Tianxiang Shi
Title
Cited by
Cited by
Year
Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
D Landriault, T Shi, GE Willmot
Insurance: Mathematics and Economics 49 (3), 371-379, 2011
432011
Pricing buy‐ins and buy‐outs
Y Lin, T Shi, A Arik
Journal of Risk and Insurance 84 (S1), 367-392, 2017
222017
Distribution of the time to ruin in some Sparre Andersen risk models
T Shi, D Landriault
ASTIN Bulletin: The Journal of the IAA 43 (1), 39-59, 2013
152013
First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications
D Landriault, T Shi
Scandinavian Actuarial Journal 2014 (4), 368-382, 2014
122014
Occupation times in the MAP risk model
D Landriault, T Shi
Insurance: Mathematics and Economics 60, 75-82, 2015
112015
Pension risk management with funding and buyout options
SH Cox, Y Lin, T Shi
Insurance: Mathematics and Economics 78, 183-200, 2018
82018
Joint insolvency analysis of a shared map risk process: a capital allocation application
J Cai, D Landriault, T Shi, W Wei
North American Actuarial Journal 21 (2), 178-192, 2017
32017
On a risk model with claim investigation
M Huynh, D Landriault, T Shi, GE Willmot
Insurance: Mathematics and Economics 65, 37-45, 2015
32015
On the distribution of the time to ruin and related topics
T Shi
University of Waterloo, 2013
32013
Prepayment risk in reverse mortgages: An intensity-governed surrender model
T Shi, YT Lee
Insurance: Mathematics and Economics 98, 68-82, 2021
22021
On the distribution of classic and some exotic ruin times
D Landriault, B Li, T Shi, D Xu
Insurance: Mathematics and Economics 89, 38-45, 2019
2019
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Articles 1–11