×
Author ID: tang.qihe Recent zbMATH articles by "Tang, Qihe"
Published as: Tang, Qihe; Tang, Q. H.; Tang, Qi-he; Tang, Qi He; Tang, QiHe; Tang, Q.
External Links: MGP · ORCID · Google Scholar · ResearchGate · dblp
Documents Indexed: 101 Publications since 1999
1 Contribution as Editor
Reviewing Activity: 9 Reviews
Co-Authors: 68 Co-Authors with 86 Joint Publications
2,350 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

91 Publications have been cited 2,535 times in 1,036 Documents Cited by Year
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563
Tang, Qihe; Tsitsiashvili, Gurami
237
2003
Risk measures and comonotonicity: a review. Zbl 1159.91403
Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D.
154
2006
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040
Tang, Qihe; Tsitsiashvili, Gurami
102
2004
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061
Li, Jinzhu; Tang, Qihe; Wu, Rong
99
2010
Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017
Tang, Qihe; Tsitsiashvili, Gurami
86
2003
Precise large deviations for sums of random variables with consistently varying tails. Zbl 1051.60032
Ng, Kai W.; Tang, Qihe; Yan, Jia-An; Yang, Hailiang
81
2004
Large deviations for heavy-tailed random sums in compound renewal model. Zbl 0977.60034
Tang, Qihe; Su, Chun; Jiang, Tao; Zhang, Jinsong
78
2001
Asymptotic tail probabilities of sums of dependent subexponential random variables. Zbl 1177.62017
Geluk, Jaap; Tang, Qihe
71
2009
Insensitivity to negative dependence of the asymptotic behavior of precise large deviations. Zbl 1109.60021
Tang, Qihe
61
2006
Tail probabilities of randomly weighted sums of random variables with dominated variation. Zbl 1095.60008
Wang, Dingcheng; Tang, Qihe
59
2006
Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029
Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami
56
2002
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012
Cai, Jun; Tang, Qihe
56
2004
The tail probability of discount sums of Pareto-like losses in insurance. Zbl 1144.91026
Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe; Vernic, Raluca
56
2005
A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. Zbl 1142.62090
Hao, Xuemiao; Tang, Qihe
56
2008
Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029
Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca
55
2011
Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089
Tang, Qihe; Yuan, Zhongyi
53
2014
On the ruin probabilities of a bidimensional perturbed risk model. Zbl 1119.91056
Li, Junhai; Liu, Zaiming; Tang, Qihe
52
2007
Heavy tails of discounted aggregate claims in the continuous-time renewal model. Zbl 1211.91152
Tang, Qihe
49
2007
The finite-time ruin probability of the compound Poisson model with constant interest force. Zbl 1132.91500
Tang, Qihe
48
2005
Asymptotics of random contractions. Zbl 1231.91196
Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe
44
2010
Remarks on quantiles and distortion risk measures. Zbl 1256.91027
Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe
44
2012
Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process. Zbl 1084.60544
Cheng, Yebin; Tang, Qihe
39
2003
The subexponentiality of products revisited. Zbl 1142.60012
Tang, Qihe
39
2006
Asymptotics for the finite time ruin probability in the renewal model with consistent variation. Zbl 1130.60312
Tang, Qihe
38
2004
Sums of dependent nonnegative random variables with subexponential tails. Zbl 1137.62310
Ko, Bangwon; Tang, Qihe
37
2008
Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation. Zbl 1144.91030
Tang, Qihe
37
2005
From light tails to heavy tails through multiplier. Zbl 1199.60040
Tang, Qihe
35
2008
Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414
Tang, Qihe; Wang, Guojing; Yuen, Kam C.
