Follow
Qihe Tang
Title
Cited by
Year
Worst-case moments under partial ambiguity
Q Tang, Y Yang
ASTIN Bulletin: The Journal of the IAA 53 (2), 443-465, 2023
22023
Why companies tend to postpone CSR investments: An explanation using a real option framework
A Chen, L Gerick, Q Tang
2023
Pricing extreme mortality risk in the wake of the COVID-19 pandemic
H Li, H Liu, Q Tang, Z Yuan
Insurance: Mathematics and Economics 108, 84-106, 2023
13*2023
The gradient allocation principle based on the higher moment risk measure
F Gómez, Q Tang, Z Tong
Journal of Banking & Finance 143, 106544, 2022
112022
Insurance risk analysis of financial networks vulnerable to a shock
Q Tang, Z Tong, L Xun
European journal of operational research 301 (2), 756-771, 2022
92022
Joint extremes in temperature and mortality: A bivariate POT approach
H Li, Q Tang
North American Actuarial Journal 26 (1), 43-63, 2022
102022
Portfolio risk analysis of excess of loss reinsurance
Q Tang, Z Tong, L Xun
Insurance: Mathematics and Economics 102, 91-110, 2022
22022
Large portfolio losses in a turbulent market
Q Tang, Z Tong, Y Yang
European Journal of Operational Research 292 (2), 755-769, 2021
92021
Indifference pricing of insurance-linked securities in a multi-period model
H Liu, Q Tang, Z Yuan
European Journal of Operational Research 289 (2), 793-805, 2021
122021
Universally marketable insurance under multivariate mixtures
A Lo, Q Tang, Z Tang
ASTIN Bulletin: The Journal of the IAA 51 (1), 221-243, 2021
32021
Liquidation risk in insurance under contemporary regulatory frameworks
X Li, H Liu, Q Tang, J Zhu
Insurance: Mathematics and Economics 93, 36-49, 2020
132020
On additivity of tail comonotonic risks
KC Cheung, HK Ling, Q Tang, SCP Yam, FL Yuen
Scandinavian Actuarial Journal 2019 (10), 837-866, 2019
72019
Analyzing mortality bond indexes via hierarchical forecast reconciliation
H Li, Q Tang
ASTIN Bulletin: The Journal of the IAA 49 (3), 823-846, 2019
192019
Sharp asymptotics for large portfolio losses under extreme risks
Q Tang, Z Tang, Y Yang
European Journal of Operational Research 276 (2), 710-722, 2019
282019
Interplay of insurance and financial risks in a stochastic environment
Q Tang, Y Yang
Scandinavian Actuarial Journal 2019 (5), 432-451, 2019
232019
CAT bond pricing under a product probability measure with POT risk characterization
Q Tang, Z Yuan
ASTIN Bulletin: The Journal of the IAA 49 (2), 457-490, 2019
322019
Robust actuarial risk analysis
J Blanchet, H Lam, Q Tang, Z Yuan
North American Actuarial Journal 23 (1), 33-63, 2019
20*2019
A limit distribution of credit portfolio losses with low default probabilities
X Shi, Q Tang, Z Yuan
Insurance: Mathematics and Economics 73, 156-167, 2017
192017
Random difference equations with subexponential innovations
QH Tang, ZY Yuan
Science China Mathematics 59, 2411-2426, 2016
132016
Risk reducers in convex order
J He, Q Tang, H Zhang
Insurance: Mathematics and Economics 70, 80-88, 2016
82016
The system can't perform the operation now. Try again later.
Articles 1–20