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Qihe Tang - Publications

Affiliations: 
Applied Mathematical & Computational Sciences University of Iowa, Iowa City, IA 
Area:
Mathematics, Applied Mathematics
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77 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2022 Li H, Liu H, Tang Q, Yuan Z. Pricing extreme mortality risk in the wake of the COVID-19 pandemic. Insurance, Mathematics & Economics. 108: 84-106. PMID 36415656 DOI: 10.1016/j.insmatheco.2022.11.002  0.48
2020 Li X, Liu H, Tang Q, Zhu J. Liquidation risk in insurance under contemporary regulatory frameworks Insurance Mathematics & Economics. 93: 36-49. DOI: 10.1016/J.Insmatheco.2020.04.005  0.355
2019 Blanchet J, Lam H, Tang Q, Yuan Z. Robust Actuarial Risk Analysis The North American Actuarial Journal. 23: 33-63. DOI: 10.1080/10920277.2018.1504686  0.565
2019 Cheung KC, Ling HK, Tang Q, Yam SCP, Yuen FL. On additivity of tail comonotonic risks Scandinavian Actuarial Journal. 2019: 837-866. DOI: 10.1080/03461238.2019.1626762  0.378
2019 Tang Q, Yang Y. Interplay of insurance and financial risks in a stochastic environment Scandinavian Actuarial Journal. 2019: 432-451. DOI: 10.1080/03461238.2019.1573753  0.421
2019 Li H, Tang Q. Analyzing mortality bond indexes via hierarchical forecast reconciliation Astin Bulletin. 49: 823-846. DOI: 10.1017/Asb.2019.19  0.323
2019 Tang Q, Yuan Z. Cat Bond Pricing Under A Product Probability Measure With Pot Risk Characterization Astin Bulletin. 49: 457-490. DOI: 10.1017/Asb.2019.11  0.562
2019 Tang Q, Tang Z, Yang Y. Sharp asymptotics for large portfolio losses under extreme risks European Journal of Operational Research. 276: 710-722. DOI: 10.1016/J.Ejor.2019.01.025  0.481
2017 Shi X, Tang Q, Yuan Z. A limit distribution of credit portfolio losses with low default probabilities Insurance Mathematics & Economics. 73: 156-167. DOI: 10.1016/J.Insmatheco.2017.02.003  0.618
2016 He J, Tang Q, Zhang H. Risk reducers in convex order Insurance: Mathematics and Economics. 70: 80-88. DOI: 10.1016/J.Insmatheco.2016.05.009  0.429
2014 Tang Q, Yang F. Extreme value analysis of the Haezendonck–Goovaerts risk measure with a general Young function Insurance Mathematics & Economics. 59: 311-320. DOI: 10.1016/J.Insmatheco.2014.10.004  0.366
2014 Cheung KC, Dhaene J, Lo A, Tang Q. Reducing risk by merging counter-monotonic risks Insurance: Mathematics and Economics. 54: 58-65. DOI: 10.1016/J.Insmatheco.2013.10.014  0.41
2014 Tang Q, Yuan Z. Randomly weighted sums of subexponential random variables with application to capital allocation Extremes. 17: 467-493. DOI: 10.1007/S10687-014-0191-Z  0.561
2013 Li B, Tang Q, Zhou X. A time-homogeneous diffusion model with tax Journal of Applied Probability. 50: 195-207. DOI: 10.1239/Jap/1363784433  0.34
2013 Tang Q, Yuan Z. Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation The North American Actuarial Journal. 17: 253-271. DOI: 10.1080/10920277.2013.830557  0.596
2012 Hao X, Tang Q. Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments Journal of Applied Probability. 49: 939-953. DOI: 10.1239/Jap/1354716649  0.548
2012 Tang Q, Yuan Z. A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization The North American Actuarial Journal. 16: 378-397. DOI: 10.1080/10920277.2012.10590648  0.631
2012 Tang Q, Yang F. On the Haezendonck–Goovaerts risk measure for extreme risks Insurance Mathematics & Economics. 50: 217-227. DOI: 10.1016/J.Insmatheco.2011.11.007  0.436