33
2010
Maxima of sums of heavy-tailed random variables. Zbl 1098.60505
Ng, K. W.; Tang, Q. H.; Yang, Hailiang
31
2002
A comonotonic image of independence for additive risk measures. Zbl 1122.91341
Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe
31
2004
A large deviation result for aggregate claims with dependent claim occurrences. Zbl 1110.62145
Kaas, Rob; Tang, Qihe
27
2005
On the Haezendonck-Goovaerts risk measure for extreme risks. Zbl 1239.91084
Tang, Qihe; Yang, Fan
27
2012
Precise large deviations for the prospective-loss process. Zbl 1028.60024
Ng, Kai W.; Tang, Qihe; Yan, Jiaan; Yang, Hailiang
27
2003
The ruin probability of a discrete time risk model under constant interest rate with heavy tails. Zbl 1142.62094
Tang, Qihe
25
2004
On convolution equivalence with applications. Zbl 1114.60015
Tang, Qihe
24
2006
Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. Zbl 1231.91243
Tang, Qihe; Wei, Li
19
2010
Insensitivity to negative dependence of asymptotic tail probabilities of sums and maxima of sums. Zbl 1141.62036
Tang, Qihe
18
2008
Weighted sums of subexponential random variables and their maxima. Zbl 1083.60017
Chen, Yiqing; Ng, Kai W.; Tang, Qihe
18
2005
Note on the tail behavior of random walk maxima with heavy tails and negative drift. Zbl 1084.60515
Kaas, Rob; Tang, Qihe
18
2003
A unified approach to generate risk measures. Zbl 1098.91539
Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe
18
2003
Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. Zbl 1336.91048
Li, Jinzhu; Tang, Qihe
18
2015
The impact on ruin probabilities of the association structure among financial risks. Zbl 1210.91061
Tang, Qihe; Vernic, Raluca
16
2007
Asymptotic analysis of the loss given default in the presence of multivariate regular variation. Zbl 1412.91056
Tang, Qihe; Yuan, Zhongyi
16
2013
Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails. Zbl 1040.60038
Tang, Qihe
15
2004
Maxima of sums and random sums for negatively associated random variables with heavy tails. Zbl 1116.62351
Wang, Dingcheng; Tang, Qihe
15
2004
Reducing risk by merging counter-monotonic risks. Zbl 1291.91098
Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe
15
2014
Characterizations on heavy-tailed distributions by means of hazard rate. Zbl 1043.60012
Su, Chun; Tang, Qi-he
15
2003
The product of two dependent random variables with regularly varying or rapidly varying tails. Zbl 1219.62098
Jiang, Jun; Tang, Qihe
14
2011
The overshoot of a random walk with negative drift. Zbl 1108.60042
Tang, Qihe
13
2007
Asymptotic behavior of tail and local probabilities for sums of subexponential random variables. Zbl 1057.60049
Ng, Kai W.; Tang, Qihe
13
2004
A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization. Zbl 1291.91128
Tang, Qihe; Yuan, Zhongyi
13
2012
Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments. Zbl 1255.91180
Hao, Xuemiao; Tang, Qihe
13
2012
Characterization of upper comonotonicity via tail convex order. Zbl 1222.60022
Nam, Hee Seok; Tang, Qihe; Yang, Fan
12
2011
Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors. Zbl 1136.91490
Tang, Qihe
12
2006
A sharp inequality for the tail probabilities of sums of i.i.d. r.v.’s with dominatedly varying tails. Zbl 1099.60501
Tang, Qihe; Yan, Jia’an
12
2002
Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function. Zbl 1306.62217
Tang, Qihe; Yang, Fan
12
2014
Interplay of insurance and financial risks in a stochastic environment. Zbl 1411.91316
Tang, Qihe; Yang, Yang
12
2019
A time-homogeneous diffusion model with tax. Zbl 1271.62246
Li, Bin; Tang, Qihe; Zhou, Xiaowen
12
2013
