معرفی
Dr. Ruilin Tian is a Professor in the Department of Transportation, Logistics and Finance at the College of Business, North Dakota State University, specializing in quantitative risk analysis and financial modeling.
Her research expertise spans:
- Quantitative Risk Modeling
- Catastrophic Risk Management
- Portfolio Optimization
- Pension Fund Analysis
- Longevity Risk Hedging
- Enterprise Risk Management
Dr. Tian holds a PhD in Risk Management and Insurance from Georgia State University, an MS in Applied Economics from Marquette University, and a BS from Shanghai Jiao Tong University, China.
Current research initiatives include:
- Markovian modeling for U.S. recession prediction (under second-round review)
- Optimal life insurance demand in China incorporating cultural barriers and terror utility functions
- Comprehensive de-risking strategies for defined-benefit pension plans including buyouts, freezes, and terminations
Her scholarly contributions appear in premier journals:
- Journal of Risk and Insurance (JRI)
- Insurance: Mathematics and Economics (IME)
- North American Actuarial Journal (NAAJ)
- Variance: Advancing the Science of Risk
- International Journal of Portfolio Analysis and Management
Research funding has been secured from:
- United States Agency for International Development (USAID)
- Society of Actuaries (SOA)
- China Scholarship Council (CSC)
Dr. Tian serves as a reviewer for top-tier journals including JRI, IME, JBF, and NAAJ, and holds editorial positions at Insurance Markets and Companies Journal and Risks.
She teaches Principles of Finance and Analysis and Fixed Income Securities courses at NDSU.
