|Academic Profile |
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Assoc Prof Shinichi Kamiya
Associate Professor, College of Business (Nanyang Business School)
|Dr. Shinichi Kamiya is currently an assistant professor in the Division of Banking and Finance at Nanyang Business School (NBS) at Nanyang Technological University. Dr. Kamiya received his Ph.D. degree in Risk and Insurance from the University of Wisconsin-Madison in 2010 and his Master degree in Applied Mathematics from 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 research papers appear in Journal of Risk and Insurance, North American Actuarial Journal, and Insurance: Mathematics and Economics. His current research topics include adverse selection, catastrophe insurance, and corporate risk management.|
|Adverse selection, catastrophe insurance, and corporate risk management|
- 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
- Kamiya, S., J.-K. Kang, J. Kim, A. Milidonis, and R. Stulz. (2020). Risk Management, Firm Reputation, and the Impact of Successful Cyberattacks on Target Firms. Journal of Financial Economics, forthcoming.
- Chen, T., J. R. Goh, S. Kamiya and P. Lou. (2019). Marginal Cost of Risk-Based Capital and Risk Taking. Journal of Banking and Finance, 103, 130-145.
- Kamiya, S., and N. Yanase. (2019). Learning from Extreme Catastrophe. Journal of Risk and Uncertainty, forthcoming.
- Kogure, A., T. Fushumi, and S. Kamiya. (2019). Mortality Forecasts for Long-Term Care Subpopulations with Longevity Risk: A Bayesian Approach. The North American Actuarial Journal, forthcoming.
- Bauer, D., S. Kamiya, X. Ping, and G. Zanjani. (2018). Dynamic Capital Allocation with Irreversible Investment. Insurance: Mathematics and Economics, forthcoming.
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