Tang, Qihe; Tang, Zhaofeng; Yang, Yang Sharp asymptotics for large portfolio losses under extreme risks. (English) Zbl 1431.91370 Eur. J. Oper. Res. 276, No. 2, 710-722 (2019). MSC: 91G10 91G45 PDFBibTeX XMLCite \textit{Q. Tang} et al., Eur. J. Oper. Res. 276, No. 2, 710--722 (2019; Zbl 1431.91370) Full Text: DOI
Tang, QiHe; Yuan, ZhongYi Random difference equations with subexponential innovations. (English) Zbl 1362.60064 Sci. China, Math. 59, No. 12, 2411-2426 (2016). MSC: 60H25 60K05 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{Z. Yuan}, Sci. China, Math. 59, No. 12, 2411--2426 (2016; Zbl 1362.60064) Full Text: DOI
Li, Jinzhu; Tang, Qihe Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. (English) Zbl 1336.91048 Bernoulli 21, No. 3, 1800-1823 (2015). Reviewer: Tak Kuen Siu (Sydney) MSC: 91B30 PDFBibTeX XMLCite \textit{J. Li} and \textit{Q. Tang}, Bernoulli 21, No. 3, 1800--1823 (2015; Zbl 1336.91048) Full Text: DOI arXiv Euclid
Tang, Qihe; Yang, Fan Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function. (English) Zbl 1306.62217 Insur. Math. Econ. 59, 311-320 (2014). MSC: 62P05 60G70 62E20 91B30 91B82 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{F. Yang}, Insur. Math. Econ. 59, 311--320 (2014; Zbl 1306.62217) Full Text: DOI
Tang, Qihe; Yuan, Zhongyi Randomly weighted sums of subexponential random variables with application to capital allocation. (English) Zbl 1328.62089 Extremes 17, No. 3, 467-493 (2014). MSC: 62E20 60G70 91G50 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{Z. Yuan}, Extremes 17, No. 3, 467--493 (2014; Zbl 1328.62089) Full Text: DOI
Tang, Qihe; Yang, Fan On the Haezendonck-Goovaerts risk measure for extreme risks. (English) Zbl 1239.91084 Insur. Math. Econ. 50, No. 1, 217-227 (2012). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 62E20 60G70 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{F. Yang}, Insur. Math. Econ. 50, No. 1, 217--227 (2012; Zbl 1239.91084) Full Text: DOI
Liu, Yan; Tang, QiHe Heavy tails of a Lévy process and its maximum over a random time interval. (English) Zbl 1236.60046 Sci. China, Math. 54, No. 9, 1875-1884 (2011). MSC: 60G51 60E07 60F10 60G70 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{Q. Tang}, Sci. China, Math. 54, No. 9, 1875--1884 (2011; Zbl 1236.60046) Full Text: DOI
Tang, Qihe; Wang, Guojing; Yuen, Kam C. Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. (English) Zbl 1231.91414 Insur. Math. Econ. 46, No. 2, 362-370 (2010). MSC: 91G10 91B30 60G51 60K05 PDFBibTeX XMLCite \textit{Q. Tang} et al., Insur. Math. Econ. 46, No. 2, 362--370 (2010; Zbl 1231.91414) Full Text: DOI
Tang, Qihe; Wei, Li Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. (English) Zbl 1231.91243 Insur. Math. Econ. 46, No. 1, 19-31 (2010). MSC: 91B30 60K05 62E20 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{L. Wei}, Insur. Math. Econ. 46, No. 1, 19--31 (2010; Zbl 1231.91243) Full Text: DOI
Li, Jinzhu; Tang, Qihe; Wu, Rong Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. (English) Zbl 1205.62061 Adv. Appl. Probab. 42, No. 4, 1126-1146 (2010). MSC: 62G32 62P05 60K10 62H20 62H05 91B30 PDFBibTeX XMLCite \textit{J. Li} et al., Adv. Appl. Probab. 42, No. 4, 1126--1146 (2010; Zbl 1205.62061) Full Text: DOI
Konstantinides, Dimitrios G.; Ng, Kai W.; Tang, Qihe The probabilities of absolute ruin in the renewal risk model with constant force of interest. (English) Zbl 1194.91094 J. Appl. Probab. 47, No. 2, 323-334 (2010). Reviewer: Kristina Sendova (London, Ontario) MSC: 91B30 60G70 60K05 PDFBibTeX XMLCite \textit{D. G. Konstantinides} et al., J. Appl. Probab. 47, No. 2, 323--334 (2010; Zbl 1194.91094) Full Text: DOI
Hao, Xuemiao; Tang, Qihe Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation. (English) Zbl 1179.91104 Astin Bull. 39, No. 2, 479-494 (2009). MSC: 91B30 91B70 60G51 PDFBibTeX XMLCite \textit{X. Hao} and \textit{Q. Tang}, ASTIN Bull. 39, No. 2, 479--494 (2009; Zbl 1179.91104) Full Text: DOI
Jiang, Jun; Tang, Qihe Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims. (English) Zbl 1284.91241 Insur. Math. Econ. 43, No. 3, 431-436 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Jiang} and \textit{Q. Tang}, Insur. Math. Econ. 43, No. 3, 431--436 (2008; Zbl 1284.91241) Full Text: DOI