The subexponential product convolution of two Weibull-type distributions. Zbl 1219.60010
Liu, Yan; Tang, Qihe
11
2010
Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims. Zbl 1284.91241
Jiang, Jun; Tang, Qihe
10
2008
Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation. Zbl 1179.91104
Hao, Xuemiao; Tang, Qihe
9
2009
Approximations for moments of deficit at ruin with exponential and subexponential claims. Zbl 1092.62599
Cheng, Yebin; Tang, Qihe; Yang, Hailiang
9
2002
Random difference equations with subexponential innovations. Zbl 1362.60064
Tang, QiHe; Yuan, ZhongYi
8
2016
A contribution to large deviations for heavy-tailed random sums. Zbl 1015.60025
Su, Chun; Tang, Qihe; Jiang, Tao
8
2001
The probabilities of absolute ruin in the renewal risk model with constant force of interest. Zbl 1194.91094
Konstantinides, Dimitrios G.; Ng, Kai W.; Tang, Qihe
8
2010
Sharp asymptotics for large portfolio losses under extreme risks. Zbl 1431.91370
Tang, Qihe; Tang, Zhaofeng; Yang, Yang
8
2019
Capital requirements, risk measures and comonotonicity. Zbl 1357.91018
Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, Marc; Kaas, Rob; Vyncke, David
7
2004
Liquidation risk in insurance under contemporary regulatory frameworks. Zbl 1446.91067
Li, Xin; Liu, Haibo; Tang, Qihe; Zhu, Jinxia
7
2020
A note on the severity of ruin in the renewal model with claims of dominated variation. Zbl 1046.62115
Tang, Qihe
6
2003
A note on max-sum equivalence. Zbl 1211.62085
Li, Jinzhu; Tang, Qihe
6
2010
A limit distribution of credit portfolio losses with low default probabilities. Zbl 1416.91393
Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi
5
2017
Risk reducers in convex order. Zbl 1371.91091
He, Junnan; Tang, Qihe; Zhang, Huan
4
2016
Some useful counterexamples regarding comonotonicity. Zbl 1357.91019
Kaas, Rob; Goovaerts, Marc; Tang, Qihe
4
2004
On additivity of tail comonotonic risks. Zbl 1426.91210
Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung
4
2019
Analyzing mortality bond indexes via hierarchical forecast reconciliation. Zbl 1427.91236
Li, Han; Tang, Qihe
4
2019
CAT bond pricing under a product probability measure with pot risk characterization. Zbl 1410.91288
Tang, Qihe; Yuan, Zhongyi
4
2019
Indifference pricing of insurance-linked securities in a multi-period model. Zbl 1487.91140
Liu, Haibo; Tang, Qihe; Yuan, Zhongyi
4
2021
Robust actuarial risk analysis. Zbl 1411.91266
Blanchet, Jose; Lam, Henry; Tang, Qihe; Yuan, Zhongyi
3
2019
Insurance risk analysis of financial networks vulnerable to a shock. Zbl 1506.91177
Tang, Qihe; Tong, Zhiwei; Xun, Li
3
2022
An asymptotic relationship for ruin probabilities under heavy-tailed claims. Zbl 1098.62568
Tang, Qihe
2
2002
On the maximum exceedance of a sequence of random variables over a renewal threshold. Zbl 1175.60045
Ha, Xuemiao; Tang, Qihe; Wei, Li
2
2009
Ruin probabilities for large claims in delayed renewal risk model. Zbl 1088.62515
Tang, Qihe; Su, Chun
2
2002
Large portfolio losses in a turbulent market. Zbl 1487.91151
Tang, Qihe; Tong, Zhiwei; Yang, Yang
2
2021
Universally marketable insurance under multivariate mixtures. Zbl 1471.91472
Lo, Ambrose; Tang, Qihe; Tang, Zhaofeng
2
2021
Notes on Erdős’ conjecture. Zbl 0965.60037
Kong, Fanchao; Tang, Qihe
1
2000
A theorem on the convergence of sums of independent random variables. Zbl 0999.60029
Kong, Fanchao; Tang, Qihe
1
2001
The reliability of negatively associated dependence structures. Zbl 1155.62449
Su, Chun; Jiang, Tao; Tang, Qi He; Liang, Han Ying
1
2002
Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036
Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh.
