Concepedia

Tianxiang Shi

TS

Statistics

Publications

6

Citations

124

H-Index

6

Active since

2011

Affiliations

University of Waterloo(Current)

Temple University

Tianxiang Shi is an author at University of Waterloo specializing in finance, risk management, and financial risk management.

Top concepts

FinanceRisk ManagementFinancial Risk ManagementBusinessManagementEconomicsProbabilityStochastic CalculusInsuranceMarketing

Publications per year

2011–2021

6

Publications

6

Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions

David Landriault, Tianxiang Shi, Gordon E. Willmot · Insurance Mathematics and Economics · 2011 · 42 citations

Exponential Assumptions, Integrable Probability, Joint Densities +5

Pricing Buy‐Ins and Buy‐Outs

Yijia Lin, Tianxiang Shi · Journal of Risk & Insurance · 2016 · 30 citations

Financial Risk Management, Market Design, Pricing Policy +20

DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS

Tianxiang Shi, David Landriault · Astin Bulletin · 2013 · 15 citations

Economics, Engineering, Financial Risk Management +15

Prepayment risk in reverse mortgages: An intensity-governed surrender model

Tianxiang Shi, Yung-Tsung Lee · Insurance Mathematics and Economics · 2021 · 15 citations

Financial Risk Management, Intensity-governed Surrender Model, Risk Management +6

First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications

David Landriault, Tianxiang Shi · Scandinavian Actuarial Journal · 2013 · 11 citations

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