Academic Profile

Academic Profile

Asst Prof Shinichi Kamiya

Assistant Professor
Division of Banking & Finance
College of Business (Nanyang Business School)

Phone: (+65)6790 5718
Office: S3-B1B-64

  • PhD University of Wisconsin-Madison 2010
  • MS (Appl Mathematics) U. of Illinois at Urbana-Champaign 2003
  • BA (Environmental Information) Keio University 1994
Dr. Shinichi Kamiya is currently an assistant professor in the Division of Banking and Finance at Nanyang Business School (NBS) at Nanyang Technological University in Singapore. Dr. Kamiya obtained his Ph.D. degree in Risk and Insurance from the University of Wisconsin-Madison in 2010 and his Master degree in Actuarial Science in University of Illinois at Urbana-Champaign in 2003.

Before starting his Ph.D study, Dr. Kamiya taught actuarial courses including Probability and Loss Model at Keio University and Tohoku University in Japan.

His recent research interests are adverse selection, moral hazard and reputation. His Ph.D. dissertation was on identifying determinants of insurers' decision on reputational risk taking.
Research Interests
Adverse selection, moral hazard and reputation
Current Projects
  • Exposure Growth In China And India
  • Incentives of Reputational Risk-Taking: US Banks and Insurance Companies
  • Marginal Cost of Risk-Based Capital and Risk-Taking by Financial Institutions
  • The study of municipal bond risk in relation with insurance sector as major investors and insurance providers
Selected Publications
  • Kamiya, S. and G. Zanjani. (2017). Egalitarian Equivalent Capital Allocation. The North American Actuarial Journal, Forthcoming.
  • Kamiya, S. (2016). Credit Crunch and Insurance Consumption: The Aftermath of the Subprime Mortgage Crisis. Journal of Risk and Insurance, Forthcoming.
  • Kamiya, S. and A. Milidonis. (2016). Actuarial Independence and Managerial Discretion. Journal of Risk and Insurance, Forthcoming.
  • Kogure, A., J. Li, and S. Kamiya. (2014). A Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages. The North American Actuarial Journal, 18(1), 242-257.
  • Mark Browne and Shinichi Kamiya. (2012). A Theory of the Demand for Underwriting. Journal of Risk and Insurance, 79(2), 335-349.

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