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
Zhaofeng TangS&P GlobalVerified email at spglobal.com
Ambrose LoAssociate Professor, Department of Statistics and Actuarial Science, University of IowaVerified email at uiowa.edu
Jose BlanchetStanford UniversityVerified email at stanford.edu
Henry LamColumbia UniversityVerified email at columbia.edu
Yiqing ChenDrake UniversityVerified email at drake.edu
Fabio A GomezUniversidad del RosarioVerified email at urosario.edu.co
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
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	444	2003
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	387	2006
Randomly weighted sums of subexponential random variables with application to ruin theory Q Tang, G Tsitsiashvili Extremes 6, 171-188, 2003	186	2003
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	186	2001
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	168	2004
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	166	2004
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	149	2010
Some new classes of consistent risk measures MJ Goovaerts, R Kaas, J Dhaene, Q Tang Insurance: Mathematics and Economics 34 (3), 505-516, 2004	139	2004
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	137	2002
Insensitivity to negative dependence of the asymptotic behavior of precise large deviations Q Tang Electronic Journal of Probability 11, 107-120, 2006	135	2006
Asymptotic tail probabilities of sums of dependent subexponential random variables J Geluk, Q Tang Journal of Theoretical Probability 22, 871-882, 2009	134	2009
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	124	2004
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	121	2003
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	114	2005
Remarks on quantiles and distortion risk measures J Dhaene, A Kukush, D Linders, Q Tang European Actuarial Journal 2 (2), 319-328, 2012	111	2012
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	111	2011
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	101	2005
Tail probabilities of randomly weighted sums of random variables with dominated variation D Wang, Q Tang Stochastic Models 22 (2), 253-272, 2006	100	2006
Randomly weighted sums of subexponential random variables with application to capital allocation Q Tang, Z Yuan Extremes 17 (3), 467-493, 2014	98	2014
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	90	2007

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