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Tianxiang Shi
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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
492011
Pricing buy‐ins and buy‐outs
Y Lin, T Shi, A Arik
Journal of Risk and Insurance 84 (S1), 367-392, 2017
312017
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
162013
Prepayment risk in reverse mortgages: An intensity-governed surrender model
T Shi, YT Lee
Insurance: Mathematics and Economics 98, 68-82, 2021
142021
Pension risk management with funding and buyout options
SH Cox, Y Lin, T Shi
Insurance: Mathematics and Economics 78, 183-200, 2018
142018
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
132014
Occupation times in the MAP risk model
D Landriault, T Shi
Insurance: Mathematics and Economics 60, 75-82, 2015
122015
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
92019
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
82017
Valuation of Reverse Mortgages with Surrender: A Utility Approach
YT Lee, T Shi
The Journal of Real Estate Finance and Economics 65, 593-621, 2022
42022
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
Do Pension Buyouts Help or Hurt Employees (Retirees)?
Y Lin, RD MacMinn, T Shi
Journal of Risk and Insurance 90 (3), 667-702, 2023
12023
Auto Insurance Pricing Using Telematics Data: Application of a Hidden Markov Model
Q Jiang, T Shi
North American Actuarial Journal, 1-18, 2024
2024
Buy-ins, buy-outs, longevity bonds, and the creation of value
R MacMinn, Y Lin, T Shi
Journal of Demographic Economics 89 (3), 329-347, 2023
2023
Securitization and Financial Sustainability of the HECM Program
H Chen, T Shi
Available at SSRN 4381842, 2023
2023
Multiemployer Defined Benefit Pension Plans: Employer Withdrawals and Financial Vulnerability
T Shi, X You
North American Actuarial Journal 27 (1), 121-147, 2023
2023
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Articles 1–17