Welcome to our program Josh Zhiwei Tong.

Josh

The Department would like to welcome Assistant Professor Josh Tong as he joins us this spring, 2022.

Professor Tong will be teaching the course ACTS:3080, Mathematics of Finance, the first course that students take to prepare for the Society of Actuaries FM examination.  Welcome back to Iowa!

 

Phone: 319-467-0160

Office: 374 SH

Website: https://sites.google.com/view/ztong1997/home

 

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