1
2004
Extension of some classical results on ruin probability to delayed renewal model. Zbl 1031.91059
Su, Chun; Jiang, Tao; Tang, Qi-he
1
2002
Ruin probabilities for large claims in equilibrium renewal models. Zbl 1006.62089
Kong, Fanchao; Cao, Long; Wang, Jinliang; Tang, Qihe
1
2002
Characterizations of the heaviness of distribution tails of non-negative variables. Zbl 1481.60031
Su, Chun; Hu, Zhi Shui; Tang, Qi He
1
2003
Insurance risk analysis of financial networks vulnerable to a shock. Zbl 1506.91177
Tang, Qihe; Tong, Zhiwei; Xun, Li
3
2022
Indifference pricing of insurance-linked securities in a multi-period model. Zbl 1487.91140
Liu, Haibo; Tang, Qihe; Yuan, Zhongyi
4
2021
Large portfolio losses in a turbulent market. Zbl 1487.91151
Tang, Qihe; Tong, Zhiwei; Yang, Yang
2
2021
Universally marketable insurance under multivariate mixtures. Zbl 1471.91472
Lo, Ambrose; Tang, Qihe; Tang, Zhaofeng
2
2021
Liquidation risk in insurance under contemporary regulatory frameworks. Zbl 1446.91067
Li, Xin; Liu, Haibo; Tang, Qihe; Zhu, Jinxia
7
2020
Interplay of insurance and financial risks in a stochastic environment. Zbl 1411.91316
Tang, Qihe; Yang, Yang
12
2019
Sharp asymptotics for large portfolio losses under extreme risks. Zbl 1431.91370
Tang, Qihe; Tang, Zhaofeng; Yang, Yang
8
2019
On additivity of tail comonotonic risks. Zbl 1426.91210
Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung
4
2019
Analyzing mortality bond indexes via hierarchical forecast reconciliation. Zbl 1427.91236
Li, Han; Tang, Qihe
4
2019
CAT bond pricing under a product probability measure with pot risk characterization. Zbl 1410.91288
Tang, Qihe; Yuan, Zhongyi
4
2019
Robust actuarial risk analysis. Zbl 1411.91266
Blanchet, Jose; Lam, Henry; Tang, Qihe; Yuan, Zhongyi
3
2019
A limit distribution of credit portfolio losses with low default probabilities. Zbl 1416.91393
Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi
5
2017
Random difference equations with subexponential innovations. Zbl 1362.60064
Tang, QiHe; Yuan, ZhongYi
8
2016
Risk reducers in convex order. Zbl 1371.91091
He, Junnan; Tang, Qihe; Zhang, Huan
4
2016
Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. Zbl 1336.91048
Li, Jinzhu; Tang, Qihe
18
2015
Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089
Tang, Qihe; Yuan, Zhongyi
53
2014
Reducing risk by merging counter-monotonic risks. Zbl 1291.91098
Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe
15
2014
Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function. Zbl 1306.62217
Tang, Qihe; Yang, Fan
12
2014
Asymptotic analysis of the loss given default in the presence of multivariate regular variation. Zbl 1412.91056
Tang, Qihe; Yuan, Zhongyi
16
2013
A time-homogeneous diffusion model with tax. Zbl 1271.62246
Li, Bin; Tang, Qihe; Zhou, Xiaowen
12
2013
Remarks on quantiles and distortion risk measures. Zbl 1256.91027
Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe
44
2012
On the Haezendonck-Goovaerts risk measure for extreme risks. Zbl 1239.91084
Tang, Qihe; Yang, Fan
27
2012
A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization. Zbl 1291.91128
Tang, Qihe; Yuan, Zhongyi
13
2012
Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments. Zbl 1255.91180
Hao, Xuemiao; Tang, Qihe
13
2012
Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029
Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca
55
2011
The product of two dependent random variables with regularly varying or rapidly varying tails. Zbl 1219.62098
Jiang, Jun; Tang, Qihe
14
2011
Characterization of upper comonotonicity via tail convex order. Zbl 1222.60022
Nam, Hee Seok; Tang, Qihe; Yang, Fan
12
2011
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061
Li, Jinzhu; Tang, Qihe; Wu, Rong
99
2010
Asymptotics of random contractions. Zbl 1231.91196
Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe
44
2010
Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414
Tang, Qihe; Wang, Guojing; Yuen, Kam C.
