Edit Profile (opens in new tab) Shi, Tianxiang Co-Author Distance Author ID: shi.tianxiang Published as: Shi, Tianxiang Documents Indexed: 10 Publications since 2011 Co-Authors: 10 Co-Authors with 9 Joint Publications 128 Co-Co-Authors all top 5 Co-Authors 0 single-authored 7 Landriault, David 2 Willmot, Gordon E. 1 Cai, Jun 1 Cirac, J. Ignazio 1 Cox, Samuel H. jun. 1 Huynh, Mirabelle 1 Kimble, H. J. 1 Lee, Yung-Tsung 1 Li, Bin 1 Lin, Yijia 1 Wei, Wei 1 Xu, Di Serials 6 Insurance Mathematics & Economics 1 Proceedings of the National Academy of Sciences of the United States of America 1 Scandinavian Actuarial Journal 1 ASTIN Bulletin 1 North American Actuarial Journal Fields 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Probability theory and stochastic processes (60-XX) 1 Statistics (62-XX) 1 Optics, electromagnetic theory (78-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 10 Publications have been cited 61 times in 54 Documents Cited by ▼ Year ▼ Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions. Zbl 1229.91161 Landriault, David; Shi, Tianxiang; Willmot, Gordon E. 24 2011 Distribution of the time to ruin in some Sparre Andersen risk models. Zbl 1284.91270 Shi, Tianxiang; Landriault, David 9 2013 First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications. Zbl 1401.91160 Landriault, David; Shi, Tianxiang 7 2014 Pension risk management with funding and buyout options. Zbl 1398.91322 Cox, Samuel H.; Lin, Yijia; Shi, Tianxiang 5 2018 Occupation times in the MAP risk model. Zbl 1308.91087 Landriault, David; Shi, Tianxiang 5 2015 On the distribution of classic and some exotic ruin times. Zbl 1427.91235 Landriault, David; Li, Bin; Shi, Tianxiang; Xu, Di 4 2019 Joint insolvency analysis of a shared MAP risk process: a capital allocation application. Zbl 1414.91168 Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei 4 2017 Prepayment risk in reverse mortgages: an intensity-governed surrender model. Zbl 1466.91269 Shi, Tianxiang; Lee, Yung-Tsung 2 2021 On a risk model with claim investigation. Zbl 1348.91151 Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; Willmot, Gordon E. 1 2015 Topological phenomena in classical optical networks. Zbl 1404.94159 Shi, T.; Kimble, H. J.; Cirac, J. I. 1 2017 Prepayment risk in reverse mortgages: an intensity-governed surrender model. Zbl 1466.91269 Shi, Tianxiang; Lee, Yung-Tsung 2 2021 On the distribution of classic and some exotic ruin times. Zbl 1427.91235 Landriault, David; Li, Bin; Shi, Tianxiang; Xu, Di 4 2019 Pension risk management with funding and buyout options. Zbl 1398.91322 Cox, Samuel H.; Lin, Yijia; Shi, Tianxiang 5 2018 Joint insolvency analysis of a shared MAP risk process: a capital allocation application. Zbl 1414.91168 Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei 4 2017 Topological phenomena in classical optical networks. Zbl 1404.94159 Shi, T.; Kimble, H. J.; Cirac, J. I. 1 2017 Occupation times in the MAP risk model. Zbl 1308.91087 Landriault, David; Shi, Tianxiang 5 2015 On a risk model with claim investigation. Zbl 1348.91151 Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; Willmot, Gordon E. 1 2015 First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications. Zbl 1401.91160 Landriault, David; Shi, Tianxiang 7 2014 Distribution