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Tianxiang (Tim) Shi, Ph.D., ASA
Contact
Information
CBA 210, P.O. Box 880490
Department of Finance
University of Nebraska-Lincoln
Lincoln, NE 68588-0490 USA
Education
Ph.D., University of Waterloo, Canada, 2013
M.S., University of Illinois at Urbana-Champaign, USA, 2009
B.S., Zhejiang University, China, 2007
Professional
Interest
Research
• Risk theory, ruin theory, aggregate claims, stochastic modeling in insurance
and finance
Office: +1(402) 472-5046
Program: +1(402) 472-2330
Fax: +1(402) 472-5140
E-mail: tshi2@unl.edu
Teaching
• ActS 470 & 471 Life Contingencies I & II
• ActS 474/874 Introduction to Property/Casualty Actuarial Science
Employment
Refereed
Publications
August 2013 – Present, Assistant Professor, University of Nebraska-Lincoln
September 2011 – April 2012, Part-time Instructor, University of Waterloo
[1] Landriault, D. and T. Shi. Occupation times in the MAP risk model.
Insurance: Mathematics and Economics, 60: 75-82. 2015.
[2] Landriault, D. and T. Shi. First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications. Scandinavian Actuarial Journal, 2014(4): 368-382. 2014.
[3] Shi, T. and D. Landriault. Distribution of the time to ruin in some Sparre
Andersen risk models. ASTIN Bulletin, 43(1): 39-59. 2013.
[4] Landriault, D., T. Shi and G.E. Willmot. Joint densities involving the time
to ruin in the Sparre Andersen risk model with exponential claim sizes.
Insurance: Mathematics and Economics, 49: 371-379. 2011.
Submitted
Papers
Teaching
Experience
[5] Lin, Y., T. Shi and A. Arik. Pricing pension buy-ins and buy-outs.
[6] Huynh, M., D. Landriault, T. Shi and G.E. Willmot. On a risk model with
claim investigation.
University of Nebraska-Lincoln
August 2013 – Present
• ActS 471 Life Contingencies II, Fall 2013–2014
• ActS 470 Life Contingencies I, Spring 2014–2015
• ActS 474/874 Intro to Property/Casualty Actuarial Science, Spring 2014–
2015
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University of Waterloo
Instructor
September 2011 – April 2012
• ACTSC 232 Introduction to Actuarial Mathematics, Winter 2012
• ACTSC 221 Mathematics of Investment, Fall 2011
Professional
Memberships
Associate of the Society of Actuaries (ASA), 2013
Progress towards Fellow of the Society of Actuaries (FSA)
• Financial Economic Theory and Engineering (FETE) Exam, Nov 2012
• Financial Modeling Module, 2014
• Enterprise Risk Management module, 2014
Professional
Service
Referee Service
• Insurance: Mathematics and Economics, Scandinavian Actuarial Journal,
Applied Mathematics and Computation, ESAIM: Probability and Statistics,
and Annals of Actuarial Science.
Department Service
• Actuarial Science Undergraduate Student Advisor
Professional
Experience
Bank of Communications, Hangzhou, China
Internship
July 2008 – August 2008
• Research project on the analysis of the preferences of bank-clients and
related marketing strategies
Grant
Honors and
Awards
• SOA Individual Grant Competition (with D. Landriault and W. Wei), 2014–
2015
• Start-up Summer Research Support, University of Nebraska-Lincoln, 2013–
2016
The Society of Actuaries
• James C. Hickman Scholarship, 2011–2013
University of Waterloo
• Statistics & Actuarial Science Ph.D. Comprehensive Exam Award, 2010
• Dominion of Canada General Insurance Company Graduate Scholarship in
Actuarial Science, 2009–2012
• Statistics & Actuarial Science Chair’s Award, 2010–2012
• MATH Senate Graduate Scholarship, 2012–2013
• Graduate Research Studentship, 2010-2013
• University of Waterloo Graduate Scholarship, 2009–2013
• International Doctoral Student Award, 2009–2013
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Conferences
and Talks
Invited talks
• Department of Statistics and Probability, Michigan State University, East
Lansing, MI, February 5, 2013.
Talk: The Time to Ruin: Analysis of an Insurer’s Solvency Risk.
• Department of Statistics & Actuarial Science, The University of Iowa, Iowa
City, IA, January 31, 2013.
Talk: The Time to Ruin: Analysis of an Insurer’s Solvency Risk.
• 2014 Central State Actuarial Forum (CSAF) Annual Meeting, Kansas City,
MO, September 8-9, 2014.
Professional Presentation: Experience of Developing the New Casualty
Actuarial Science Course at UNL.
Contributed talks
• L10 Tenth International Longevity Risk and Capital Markets Solutions Conference, Santiago, Chile, September 3–4, 2014.
Talk: Pricing buy-ins and buy-outs (joint work with Yijia Lin and Ay¸se
Arik).
• 18th International Congress on Insurance: Mathematics and Economics,
Shanghai, China, July 10–12, 2014.
Talk: Pricing buy-ins and buy-outs (joint work with Yijia Lin and Ay¸se
Arik).
• 15th International Congress on Insurance: Mathematics and Economics, Trieste, Italy, June 14–17, 2011.
Talk: Joint distribution involving the time to ruin in Sparre Andersen
risk models (joint work with David Landriault).
• International Conference on Actuarial Science and Related Fields, Hainan,
China, March 4–6, 2011.
Talk: Joint density involving the time to ruin in the renewal risk model
(joint work with David Landriault and Gordon E. Willmot).
• 45th Actuarial Research Conference, Vancouver, BC, July 26–28, 2010.
Talk: Finite-time ruin problems in Sparre Andersen models with arbitrary interclaim times (joint work with David Landriault and Gordon E.
Willmot).
Last updated by Tianxiang Shi on Mar 22, 2015
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