Qihe Tang
Title
Cited by
Cited by
Year
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks
Q Tang, G Tsitsiashvili
Stochastic Processes and their Applications 108 (2), 299-325, 2003
3892003
Risk measures and comonotonicity: a review
J Dhaene, S Vanduffel, MJ Goovaerts, R Kaas, Q Tang, D Vyncke
Stochastic Models 22 (4), 573-606, 2006
3052006
Large deviations for heavy-tailed random sums in compound renewal model
Q Tang, C Su, T Jiang, J Zhang
Statistics & Probability Letters 52 (1), 91-100, 2001
1632001
Precise large deviations for sums of random variables with consistently varying tails
KW Ng, Q Tang, JA Yan, H Yang
Journal of Applied Probability 41 (1), 93-107, 2004
1562004
Randomly weighted sums of subexponential random variables with application to ruin theory
Q Tang, G Tsitsiashvili
Extremes 6 (3), 171-188, 2003
1522003
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
Q Tang, G Tsitsiashvili
Advances in Applied Probability 36 (4), 1278-1299, 2004
1512004
Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
Q Tang
Electronic Journal of Probability 11, 107-120, 2006
1272006
Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails
D Konstantinides, Q Tang, G Tsitsiashvili
Insurance: Mathematics and Economics 31 (3), 447-460, 2002
1232002
Some new classes of consistent risk measures
MJ Goovaerts, R Kaas, J Dhaene, Q Tang
Insurance: Mathematics and Economics 34 (3), 505-516, 2004
1192004
Moments of the surplus before ruin and the defecit at ruin in the Erlang (2) risk process
Y Cheng, Q Tang
North American Actuarial Journal 7 (1), 1-12, 2003
1162003
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
J Li, Q Tang, R Wu
Advances in Applied Probability 42 (4), 1126-1146, 2010
1122010
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
J Cai, Q Tang
Journal of Applied Probability 41 (1), 117-130, 2004
1082004
The finite-time ruin probability of the compound Poisson model with constant interest force
Q Tang
Journal of Applied Probability 42 (3), 608-619, 2005
1062005
Asymptotic tail probabilities of sums of dependent subexponential random variables
J Geluk, Q Tang
Journal of Theoretical Probability 22 (4), 871, 2009
1022009
The tail probability of discounted sums of Pareto-like losses in insurance
MJ Goovaerts, R Kaas, RJA Laeven, Q Tang, R Vernic
Scandinavian Actuarial Journal 2005 (6), 446-461, 2005
902005
Tail probabilities of randomly weighted sums of random variables with dominated variation
D Wang, Q Tang
Stochastic Models 22 (2), 253-272, 2006
842006
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
812003
Asymptotics for risk capital allocations based on conditional tail expectation
AV Asimit, E Furman, Q Tang, R Vernic
Insurance Mathematics and Economics 49 (3), 310-324, 2011
752011
Asymptotics of random contractions
E Hashorva, AG Pakes, Q Tang
Insurance: Mathematics and Economics 47 (3), 405-414, 2010
732010
On the ruin probabilities of a bidimensional perturbed risk model
J Li, Z Liu, Q Tang
Insurance: Mathematics and Economics 41 (1), 185-195, 2007
732007
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