I am not sure if this was possible in TypeScript when the question was originally asked, but my preferred solution is with generics:
class Zoo<T extends Animal> {
constructor(public readonly AnimalClass: new () => T) {
}
}
This way variables penguin and lion infer concrete type Penguin or Lion even in the TypeScript intellisense.
const penguinZoo = new Zoo(Penguin);
const penguin = new penguinZoo.AnimalClass(); // `penguin` is of `Penguin` type.
const lionZoo = new Zoo(Lion);
const lion = new lionZoo.AnimalClass(); // `lion` is `Lion` type.