Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions D Landriault, T Shi, GE Willmot Insurance: Mathematics and Economics 49 (3), 371-379, 2011 | 49 | 2011 |
Pricing buy‐ins and buy‐outs Y Lin, T Shi, A Arik Journal of Risk and Insurance 84 (S1), 367-392, 2017 | 34 | 2017 |
Pension risk management with funding and buyout options SH Cox, Y Lin, T Shi Insurance: Mathematics and Economics 78, 183-200, 2018 | 17 | 2018 |
Distribution of the time to ruin in some Sparre Andersen risk models T Shi, D Landriault ASTIN Bulletin: The Journal of the IAA 43 (1), 39-59, 2013 | 16 | 2013 |
Prepayment risk in reverse mortgages: An intensity-governed surrender model T Shi, YT Lee Insurance: Mathematics and Economics 98, 68-82, 2021 | 15 | 2021 |
First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications D Landriault, T Shi Scandinavian Actuarial Journal 2014 (4), 368-382, 2014 | 13 | 2014 |
Occupation times in the MAP risk model D Landriault, T Shi Insurance: Mathematics and Economics 60, 75-82, 2015 | 11 | 2015 |
On the distribution of classic and some exotic ruin times D Landriault, B Li, T Shi, D Xu Insurance: Mathematics and Economics 89, 38-45, 2019 | 9 | 2019 |
Joint insolvency analysis of a shared MAP risk process: a capital allocation application J Cai, D Landriault, T Shi, W Wei North American Actuarial Journal 21 (2), 178-192, 2017 | 9 | 2017 |
Valuation of Reverse Mortgages with Surrender: A Utility Approach YT Lee, T Shi The Journal of Real Estate Finance and Economics 65, 593-621, 2022 | 6 | 2022 |
Do Pension Buyouts Help or Hurt Employees (Retirees)? Y Lin, RD MacMinn, T Shi Journal of Risk and Insurance 90 (3), 667-702, 2023 | 4 | 2023 |
On a risk model with claim investigation M Huynh, D Landriault, T Shi, GE Willmot Insurance: Mathematics and Economics 65, 37-45, 2015 | 4 | 2015 |
On the distribution of the time to ruin and related topics T Shi University of Waterloo, 2013 | 3 | 2013 |
Auto Insurance Pricing Using Telematics Data: Application of a Hidden Markov Model Q Jiang, T Shi North American Actuarial Journal, 1-18, 2024 | 1 | 2024 |
Buy-ins, buy-outs, longevity bonds, and the creation of value R MacMinn, Y Lin, T Shi Journal of Demographic Economics 89 (3), 329-347, 2023 | 1 | 2023 |
Securitization and Financial Sustainability of the HECM Program H Chen, T Shi Available at SSRN 4381842, 2023 | | 2023 |
Multiemployer Defined Benefit Pension Plans: Employer Withdrawals and Financial Vulnerability T Shi, X You North American Actuarial Journal 27 (1), 121-147, 2023 | | 2023 |