Josh Zhiwei Tong

Josh Zhiwei Tong
Assistant Professor
PhD, UNSW Sydney, 2018–2021
MS, University of Iowa, 2016–2018
BS, University of Science and Technology of China, 2012–2016
Phone: 
(319) 467-0160
Office: 
374 SH
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