Professional Appointments

• Assistant Professor, Department of Statistics & Actuarial Science, University of Iowa, 2021­–Present

• Research Assistant, School of Risk & Actuarial Studies, UNSW Sydney, 2018–2021

Education

• PhD, School of Risk & Actuarial Studies, UNSW Sydney, 2018–2021

Thesis title: Portfolio Risk Analysis: Aggregation and Allocation

Supervisors: Professor Qihe Tang and Professor Bernard Wong

• MS, Department of Statistics & Actuarial Science, University of Iowa, 2016–2018

• BS, Department of Statistics & Finance, University of Science & Technology of China, 2012–2016

I was selected for the Special Class for the Gifted Young.

Research Interests

• Credit portfolio losses

• Cyber risk and cyber insurance

• Financial networks and insurance systemic risk

Publications

• Gómez, F., Tang, Q., and Tong, Z., 2022. The Gradient Allocation Principle based on the Higher Moment Risk Measure. Journal of Banking and Finance, 143, 106544. https://doi.org/10.1016/j.jbankfin.2022.106544.

• Tang, Q., Tong, Z., and Xun, L., 2022. Insurance Risk Analysis of Financial Networks Vulnerable to a Shock. European Journal of Operational Research, 301(2), pp.756–771. https://doi.org/10.1016/j.ejor.2021.11.017.

• Tang, Q., Tong, Z., and Xun, L., 2022. 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.

Conferences and Invited Presentations:

• The 57th Actuarial Research Conference, University of Illinois at Urbana-Champaign, US, August 3–6, 2022

Talk title: An integrated study of cyber security and cyber insurance

• The 25th International Congress on Insurance: Mathematics and Economics, co-hosted virtually by the Sun Yat-sen University and Macquarie University, July 12–15, 2022

Talk title: An integrated study of cyber security and cyber insurance

• The 11th Conference in Actuarial Science & Finance on Samos, Samos, Greece, May 25–29, 2022

Talk title: An integrated study of cyber security and cyber insurance

• Colloquium Series, Department of Statistics & Actuarial Science, University of Iowa, US, February 24, 2022

Talk title: The gradient allocation principle based on the higher moment risk measure

• Actuarial Seminar Series, Department of Economics, University of Melbourne, Australia, October 1, 2021

Talk title: Insurance risk analysis of financial networks vulnerable to a shock

• The 24th International Congress on Insurance: Mathematics and Economics, co-hosted virtually by the University of Illinois at Urbana-Champaign, the Pennsylvania State University, Ulm University, and UNSW Sydney, July 5–9, 2021

Talk title: Portfolio risk analysis of excess of loss reinsurance

• PhD Seminar Series, School of Risk & Actuarial Studies, UNSW Sydney, Australia, December 2, 2020

Talk title: Insurance risk analysis of financial networks vulnerable to a shock

• The 10th Australasian Actuarial Education and Research Symposium, University of Melbourne, Australia, November 28–29, 2019

Talk title: Insurance risk analysis of financial networks vulnerable to shocks

• The 54th Actuarial Research Conference, Indiana University–Purdue University Indianapolis, US, August 14–17, 2019

Talk title: Impact of shocks on insurance through a financial network

• The 22nd International Congress on Insurance: Mathematics and Economics, UNSW Sydney, Australia, July 16–18, 2018

Talk title: Large portfolio losses due to defaults

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 & Technology of China, 2013–2016

• Cyrus Tang Scholarship, University of Science & Technology of China, 2012–2016

Teaching

• Instructor, Statistical Inference I, Department of Statistics & Actuarial Science, University of Iowa, Fall 2022

• Instructor, Mathematics of Finance I, Department of Statistics & Actuarial Science, University of Iowa, Spring 2022 and Fall 2022

• Teaching Assistant, General Insurance Techniques, School of Risk & Actuarial Studies, UNSW Sydney, Term 3 2020

• Teaching Assistant, Models for Risk Management, School of Risk & Actuarial Studies, UNSW Sydney, Term 2 2020

• Grader, Models for Risk Management, School of Risk & Actuarial Studies, UNSW Sydney, Term 2 2019

• Teaching Assistant, Statistics for Business, Department of Statistics & Actuarial Science, University of Iowa, Fall 2017–Spring 2018

• Teaching Assistant, Single Variable Calculus, Department of Statistics & Finance, University of Science & Technology of China, Fall 2015–Spring 2016

Services

• Referee of ASTIN Bulletin, European Journal of Operational Research, Insurance: Mathematics and Economics, Methodology and Computing in Applied Probability, and Probability in the Engineering and Informational Sciences

• Member of Actuarial Science MS Exam Committee, Colloquium Committee, and Advisory Committee to Actuarial Science Undergraduates, Department of Statistics & Actuarial Science, University of Iowa, 2021–Present

• Member of the Organizing Committee, the 24th International Congress on Insurance: Mathematics and Economics, co-hosted virtually by the University of Illinois at Urbana-Champaign, the Pennsylvania State University, Ulm University, and UNSW Sydney, July 2021

• Coordinator of the School of Risk & Actuarial Studies Seminars, UNSW Sydney, 2020–2021

• Member of the School Board and School Research Committee, School of Risk & Actuarial Studies, UNSW Sydney, 2020–2021

Contact

Mailing address: 374 Shaeffer Hall, Iowa City, IA 52242

Phone: +1(319)467-0160

Email: zhiwei-tong@uiowa.edu