of the time to ruin in some Sparre Andersen risk models. Zbl 1284.91270 Shi, Tianxiang; Landriault, David 9 2013 Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions. Zbl 1229.91161 Landriault, David; Shi, Tianxiang; Willmot, Gordon E. 24 2011 all cited Publications top 5 cited Publications all top 5 Cited by 107 Authors 8 Landriault, David 6 Li, Shuanming 5 Lu, Yi 3 Dickson, David C. M. 3 Shi, Tianxiang 3 Wang, Zijia 3 Willmot, Gordon E. 3 Zhang, Zhimin 2 Blake, David 2 Boutsikas, Michael V. 2 Cheung, Eric C. K. 2 Delsing, G. A. 2 Goffard, Pierre-Olivier 2 Jin, Can 2 Li, Bin 2 Li, Yanhong 2 Lkabous, Mohamed Amine 2 Mandjes, Michel Robertus Hendrikus 2 Palmowski, Zbigniew 2 Spreij, P. J. C. 2 Winands, Erik M. M. 2 Xu, Di 2 Zhang, Chunsheng 2 Zhao, Chunming 1 Ahn, Soohan 1 Antzoulakos, Demetrios L. 1 Arık, Ayşe 1 Avram, Florin 1 Badescu, Alexandru M. 1 Badescu, Andrei L. 1 Cai, Jun 1 Cairns, Andrew J. G. 1 Chen, Cuixia 1 Chen, Ye 1 Cossette, Hélène 1 Czarna, Irmina 1 Dai, Tian-Shyr 1 D’Amato, Valeria 1 Deng, Yingchun 1 Dibu, A. S. 1 Economides, D.-J. 1 Esquível, Manuel Leote 1 Feng, Runhuan 1 Frostig, Esther 1 Gordienko, Evgueni I. 1 He, Yue 1 Hu, Xiang 1 Huang, Xuan 1 Huang, Ya 1 Huang, Yujuan 1 Jacob, M. J. 1 Ji, Lanpeng 1 Kawai, Reiichiro 1 Kim, Jeong-Rae 1 Kleinow, Torsten 1 Lee, Wing Yan 1 Lefèvre, Claude 1 Lemieux, Christiane 1 Levantesi, Susanna 1 Li, Jingchao 1 Li, Shu 1 Li, Xiaolong 1 Li, Yingqiu 1 Lin, Yijia 1 Liu, Fangda 1 Liu, Haibo 1 Liu, Liang-Chih 1 Liu, Peng 1 Lu, Dawei 1 MacMinn, Richard D. 1 Marceau, Étienne 1 Menzietti, Massimiliano 1 Mota, Pedro P. 1 Moutanabbir, Khouzeima 1 Pina, J. P. 1 Pistorius, Martijn R. 1 Pitts, Susan M. 1 Politis, Konstadinos G. 1 Qazvini, Marjan 1 Quaye, Enoch Nii Boi 1 Rakitzis, Athanasios C. 1 Ruiz de Chavez, Juan 1 Sendova, Kristina P. 1 Shen, Xinmei 1 Shi, Yifan 1 Shimizu, Yasutaka 1 Tsai, Jason Chenghsien 1 Tunaru, Radu S. 1 Uğur, Ömür 1 Vaggelatou, Eutichia 1 Vázquez-Ortega, Patricia 1 Volkmer, Hans W. 1 Wang, Jennifer L. 1 Wei, Wei 1 Wu, Xueyuan 1 Xiang, Xuyan 1 Xie, Jiayi 1 Yam, Sheung Chi Phillip 1 Yamazaki, Kazutoshi 1 Yang, Sharon S. ...and 7 more Authors all top 5 Cited in 19 Serials 21 Insurance Mathematics & Economics 5 Scandinavian Actuarial Journal 3 Journal of Computational and Applied Mathematics 3 Methodology and Computing in Applied Probability 3 ASTIN Bulletin 3 North American Actuarial Journal 2 Applied Mathematics and Computation 1 Advances in Applied Probability 1 Indian Journal of Pure & Applied Mathematics 1 Theory of Probability and its Applications 1 Statistics & Probability Letters 1 Communications in Statistics. Theory and Methods 1 Stochastic Processes and their Applications 1 Applicationes Mathematicae 1 Mathematical Problems in Engineering 1 Soft Computing 1 Quantitative Finance 1 Frontiers of Mathematics in China 1 European Actuarial Journal all top 5 Cited in 10 Fields 50 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 33 Probability theory and stochastic processes (60-XX) 18 Statistics (62-XX) 2 General and overarching topics; collections (00-XX) 2 Field theory and polynomials (12-XX) 2 Numerical analysis (65-XX) 1 Partial differential equations (35-XX) 1 Integral equations (45-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Citations by Year