Tianxiang Shi

Available identifiers

Publication	Date of Publication	Type
Prepayment risk in reverse mortgages: an intensity-governed surrender model	2021-06-21	Paper
On the distribution of classic and some exotic ruin times	2019-11-28	Paper
Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application	2019-05-28	Paper
First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications	2018-07-11	Paper
Pension risk management with funding and buyout options	2018-02-15	Paper
On a risk model with claim investigation	2015-12-14	Paper
Occupation times in the MAP risk model	2015-03-13	Paper
DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS	2014-02-27	Paper
Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions	2011-12-21	Paper

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