2012 Dhaene J, Kukush A, Linders D, Tang Q. Remarks on quantiles and distortion risk measures European Actuarial Journal. 2: 319-328. DOI: 10.1007/S13385-012-0058-0  0.339
2011 Jiang J, Tang Q. The product of two dependent random variables with regularly varying or rapidly varying tails Statistics & Probability Letters. 81: 957-961. DOI: 10.1016/J.Spl.2011.01.015  0.368
2011 Asimit AV, Furman E, Tang Q, Vernic R. Asymptotics for Risk Capital Allocations Based on Conditional Tail Expectation Insurance Mathematics & Economics. 49: 310-324. DOI: 10.1016/J.Insmatheco.2011.05.002  0.426
2011 Nam HS, Tang Q, Yang F. Characterization of upper comonotonicity via tail convex order Insurance Mathematics & Economics. 48: 368-373. DOI: 10.1016/J.Insmatheco.2011.01.003  0.442
2011 Liu Y, Tang Q. Heavy tails of a Lévy process and its maximum over a random time interval Science China-Mathematics. 54: 1875-1884. DOI: 10.1007/S11425-011-4223-8  0.359
2010 Konstantinides DG, Ng KW, Tang Q. The Probabilities Of Absolute Ruin In The Renewal Risk Model With Constant Force Of Interest Journal of Applied Probability. 47: 323-334. DOI: 10.1239/Jap/1276784894  0.489
2010 Li J, Tang Q, Wu R. Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model Advances in Applied Probability. 42: 1126-1146. DOI: 10.1239/Aap/1293113154  0.467
2010 Liu Y, Tang Q. The Subexponential Product Convolution Of Two Weibull-Type Distributions Journal of the Australian Mathematical Society. 89: 277-288. DOI: 10.1017/S1446788710000182  0.312
2010 Li J, Tang Q. A note on max-sum equivalence Statistics & Probability Letters. 80: 1720-1723. DOI: 10.1016/J.Spl.2010.07.015  0.444
2010 Hashorva E, Pakes AG, Tang Q. Asymptotics of random contractions Insurance: Mathematics and Economics. 47: 405-414. DOI: 10.1016/J.Insmatheco.2010.08.006  0.507
2010 Tang Q, Wang G, Yuen KC. Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model Insurance Mathematics & Economics. 46: 362-370. DOI: 10.1016/J.Insmatheco.2009.12.002  0.497
2010 Tang Q, Wei L. Asymptotic aspects of the Gerber–Shiu function in the renewal risk model using Wiener–Hopf factorization and convolution equivalence Insurance Mathematics & Economics. 46: 19-31. DOI: 10.1016/J.Insmatheco.2009.08.007  0.463
2009 Hao X, Tang Q. Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation Astin Bulletin. 39: 479-494. DOI: 10.2143/Ast.39.2.2044644  0.529
2009 Hao X, Tang Q. On the maximum exceedance of a sequence of random variables over a renewal threshold Journal of Applied Probability. 46: 559-570. DOI: 10.1239/Jap/1245676106  0.518
2009 Geluk J, Tang Q. Asymptotic Tail Probabilities of Sums of Dependent Subexponential Random Variables Journal of Theoretical Probability. 22: 871-882. DOI: 10.1007/S10959-008-0159-5  0.459
2008 Ko B, Tang Q. Sums of dependent nonnegative random variables with subexponential tails Journal of Applied Probability. 45: 85-94. DOI: 10.1239/Jap/1208358953  0.584
2008 Tang Q. Insensitivity to negative dependence of asymptotic tail probabilities of sums and maxima of sums Stochastic Analysis and Applications. 26: 435-450. DOI: 10.1080/07362990802006964  0.41
2008 Jiang J, Tang Q. Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims Insurance Mathematics & Economics. 43: 431-436. DOI: 10.1016/J.Insmatheco.2008.08.005  0.404
2008 Hao X, Tang Q. A uniform asymptotic estimate for discounted aggregate claims with subexponential tails Insurance Mathematics & Economics. 43: 116-120. DOI: 10.1016/J.Insmatheco.2008.03.009  0.521
