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: [email protected] 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 1 of 3 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 2 of 3 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 3 of 3
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