Josh Zhiwei Tong

Assistant Professor
Biography

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
Research areas
  • Actuarial science
  • Financial mathematics
Zhiwei Tong
Phone
Education
PhD, UNSW Sydney
MS, University of Iowa
BS, University of Science and Technology of China
Contact Information
Address

University of Iowa
374 Schaeffer Hall (SH)
20 East Washington Street
Iowa City, IA 52240
United States