Academic Profile

Academic Profile

Asst Prof Shinichi Kamiya


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

Email: SKAMIYA@NTU.EDU.SG
Phone: (+65)6790 5718
Office: S3-B1B-64

Education
  • PhD University of Wisconsin-Madison 2010
  • MS (Appl Mathematics) U. of Illinois at Urbana-Champaign 2003
  • BA (Environmental Information) Keio University 1994
Biography
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.
Research Interests
Adverse selection, catastrophe insurance, and corporate risk management
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
  • Bauer, D., S. Kamiya, X. Ping, and G. Zanjani. (2018). Dynamic Capital Allocation with Irreversible Investment. Insurance: Mathematics and Economics, forthcoming.
  • Kogure, A., T. Fushumi, and S. Kamiya. (2018). Mortality Forecasts for Long-Term Care Subpopulations with Longevity Risk: A Bayesian Approach. The North American Actuarial Journal, forthcoming.
  • Kamiya, S., Y. H. Kim, and S. Park. (2018). The Face of Risk: CEO Facial Masculinity and Firm Risk. European Financial Management, forthcoming.
  • Kamiya, S., and A. Milidonis. (2018). Actuarial Independence and Managerial Discretion. Journal of Risk and Insurance, 85(3), 1055-1082.
  • Kamiya, S. (2018). Credit Crunch and Insurance Consumption: The Aftermath of the Subprime Mortgage Crisis. Journal of Risk and Insurance, 85(3), 721-747.

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