2008 Tang Q. From light tails to heavy tails through multiplier Extremes. 11: 379-391. DOI: 10.1007/S10687-008-0063-5  0.388
2007 Tang Q. Heavy tails of discounted aggregate claims in the continuous-time renewal model Journal of Applied Probability. 44: 285-294. DOI: 10.1239/Jap/1183667401  0.388
2007 Tang Q, Vernic R. The impact on ruin probabilities of the association structure among financial risks Statistics & Probability Letters. 77: 1522-1525. DOI: 10.1016/J.Spl.2007.03.042  0.472
2007 Tang Q. The overshoot of a random walk with negative drift Statistics and Probability Letters. 77: 158-165. DOI: 10.1016/J.Spl.2006.06.005  0.382
2007 Li J, Liu Z, Tang Q. On the ruin probabilities of a bidimensional perturbed risk model Insurance Mathematics & Economics. 41: 185-195. DOI: 10.1016/J.Insmatheco.2006.10.012  0.485
2006 Tang Q. On convolution equivalence with applications Bernoulli. 12: 535-549. DOI: 10.3150/Bj/1151525135  0.386
2006 Tang Q. Insensitivity to negative dependence of the asymptotic behavior of precise large deviations Electronic Journal of Probability. 11: 107-120. DOI: 10.1214/Ejp.V11-304  0.367
2006 Dhaene J, Vanduffel S, Goovaerts M, Kaas R, Tang Q, Vyncke D. Risk Measures and Comonotonicity: A Review Stochastic Models. 22: 573-606. DOI: 10.1080/15326340600878016  0.413
2006 Wang D, Tang Q. Tail probabilities of randomly weighted sums of random variables with dominated variation Stochastic Models. 22: 253-272. DOI: 10.1080/15326340600649029  0.465
2006 Tang Q. Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors Probability in the Engineering and Informational Sciences. 20: 103-113. DOI: 10.1017/S0269964806060062  0.458
2006 Tang Q. The subexponentiality of products revisited Extremes. 9: 231-241. DOI: 10.1007/S10687-006-0029-4  0.332
2005 Tang Q. The finite-time ruin probability of the compound poisson model with constant interest force Journal of Applied Probability. 42: 608-619. DOI: 10.1239/Jap/1127322015  0.416
2005 Chen Y, Ng KW, Tang Q. Weighted sums of subexponential random variables and their maxima Advances in Applied Probability. 37: 510-522. DOI: 10.1239/Aap/1118858636  0.305
2005 Tang Q. Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation Scandinavian Actuarial Journal. 2005: 1-5. DOI: 10.1080/03461230510006982  0.378
2005 Goovaerts MJ, Kaas R, Laeven RJA, Tang Q, Vernic R. The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance Scandinavian Actuarial Journal. 2005: 446-461. DOI: 10.1080/03461230500361943  0.387
2004 Cai J, Tang Q. On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications Journal of Applied Probability. 41: 117-130. DOI: 10.1239/Jap/1077134672  0.418
2004 Ng KW, Tang Q. Asymptotic Behavior Of Tail And Local Probabilities For Sums Of Subexponential Random Variables Journal of Applied Probability. 41: 108-116. DOI: 10.1239/Jap/1077134671  0.425
2004 Ng KW, Tang Q, Yan J, Yang H. Precise large deviations for sums of random variables with consistently varying tails Journal of Applied Probability. 41: 93-107. DOI: 10.1239/Jap/1077134670  0.474
2004 Tang Q, Tsitsiashvili G. Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments Advances in Applied Probability. 36: 1278-1299. DOI: 10.1239/Aap/1103662967  0.426
2004 Tang Q. Asymptotics for the finite time ruin probability in the renewal model with consistent variation Stochastic Models. 20: 281-297. DOI: 10.1081/Stm-200025739  0.502
2004 Tang Q. The ruin probability of a discrete time risk model under constant interest rate with heavy tails Scandinavian Actuarial Journal. 2004: 229-240. DOI: 10.1080/03461230310017531  0.495
