Shi, Tianxiang; Lee, Yung-Tsung Prepayment risk in reverse mortgages: an intensity-governed surrender model. (English) Zbl 1466.91269 Insur. Math. Econ. 98, 68-82 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{T. Shi} and \textit{Y.-T. Lee}, Insur. Math. Econ. 98, 68--82 (2021; Zbl 1466.91269) Full Text: DOI OpenURL
Landriault, David; Li, Bin; Shi, Tianxiang; Xu, Di On the distribution of classic and some exotic ruin times. (English) Zbl 1427.91235 Insur. Math. Econ. 89, 38-45 (2019). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 89, 38--45 (2019; Zbl 1427.91235) Full Text: DOI OpenURL
Cox, Samuel H.; Lin, Yijia; Shi, Tianxiang Pension risk management with funding and buyout options. (English) Zbl 1398.91322 Insur. Math. Econ. 78, 183-200 (2018). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{S. H. Cox} et al., Insur. Math. Econ. 78, 183--200 (2018; Zbl 1398.91322) Full Text: DOI OpenURL
Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei Joint insolvency analysis of a shared MAP risk process: a capital allocation application. (English) Zbl 1414.91168 N. Am. Actuar. J. 21, No. 2, 178-192 (2017). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Cai} et al., N. Am. Actuar. J. 21, No. 2, 178--192 (2017; Zbl 1414.91168) Full Text: DOI OpenURL
Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; Willmot, Gordon E. On a risk model with claim investigation. (English) Zbl 1348.91151 Insur. Math. Econ. 65, 37-45 (2015). MSC: 91B30 62P05 60K25 PDF BibTeX XML Cite \textit{M. Huynh} et al., Insur. Math. Econ. 65, 37--45 (2015; Zbl 1348.91151) Full Text: DOI OpenURL
Landriault, David; Shi, Tianxiang Occupation times in the MAP risk model. (English) Zbl 1308.91087 Insur. Math. Econ. 60, 75-82 (2015). MSC: 91B30 60J28 PDF BibTeX XML Cite \textit{D. Landriault} and \textit{T. Shi}, Insur. Math. Econ. 60, 75--82 (2015; Zbl 1308.91087) Full Text: DOI OpenURL
Landriault, David; Shi, Tianxiang First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications. (English) Zbl 1401.91160 Scand. Actuar. J. 2014, No. 4, 368-382 (2014). MSC: 91B30 91G20 60J75 60G51 PDF BibTeX XML Cite \textit{D. Landriault} and \textit{T. Shi}, Scand. Actuar. J. 2014, No. 4, 368--382 (2014; Zbl 1401.91160) Full Text: DOI OpenURL
Shi, Tianxiang; Landriault, David Distribution of the time to ruin in some Sparre Andersen risk models. (English) Zbl 1284.91270 Astin Bull. 43, No. 1, 39-59 (2013). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60K25 PDF BibTeX XML Cite \textit{T. Shi} and \textit{D. Landriault}, ASTIN Bull. 43, No. 1, 39--59 (2013; Zbl 1284.91270) Full Text: DOI OpenURL
Landriault, David; Shi, Tianxiang; Willmot, Gordon E. Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions. (English) Zbl 1229.91161 Insur. Math. Econ. 49, No. 3, 371-379 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 49, No. 3, 371--379 (2011; Zbl 1229.91161) Full Text: DOI OpenURL