Courses Taught
Number | Name | Level |
|---|---|---|
AS 2101 | Actuarial Probability and Statistics II | Undergraduate |
AS 3501 | Actuarial Modeling I | Undergraduate |
AS 3503 | Actuarial Modeling III | Undergraduate |
AS 5102 | Actuarial Modeling I | Graduate |
AS 5104 | Actuarial Modeling III | Graduate |
Selected Publications
Recent
Shi, T. Multiemployer Pension Plans: Employer Withdrawals and Financial Vulnerability.
Shi, T. Multiemployer Pension Plans: Employer Withdrawals and Financial Vulnerability.
Shi, T. & Lee, Y. (2021). Prepayment risk in reverse mortgages: An intensity-governed surrender model. Insurance: Mathematics and Economics, 98, 68-82. doi: 10.1016/j.insmatheco.2021.02.008.
Landriault, D., Li, B., Shi, T., & Xu, D. (2019). On the distribution of classic and some exotic ruin times. doi: 10.1016/j.insmatheco.2019.08.002.
Landriault, D., Li, B., Shi, T., & Xu, D. On the distribution of classic and some exotic ruin times. Insurance: Mathematics and Economics, 89, 38-45. Elsevier BV. doi: 10.1016/j.insmatheco.2019.08.002.
DB Pension: To Buyout or Not to Buyout?
Shi, T., Lin, Y., & MacMinn, R. To Buyout or Not to Buyout? Ningbo, China.
Shi, T. & Lee, Y. Reverse Mortgage with Surrender Options: Application of an Intensity-Governed Model. Washington, DC.
Lee, Y. & Shi, T. (2019). On the Valuation of Reverse Mortgages with Surrender Options. Chengdu, China.
Landriault, D., Li, B., Shi, T., & Xu, D. (2019). On the Distribution of Classic and Some Exotic Ruin Times. Munich, Germany.
Lin, Y., MacMinn, R., & Shi, T. (2018). To Buyout or Not to Buyout? Chicago, IL.
Lin, Y., MacMinn, R., & Shi, T. (2018). To Buyout or Not to Buyout? Sydney, Australia.
Cox, S.H., Lin, Y., & Shi, T. Pension risk management with funding and buyout options. Insurance: Mathematics and Economics, 78, 183-200. Elsevier BV. doi: 10.1016/j.insmatheco.2017.09.021.
Shi, T. Pension Risk Management with Funding and Buyout Options. Middle Tennessee State University.
Lee, Y. & Shi, T. On the Valuation of Reverse Mortgages with Surrender Options. Taipei, China.
Shi, T. & Lee, Y. On the Valuation of Reverse Mortgages with Surrender Options. Vienna, Austria.
Shi, T. Pension Risk Management with Funding and Buyout Options. University of Science and Technology of China.
Cai, J., Landriault, D., Shi, T., & Wei, W. (2017). Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application. North American Actuarial Journal, 21(2), 178-192. doi: 10.1080/10920277.2016.1246254.
Lin, Y., Shi, T., & Arik, A. (2017). Pricing Buy-Ins and Buy-Outs. Journal of Risk and Insurance, 84, 367-392. doi: 10.1111/jori.12159.