33
2010
Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. Zbl 1231.91243
Tang, Qihe; Wei, Li
19
2010
The subexponential product convolution of two Weibull-type distributions. Zbl 1219.60010
Liu, Yan; Tang, Qihe
11
2010
The probabilities of absolute ruin in the renewal risk model with constant force of interest. Zbl 1194.91094
Konstantinides, Dimitrios G.; Ng, Kai W.; Tang, Qihe
8
2010
A note on max-sum equivalence. Zbl 1211.62085
Li, Jinzhu; Tang, Qihe
6
2010
Asymptotic tail probabilities of sums of dependent subexponential random variables. Zbl 1177.62017
Geluk, Jaap; Tang, Qihe
71
2009
Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation. Zbl 1179.91104
Hao, Xuemiao; Tang, Qihe
9
2009
On the maximum exceedance of a sequence of random variables over a renewal threshold. Zbl 1175.60045
Ha, Xuemiao; Tang, Qihe; Wei, Li
2
2009
A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. Zbl 1142.62090
Hao, Xuemiao; Tang, Qihe
56
2008
Sums of dependent nonnegative random variables with subexponential tails. Zbl 1137.62310
Ko, Bangwon; Tang, Qihe
37
2008
From light tails to heavy tails through multiplier. Zbl 1199.60040
Tang, Qihe
35
2008
Insensitivity to negative dependence of asymptotic tail probabilities of sums and maxima of sums. Zbl 1141.62036
Tang, Qihe
18
2008
Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims. Zbl 1284.91241
Jiang, Jun; Tang, Qihe
10
2008
On the ruin probabilities of a bidimensional perturbed risk model. Zbl 1119.91056
Li, Junhai; Liu, Zaiming; Tang, Qihe
52
2007
Heavy tails of discounted aggregate claims in the continuous-time renewal model. Zbl 1211.91152
Tang, Qihe
49
2007
The impact on ruin probabilities of the association structure among financial risks. Zbl 1210.91061
Tang, Qihe; Vernic, Raluca
16
2007
The overshoot of a random walk with negative drift. Zbl 1108.60042
Tang, Qihe
13
2007
Risk measures and comonotonicity: a review. Zbl 1159.91403
Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D.