Hao, Xuemiao; Tang, Qihe A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. (English) Zbl 1142.62090 Insur. Math. Econ. 43, No. 1, 116-120 (2008). MSC: 62P05 60K10 91B30 PDFBibTeX XMLCite \textit{X. Hao} and \textit{Q. Tang}, Insur. Math. Econ. 43, No. 1, 116--120 (2008; Zbl 1142.62090) Full Text: DOI
Ko, Bangwon; Tang, Qihe Sums of dependent nonnegative random variables with subexponential tails. (English) Zbl 1137.62310 J. Appl. Probab. 45, No. 1, 85-94 (2008). MSC: 62E20 62G32 60G70 PDFBibTeX XMLCite \textit{B. Ko} and \textit{Q. Tang}, J. Appl. Probab. 45, No. 1, 85--94 (2008; Zbl 1137.62310) Full Text: DOI
Tang, Qihe Heavy tails of discounted aggregate claims in the continuous-time renewal model. (English) Zbl 1211.91152 J. Appl. Probab. 44, No. 2, 285-294 (2007). MSC: 91B30 60G55 60G70 PDFBibTeX XMLCite \textit{Q. Tang}, J. Appl. Probab. 44, No. 2, 285--294 (2007; Zbl 1211.91152) Full Text: DOI
Tang, Qihe; Vernic, Raluca The impact on ruin probabilities of the association structure among financial risks. (English) Zbl 1210.91061 Stat. Probab. Lett. 77, No. 14, 1522-1525 (2007). MSC: 91B30 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{R. Vernic}, Stat. Probab. Lett. 77, No. 14, 1522--1525 (2007; Zbl 1210.91061) Full Text: DOI
Tang, Qihe The overshoot of a random walk with negative drift. (English) Zbl 1108.60042 Stat. Probab. Lett. 77, No. 2, 158-165 (2007). MSC: 60G50 PDFBibTeX XMLCite \textit{Q. Tang}, Stat. Probab. Lett. 77, No. 2, 158--165 (2007; Zbl 1108.60042) Full Text: DOI
Tang, Qihe On convolution equivalence with applications. (English) Zbl 1114.60015 Bernoulli 12, No. 3, 535-549 (2006). MSC: 60E05 60G55 60B15 PDFBibTeX XMLCite \textit{Q. Tang}, Bernoulli 12, No. 3, 535--549 (2006; Zbl 1114.60015) Full Text: DOI Euclid
Wang, Dingcheng; Tang, Qihe Maxima of sums and random sums for negatively associated random variables with heavy tails. (English) Zbl 1116.62351 Stat. Probab. Lett. 68, No. 3, 287-295 (2004). MSC: 62G32 PDFBibTeX XMLCite \textit{D. Wang} and \textit{Q. Tang}, Stat. Probab. Lett. 68, No. 3, 287--295 (2004; Zbl 1116.62351) Full Text: DOI
Ng, Kai W.; Tang, Qihe Asymptotic behavior of tail and local probabilities for sums of subexponential random variables. (English) Zbl 1057.60049 J. Appl. Probab. 41, No. 1, 108-116 (2004). MSC: 60G50 62E20 PDFBibTeX XMLCite \textit{K. W. Ng} and \textit{Q. Tang}, J. Appl. Probab. 41, No. 1, 108--116 (2004; Zbl 1057.60049) Full Text: DOI Link
Tang, Qihe; Tsitsiashvili, Gurami Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (English) Zbl 1075.91563 Stochastic Processes Appl. 108, No. 2, 299-325 (2003). MSC: 91B30 60K99 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{G. Tsitsiashvili}, Stochastic Processes Appl. 108, No. 2, 299--325 (2003; Zbl 1075.91563) Full Text: DOI
Tang, Qihe; Tsitsiashvili, Gurami Randomly weighted sums of subexponential random variables with application to ruin theory. (English) Zbl 1049.62017 Extremes 6, No. 3, 171-188 (2003). MSC: 62E20 91B30 60G50 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{G. Tsitsiashvili}, Extremes 6, No. 3, 171--188 (2003; Zbl 1049.62017) Full Text: DOI
Tang, Qihe A note on the severity of ruin in the renewal model with claims of dominated variation. (English) Zbl 1046.62115 Bull. Korean Math. Soc. 40, No. 4, 663-669 (2003). MSC: 62P05 62G32 91B30 60K10 PDFBibTeX XMLCite \textit{Q. Tang}, Bull. Korean Math. Soc. 40, No. 4, 663--669 (2003; Zbl 1046.62115) Full Text: DOI
Ng, K. W.; Tang, Q. H.; Yang, Hailiang Maxima of sums of heavy-tailed random variables. (English) Zbl 1098.60505 Astin Bull. 32, No. 1, 43-55 (2002). MSC: 60G50 PDFBibTeX XMLCite \textit{K. W. Ng} et al., ASTIN Bull. 32, No. 1, 43--55 (2002; Zbl 1098.60505) Full Text: DOI
Cheng, Yebin; Tang, Qihe; Yang, Hailiang Approximations for moments of deficit at ruin with exponential and subexponential claims. (English) Zbl 1092.62599 Stat. Probab. Lett. 59, No. 4, 367-378 (2002). MSC: 62P05 91B30 62E20 PDFBibTeX XMLCite \textit{Y. Cheng} et al., Stat. Probab. Lett. 59, No. 4, 367--378 (2002; Zbl 1092.62599) Full Text: DOI