Dr. Tianxiang Shi is an Assistant Professor in the Department of Risk, Insurance and Healthcare Management. He is a Fellow of the Society of Actuaries (FSA) and currently serves as a Co-Director for the M.S. Actuarial Science program.
Dr Shi’ research interests include risk and insolvency analysis, pension risk management, and stochastic modeling in insurance and finance. His papers have been published in leading actuarial and insurance journals, such as the Journal of Risk and Insurance, Insurance: Mathematics and Economics, North American Actuarial Journal and ASTIN Bulletin.
Dr. Shi earned his Ph.D. degree in Actuarial Science from the University of Waterloo in 2013. He also holds a M.S. degree in Applied Mathematics (with concentration in Actuarial Science) from the University of Illinois at Urbana-Champaign and a B.S. degree in Mathematics from Zhejiang University.
- Cox, Samuel H., Yijia Lin, and Tianxiang Shi (2018). Pension risk management with funding and buyout options, Insurance: Mathematics and Economics, 78: 183-200.
- Cai, Jun, David Landriault, Tianxiang Shi and Wei Wei (2017). Joint insolvency analysis of a shared MAP risk process: a capital allocation application, North American Actuarial Journal, 21(2): 178-192.
- Lin, Yijia, Tianxiang Shi and Ayse Arik (2017). Pricing buy-ins and buy-outs. Journal of Risk and Insurance, 84: 367-392.
- Huynh, Mirabelle, David Landriault, Tianxiang Shi and Gordon E. Willmot (2015). On a risk model with claim investigation. Insurance: Mathematics and Economics 65: 37-45.
- Landriault, David and Tianxiang Shi (2015). Occupation times in the MAP risk model. Insurance: Mathematics and Economics, 60: 75-82.
- Landriault, David and Tianxiang Shi (2014). First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications. Scandinavian Actuarial Journal, 2014(4): 368-382.
- Shi, Tianxiang and David Landriault (2013). Distribution of the time to ruin in some Sparre Andersen risk models. ASTIN Bulletin, 43(1): 39-59.
- Landriault, David, Tianxiang Shi and Gordon E. Willmot (2011). Joint densities involving the time to ruin in the Sparre Andersen risk model with exponential claim sizes. Insurance: Mathematics and Economics, 49: 371-379.
- Faculty of the Year – MS in Actuarial Science, 2019
- James C. Hickman Scholarship Recipient of 2011-2013, The Society of Actuaries.