154
2006
Insensitivity to negative dependence of the asymptotic behavior of precise large deviations. Zbl 1109.60021
Tang, Qihe
61
2006
Tail probabilities of randomly weighted sums of random variables with dominated variation. Zbl 1095.60008
Wang, Dingcheng; Tang, Qihe
59
2006
The subexponentiality of products revisited. Zbl 1142.60012
Tang, Qihe
39
2006
On convolution equivalence with applications. Zbl 1114.60015
Tang, Qihe
24
2006
Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors. Zbl 1136.91490
Tang, Qihe
12
2006
The tail probability of discount sums of Pareto-like losses in insurance. Zbl 1144.91026
Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe; Vernic, Raluca
56
2005
The finite-time ruin probability of the compound Poisson model with constant interest force. Zbl 1132.91500
Tang, Qihe
48
2005
Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation. Zbl 1144.91030
Tang, Qihe
37
2005
A large deviation result for aggregate claims with dependent claim occurrences. Zbl 1110.62145
Kaas, Rob; Tang, Qihe
27
2005
Weighted sums of subexponential random variables and their maxima. Zbl 1083.60017
Chen, Yiqing; Ng, Kai W.; Tang, Qihe
18
2005
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040
Tang, Qihe; Tsitsiashvili, Gurami
102
2004
Precise large deviations for sums of random variables with consistently varying tails. Zbl 1051.60032
Ng, Kai W.; Tang, Qihe; Yan, Jia-An; Yang, Hailiang
81
2004
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012
Cai, Jun; Tang, Qihe
56
2004
Asymptotics for the finite time ruin probability in the renewal model with consistent variation. Zbl 1130.60312
Tang, Qihe
38
2004
A comonotonic image of independence for additive risk measures. Zbl 1122.91341
Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe
31
2004
The ruin probability of a discrete time risk model under constant interest rate with heavy tails. Zbl 1142.62094
Tang, Qihe
25
2004
Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails. Zbl 1040.60038
Tang, Qihe
15
2004
Maxima of sums and random sums for negatively associated random variables with heavy tails. Zbl 1116.62351
Wang, Dingcheng; Tang, Qihe
15
2004
Asymptotic behavior of tail and local probabilities for sums of subexponential random variables. Zbl 1057.60049
Ng, Kai W.; Tang, Qihe
13
2004
Capital requirements, risk measures and comonotonicity. Zbl 1357.91018
Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, Marc; Kaas, Rob; Vyncke, David
7
2004
Some useful counterexamples regarding comonotonicity. Zbl 1357.91019
Kaas, Rob; Goovaerts, Marc; Tang, Qihe
4
2004
Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036
Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh.
1
2004
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563
Tang, Qihe; Tsitsiashvili, Gurami
237
2003
Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017
Tang, Qihe; Tsitsiashvili, Gurami
86
2003
Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process. Zbl 1084.60544
Cheng, Yebin; Tang, Qihe
39
2003
Precise large deviations for the prospective-loss process. Zbl 1028.60024
Ng, Kai W.; Tang, Qihe; Yan, Jiaan; Yang, Hailiang
27
2003
Note on the tail behavior of random walk maxima with heavy tails and negative drift. Zbl 1084.60515
Kaas, Rob; Tang, Qihe
18
2003
A unified approach to generate risk measures. Zbl 1098.91539
Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe
18
2003
Characterizations on heavy-tailed distributions by means of hazard rate. Zbl 1043.60012
Su, Chun; Tang, Qi-he
15
2003
A note on the severity of ruin in the renewal model with claims of dominated variation. Zbl 1046.62115
Tang, Qihe
6
2003
Characterizations of the heaviness of distribution tails of non-negative variables. Zbl 1481.60031
Su, Chun; Hu, Zhi Shui; Tang, Qi He
1
2003
Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029
Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami
56
2002
Maxima of sums of heavy-tailed random variables. Zbl 1098.60505
Ng, K. W.; Tang, Q. H.; Yang, Hailiang
31
2002
A sharp inequality for the tail probabilities of sums of i.i.d. r.v.’s with dominatedly varying tails. Zbl 1099.60501
Tang, Qihe; Yan, Jia’an
12
2002
Approximations for moments of deficit at ruin with exponential and subexponential claims. Zbl 1092.62599
Cheng, Yebin; Tang, Qihe; Yang, Hailiang
9
2002
An asymptotic relationship for ruin probabilities under heavy-tailed claims. Zbl 1098.62568
Tang, Qihe
2
2002
Ruin probabilities for large claims in delayed renewal risk model. Zbl 1088.62515
Tang, Qihe; Su, Chun
2
2002
The reliability of negatively associated dependence structures. Zbl 1155.62449
Su, Chun; Jiang, Tao; Tang, Qi He; Liang, Han Ying
1
2002
Extension of some classical results on ruin probability to delayed renewal model. Zbl 1031.91059
Su, Chun; Jiang, Tao; Tang, Qi-he
1
2002
Ruin probabilities for large claims in equilibrium renewal models. Zbl 1006.62089
Kong, Fanchao; Cao, Long; Wang, Jinliang; Tang, Qihe
1
2002
Large deviations for heavy-tailed random sums in compound renewal model. Zbl 0977.60034
Tang, Qihe; Su, Chun; Jiang, Tao; Zhang, Jinsong
78
2001
A contribution to large deviations for heavy-tailed random sums. Zbl 1015.60025
Su, Chun; Tang, Qihe; Jiang, Tao
8
2001
A theorem on the convergence of sums of independent random variables. Zbl 0999.60029
Kong, Fanchao; Tang, Qihe
1
2001
Notes on Erdős’ conjecture. Zbl 0965.60037
Kong, Fanchao; Tang, Qihe
1
2000
all top 5

Cited by 1,012 Authors

