Professor Tong will be teaching the course ACTS:3080 Mathematics of Finance — the first course students take to prepare for the Society of Actuaries FM examination. Welcome back to Iowa!
Research Interests
- Credit portfolio losses
- Financial networks and systemic risk
- Insurance under information asymmetry
Publications
Gómez, F., Tang, Q., and Tong, Z., 2021. The Gradient Allocation Principle based on the Higher Moment Risk Measure. Under revision in Journal of Banking and Finance.
Tang, Q., Tong, Z., and Xun, L., 2021. Insurance Risk Analysis of Financial Networks Vulnerable to a Shock. To appear in European Journal of Operational Research.
Tang, Q., Tong, Z., and Xun, L., 2021. Portfolio Risk Analysis of Excess of Loss Reinsurance. Insurance: Mathematics and Economics, 102, pp.91–110. https://doi.org/10.1016/j.insmatheco.2021.11.004.
Tang, Q., Tong, Z., and Yang, Y., 2021. Large Portfolio Losses in a Turbulent Market. European Journal of Operational Research, 292(2), pp.755–769. https://doi.org/10.1016/j.ejor.2020.10.043.
Awards and Honors
Dean’s Award for Outstanding PhD Theses, UNSW Sydney 2021
PhD Teaching Fellowship, UNSW Sydney, 2020
Research Assistantship, UNSW Sydney, 2018–Present
University International Postgraduate Award, UNSW Sydney, 2018–2021
Graduate Assistantship, University of Iowa, 2016–2018
Outstanding Undergraduate Scholarship, University of Science and Technology of China, 2013–2016
Cyrus Tang Scholarship, University of Science and Technology of China, 2012–2016
Contact information:
- Phone: 319-467-0160
- Office: 374 SH
- Website: https://sites.google.com/view/ztong1997/home