Qihe Tang

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Kaas, RobProfessor of Actuarial Statistics, University of AmsterdamVerified email at uva.nl
Dhaene JanOrdinary Professor Actuarial Science, KU LeuvenVerified email at kuleuven.be
Zhongyi YuanThe Pennsylvania State UniversityVerified email at psu.edu
Steven VanduffelProfessor, Vrije Universiteit BrusselVerified email at vub.be
Hailiang YangThe University of Hong KongVerified email at hku.hk
Dimitrios G. KonstantinidesVerified email at aegean.gr
Xuemiao HaoUniversity of ManitobaVerified email at umanitoba.ca
Dr Han LiAssociate Professor, University of MelbourneVerified email at unimelb.edu.au
Jun CaiProfessor of Actuarial Science, University of Waterloo, CanadaVerified email at uwaterloo.ca
Daniël LindersKU Leuven, BelgiumVerified email at kuleuven.be
Vali AsimitProfessor in Actuarial Analytics, Bayes Business School, City, University of LondonVerified email at city.ac.uk
Edward (Ed) FurmanDepartment of Mathematics and Statistics, York University, Toronto, ON, CanadaVerified email at mathstat.yorku.ca
Ka Chun CheungDepartment of Statistics and Actuarial Science, The University of Hong KongVerified email at hku.hk
Ambrose LoAssociate Professor, Department of Statistics and Actuarial Science, University of IowaVerified email at uiowa.edu
Zhaofeng TangS&P GlobalVerified email at spglobal.com
Jose BlanchetStanford UniversityVerified email at stanford.edu
Henry LamColumbia UniversityVerified email at columbia.edu
Yiqing ChenDrake UniversityVerified email at drake.edu
Fabio GomezUNSWVerified email at unsw.edu.au
Junnan HESciences PoVerified email at sciencespo.fr

Qihe Tang

University of New South Wales

Verified email at unsw.edu.au - Homepage

Actuarial Science Risk Management Extreme Value Theory Operations Research Mathematical Finance


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
A comonotonic image of independence for additive risk measures MJ Goovaerts, R Kaas, RJA Laeven, Q Tang Insurance: Mathematics and Economics 35 (3), 581-594, 2004	76	2004
A contribution to large deviations for heavy-tailed random sums C Su, Q Tang, T Jiang Science in China Series A: Mathematics 44, 438-444, 2001	53	2001
A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization Q Tang, Z Yuan North American Actuarial Journal 16 (3), 378-397, 2012	23	2012
A large deviation result for aggregate claims with dependent claim occurrences R Kaas, Q Tang Insurance: Mathematics and Economics 36 (3), 251-259, 2005	53	2005
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	19	2017
A note on max-sum equivalence J Li, Q Tang Statistics & Probability Letters 80 (23), 1720-1723, 2010	15	2010
A note on the ruin probability in the delayed renewal risk model C Su, Q Tang Southeast Asian Bulletin of Mathematics 29 (5), 969-973, 2005		2005
A note on the severity of ruin in the renewal model with claims of dominated variation Q Tang Bulletin of the Korean Mathematical Society 40 (4), 663-670, 2003	9	2003
A randomized mathematic model of logistic system and allocation of its distribution center B YANG, L Liang, Q Tang Chinese Journal of Management Science 10 (5), 57-61, 2002	62*	2002
A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails Q Tang, J Yan Science in China Series A: Mathematics 45 (8), 1006-1011, 2002	48	2002
A theorem on the convergence of sums of independent random variables F Kong, Q Tang Acta Mathematica Scientia. Series B. English Edition 21 (3), 331-338, 2001	4	2001
A time-homogeneous diffusion model with tax B Li, Q Tang, X Zhou Journal of Applied Probability 50 (1), 195-207, 2013	21	2013
A unified approach to generate risk measures MJ Goovaerts, R Kaas, J Dhaene, Q Tang ASTIN Bulletin: The Journal of the IAA 33 (2), 173-191, 2003	87	2003
A uniform asymptotic estimate for discounted aggregate claims with subexponential tails X Hao, Q Tang Insurance: Mathematics and Economics 43 (1), 116-120, 2008	89	2008
An asymptotic relationship for ruin probabilities under heavy-tailed claims Q Tang Science in China Series A: Mathematics 45 (5), 632-639, 2002	47*	2002
Analyzing mortality bond indexes via hierarchical forecast reconciliation H Li, Q Tang ASTIN Bulletin: The Journal of the IAA 49 (3), 823-846, 2019	19	2019
Approximations for moments of deficit at ruin with exponential and subexponential claims Y Cheng, Q Tang, H Yang Statistics & Probability Letters 59 (4), 367-378, 2002	15	2002
Asymptotic analysis of the loss given default in the presence of multivariate regular variation Q Tang, Z Yuan North American Actuarial Journal 17 (3), 253-271, 2013	33	2013
Asymptotic aspects of the Gerber–Shiu function in the renewal risk model using Wiener–Hopf factorization and convolution equivalence Q Tang, L Wei Insurance: Mathematics and Economics 46 (1), 19-31, 2010	30	2010
Asymptotic behavior of tail and local probabilities for sums of subexponential random variables KW Ng, Q Tang Journal of Applied Probability 41 (1), 108-116, 2004	26	2004

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