71 Tang, Qihe
64 Yang, Yang
41 Šiaulys, Jonas
40 Wang, Yuebao
32 Wang, Kaiyong
29 Gao, Qingwu
29 Li, Jinzhu
28 Leipus, Remigijus
24 Hashorva, Enkelejd
21 Chen, Yiqing
21 Cheung, Ka Chun
21 Yuen, Kam Chuen
20 Cheng, Dongya
20 Fu, Ke’ang
19 Dhaene, Jan
17 Liu, Xijun
17 Shen, Xinmei
17 Wang, Dingcheng
17 Wang, Shijie
16 Lu, Dawei
15 Vanduffel, Steven
14 Goovaerts, Marc J.
13 Chen, Yu
13 Cheng, Fengyang
13 Laeven, Roger J. A.
13 Ng, Kai Wang
13 Wang, Ruodu
12 Asimit, Alexandru V.
12 Konstantinides, Dimitrios G.
12 Zhang, Zhimin
11 Song, Lixin
11 Wang, Wenyuan
11 Yang, Hailiang
10 Boonen, Tim J.
10 Kaas, Rob
10 Lo, Ambrose
10 Yin, Chuancun
10 Yuan, Zhongyi
9 Albrecher, Hansjörg
9 Guo, Fenglong
9 Hu, Yijun
9 Jiang, Tao
9 Li, Shuanming
9 Peng, Jiangyan
9 Zhang, Yi
9 Zitikis, Ričardas
8 Ahn, Jae Youn
8 Geng, Bingzhen
8 Lefèvre, Claude
8 Mao, Tiantian
8 Tan, Ken Seng
8 Wei, Li
8 Yang, Fan
8 Yu, Changjun
7 Cui, Zhaolei
7 Furman, Edward
7 Linders, Daniël
7 Liu, Jiajun
7 Su, Chun
7 Vernic, Raluca
7 Wang, Wensheng
7 Yang, Haizhong
6 Bai, Xiaodong
6 Cai, Jun
6 Cheung, Eric C. K.
6 Guillen, Montserrat
6 Landsman, Zinoviy M.
6 Lin, Jianxi
6 Loisel, Stéphane
6 Peng, Liang
6 Weng, Chengguo
6 Willmot, Gordon E.
6 Xu, Hui
5 Bernard, Carole L.
5 Griffin, Philip S.
5 Hu, Taizhong
5 Kim, Joseph Hyun Tae
5 Landriault, David
5 Li, Bin
5 Lin, Jinguan
5 Lin, Zhengyan
5 Liu, Jie
5 Liu, Yang
5 Pakes, Anthony G.
5 Psarrakos, Georgios
5 Ragulina, Olena
5 Santolino, Miguel
5 Wang, Xuejun
5 Wu, Rong
5 Yam, Sheung Chi Phillip
5 Yang, Hu
5 Zhang, WeiPing
5 Zhang, Yiying
4 Asmussen, Søren
4 Badescu, Alexandru M.
4 Badescu, Andrei L.
4 Bazyari, Abouzar
4 Bi, Xiuchun
4 Cang, Yuquan
4 Chen, Yang
...and 912 more Authors
all top 5

Cited in 133 Serials

231 Insurance Mathematics & Economics
82 Communications in Statistics. Theory and Methods
79 Statistics & Probability Letters
45 Scandinavian Actuarial Journal
33 Journal of Applied Probability
31 Lithuanian Mathematical Journal
26 ASTIN Bulletin
25 Journal of Mathematical Analysis and Applications
22 Journal of Computational and Applied Mathematics
20 Advances in Applied Probability
19 North American Actuarial Journal
18 Acta Mathematicae Applicatae Sinica. English Series
18 Methodology and Computing in Applied Probability
16 European Journal of Operational Research
16 Journal of Inequalities and Applications
15 Journal of Industrial and Management Optimization
13 Extremes
13 Stochastic Models
13 Journal of the Korean Statistical Society
10 Applied Mathematics. Series B (English Edition)
10 European Actuarial Journal
10 Modern Stochastics. Theory and Applications
9 Journal of Theoretical Probability
9 Nonlinear Analysis. Modelling and Control
9 Stochastics
