Tianxiang Shi

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The big thaw: unfreeze defined benefit pension with cash balance plans Insurance Mathematics & Economics	2026-06-23	Paper
Auto Insurance Pricing Using Telematics Data: Application of a Hidden Markov Model North American Actuarial Journal	2025-02-10	Paper
Prepayment risk in reverse mortgages: an intensity-governed surrender model Insurance Mathematics & Economics	2021-06-21	Paper
On the distribution of classic and some exotic ruin times Insurance Mathematics & Economics	2019-11-28	Paper
Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application North American Actuarial Journal	2019-05-28	Paper
First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications Scandinavian Actuarial Journal	2018-07-11	Paper
Pension risk management with funding and buyout options Insurance Mathematics & Economics	2018-02-15	Paper
On a risk model with claim investigation Insurance Mathematics & Economics	2015-12-14	Paper
Occupation times in the MAP risk model Insurance Mathematics & Economics	2015-03-13	Paper
DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS ASTIN Bulletin	2014-02-27	Paper
Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions Insurance Mathematics & Economics	2011-12-21	Paper

Research outcomes over time

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