2004 Tang Q. Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails Probability in the Engineering and Informational Sciences. 18: 71-86. DOI: 10.1017/S0269964804181059  0.372
2004 Wang D, Tang Q. Maxima of sums and random sums for negatively associated random variables with heavy tails Statistics & Probability Letters. 68: 287-295. DOI: 10.1016/J.Spl.2004.03.011  0.405
2004 Goovaerts MJ, Kaas R, Laeven RJA, Tang Q. A comonotonic image of independence for additive risk measures Insurance Mathematics & Economics. 35: 581-594. DOI: 10.1016/J.Insmatheco.2004.07.005  0.424
2004 Goovaerts MJ, Kaas R, Dhaene J, Tang Q. Some New Classes of Consistent Risk Measures Insurance Mathematics & Economics. 34: 505-516. DOI: 10.1016/J.Insmatheco.2004.03.003  0.392
2003 Ng KW, Tang Q, Yan J, Yang H. Precise Large Deviations For The Prospective-Loss Process Journal of Applied Probability. 40: 391-400. DOI: 10.1239/Jap/1053003551  0.447
2003 Kaas R, Tang Q. Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift The North American Actuarial Journal. 7: 57-61. DOI: 10.1080/10920277.2003.10596103  0.348
2003 Cheng Y, Tang Q. Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process The North American Actuarial Journal. 7: 1-12. DOI: 10.1080/10920277.2003.10596073  0.425
2003 Tang Q, Tsitsiashvili G. Randomly weighted sums of subexponential random variables with application to ruin theory Extrapolation. 6: 171-188. DOI: 10.1023/B:Extr.0000031178.19509.57  0.344
2003 Goovaerts MJ, Kaas R, Dhaene J, Tang Q. A Unified Approach to Generate Risk Measures Astin Bulletin. 33: 173-191. DOI: 10.1017/S0515036100013428  0.399
2003 Tang Q, Tsitsiashvili G. Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks Stochastic Processes and Their Applications. 108: 299-325. DOI: 10.1016/J.Spa.2003.07.001  0.498
2003 Su C, Tang Q. Characterizations on Heavy-tailed Distributions by Means of Hazard Rate Acta Mathematicae Applicatae Sinica. 19: 135-142. DOI: 10.1007/S10255-003-0090-6  0.343
2002 Tang Q. An asymptotic relationship for ruin probabilities under heavy-tailed claims Science in China, Series a: Mathematics, Physics, Astronomy. 45: 632-639. DOI: 10.1360/02Ys9068  0.449
2002 Cheng Y, Tang Q, Yang H. Approximations for moments of deficit at ruin with exponential and subexponential claims Statistics & Probability Letters. 59: 367-378. DOI: 10.1016/S0167-7152(02)00234-1  0.447
2002 Konstantinides D, Tang Q, Tsitsiashvili G. Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails Insurance Mathematics & Economics. 31: 447-460. DOI: 10.1016/S0167-6687(02)00189-0  0.422
2002 Su C, Jiang T, Tang Q. Extension of Some Classical Results on Ruin Probability to Delayed Renewal Model Acta Mathematicae Applicatae Sinica. 18: 675-680. DOI: 10.1007/S102550200070  0.469
2002 Tang Q, Su C. Ruin Probabilities for Large Claims in Delayed Renewal Risk Model Southeast Asian Bulletin of Mathematics. 25: 735-743. DOI: 10.1007/S100120200014  0.454
2002 Tang Q, Yan J. A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails Science China-Mathematics. 45: 1006-1011. DOI: 10.1007/Bf02879983  0.336
2001 Tang Q, Su C, Jiang T, Zhang J. Large deviations for heavy-tailed random sums in compound renewal model Statistics & Probability Letters. 52: 91-100. DOI: 10.1016/S0167-7152(00)00231-5  0.387
2001 Su C, Tang Q, Jiang T. A contribution to large deviations for heavy-tailed random sums Science China-Mathematics. 44: 438-444. DOI: 10.1007/Bf02881880  0.343
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