9 Frontiers of Mathematics in China
8 Acta Mathematica Sinica. English Series
8 Science China. Mathematics
7 Stochastic Analysis and Applications
7 Japan Journal of Industrial and Applied Mathematics
7 Probability in the Engineering and Informational Sciences
6 Journal of Multivariate Analysis
6 Annals of Operations Research
5 Applied Mathematics and Computation
5 Science in China. Series A
5 Stochastic Processes and their Applications
5 Bernoulli
5 Mathematical Problems in Engineering
5 Applied Stochastic Models in Business and Industry
5 Quantitative Finance
5 Journal of Systems Science and Complexity
4 Mathematics of Operations Research
4 Chinese Annals of Mathematics. Series B
4 Queueing Systems
4 The Annals of Applied Probability
4 Communications in Statistics. Simulation and Computation
4 Dependence Modeling
3 Computers & Mathematics with Applications
3 Rocky Mountain Journal of Mathematics
3 Filomat
3 Finance and Stochastics
3 Mathematical Finance
3 Abstract and Applied Analysis
3 Computational Management Science
3 Journal of Mathematical Inequalities
2 Operations Research
2 Siberian Mathematical Journal
2 Statistics
2 Probability Theory and Related Fields
2 Journal of Statistical Computation and Simulation
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Journal of Difference Equations and Applications
2 International Journal of Theoretical and Applied Finance
2 Decisions in Economics and Finance
2 Journal of Statistical Mechanics: Theory and Experiment
2 Journal of Physics A: Mathematical and Theoretical
2 Advances in Decision Sciences
2 Annals of Finance
2 Statistics & Risk Modeling
2 Communications in Mathematics and Statistics
1 Discrete Applied Mathematics
1 Journal of Mathematical Physics
1 Physica A
1 The Annals of Probability
1 Applied Mathematics and Optimization
1 Automatica
1 Biometrics
1 Fuzzy Sets and Systems
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of Economic Theory
1 Journal of the Korean Mathematical Society
1 Journal of Mathematical Economics
1 Journal of Optimization Theory and Applications
1 Journal of Statistical Planning and Inference
1 Acta Mathematicae Applicatae Sinica
1 Operations Research Letters
1 Probability and Mathematical Statistics
1 Acta Applicandae Mathematicae
1 Statistical Science
1 International Journal of Approximate Reasoning
1 Computational Mathematics and Modeling
1 Economic Quality Control
1 Applied Mathematical Modelling
1 Automation and Remote Control
1 Cybernetics and Systems Analysis
1 Test
1 Journal of Computer and Systems Sciences International
1 Theory of Probability and Mathematical Statistics
1 Statistical Papers
1 Journal of Mathematical Sciences (New York)
...and 33 more Serials

Citations by Year