Biography
Dr. Tianxiang Shi is an Associate Professor and Edna Tuttleman Research Fellow in the Department of Risk, Actuarial Science, and Legal Studies. He is a Fellow of the Society of Actuaries (FSA) since 2017. His research interests include risk and insolvency analysis, pension/retirement risk management, and reverse mortgages. His papers have been published in leading actuarial and insurance journals, such as the Insurance: Mathematics and Economics, Journal of Risk and Insurance, North American Actuarial Journal and ASTIN Bulletin.
Dr. Shi earned his Ph.D. degree in Actuarial Science from the University of Waterloo in 2013 and was a recipient of the James C. Hickman Scholarship from the Society of Actuaries. 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. He is the UEC accreditation actuary for the Actuarial Science Program at Temple University and actively serves on educational committees in the Society of Actuaries. He also received the Faculty of the Year award from the Actuarial Science M.S. program.
Courses Taught
Number | Name | Level |
|---|---|---|
AS 3501 | Long-Term Actuarial Modeling | Undergraduate |
AS 3501 | Actuarial Modeling I | Undergraduate |
AS 3503 | Short-Term Actuarial Modeling | Undergraduate |
AS 3503 | Actuarial Modeling III | Undergraduate |
AS 5102 | Long-Term Actuarial Modeling | Graduate |
AS 5102 | Actuarial Modeling I | Graduate |
AS 5104 | Short-Term Actuarial Modeling | Graduate |
AS 5104 | Actuarial Modeling III | Graduate |
Selected Publications
Recent
Lee, Y. & Shi, T. (2022). Valuation of Reverse Mortgages with Surrender: A Utility Approach. The Journal of Real Estate Finance and Economics, 65(4), 593-621. Springer Science and Business Media LLC. doi: 10.1007/s11146-021-09869-7.
Shi, T. & Lee, Y. (2021). Prepayment risk in reverse mortgages: An intensity-governed surrender model. Insurance: Mathematics and Economics, 98, 68-82. doi: 10.1016/j.insmatheco.2021.02.008.
Landriault, D., Li, B., Shi, T., & Xu, D. (2019). On the distribution of classic and some exotic ruin times. Insurance: Mathematics and Economics, 89, 38-45. Elsevier BV. doi: 10.1016/j.insmatheco.2019.08.002.
Cox, S.H., Lin, Y., & Shi, T. (2018). Pension risk management with funding and buyout options. Insurance: Mathematics and Economics, 78, 183-200. Elsevier BV. doi: 10.1016/j.insmatheco.2017.09.021.