on designing robust investment strategies under parameter uncertainty and developing efficient risk assessment methods.

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Research 

Manuscripts

• Huang, Z., Wei, P., & Weng, C. (2025). ESG-constrained portfolio choice with estimation risk. In revision.

• Huang, Z., Wei, P., Weng, C., & Wirjanto, T. (2024). Winning probability weighted combined portfolio. In revision.

Publications

• Wang, Z., Huang, Z., Kwok, Y.K. (2026). Simulation-analytical approach for calculating VaR contributions in credit portfolios. Accepted by Quantitative Finance. 

• Huang, Z., Wei, P., & Weng, C. (2024). Tail mean-variance portfolio selection with estimation risk. Insurance: Mathematics and Economics 116, 218-234. 

• Huang, Z., Kwok, Y.K., & Xu, Z. (2024). Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models. Insurance: Mathematics and Economics 115, 132-150.

• Huang, Z., & Kwok, Y.K. (2021). Efficient risk measures calculations for generalized CreditRisk+ models. International Journal of Theoretical and Applied Finance 24(02), 2150012.

Teaching 

• MATH 5633 Loss Model I, Autumn 2025, OSU

• MATH 5634 Loss Model II, Spring 2025, Spring 2026, OSU

• MATH 6193 Individual Studies, Spring 2025, Summer 2025, Autumn 2025, Spring 2026, OSU

• MATH 4998 Undergraduate Research, Spring 2026, OSU