Edit Profile Tang, Qihe Compute Distance To: Compute Author ID: tang.qihe Published as: Tang, Qihe; Tang, Q.; Tang, Q. H.; Tang, Qi-he; Tang, QiHe; Tang, Qi He External Links: ORCID Documents Indexed: 108 Publications since 1996, including 1 Book Reviewing Activity: 9 Reviews all top 5 Co-Authors 15 single-authored 9 Kaas, Rob 9 Su, Chun 8 Yuan, Zhongyi 6 Goovaerts, Marc J. 6 Ng, Kai Wang 5 Dhaene, Jan 5 Tsitsiashvili, Gurami Sh. 5 Yang, Hailiang 4 Kong, Fanchao 3 Cheng, Yebin 3 Hao, Xuemiao 3 Konstantinides, Dimitrios G. 3 Laeven, Roger J. A. 3 Li, Jinzhu 3 Vernic, Raluca 3 Waxman, David 3 Yan, Jia-An 3 Yang, Fan 2 Bauman, Patricia E. 2 Cheung, Ka Chun 2 Jiang, Jun 2 Liu, Haibo 2 Lo, Ambrose 2 Tang, Zhaofeng 2 Vanduffel, Steven 2 Vyncke, David 2 Wang, Dingcheng 2 Wei, Li 1 Asimit, Alexandru V. 1 Barreira, Raquel 1 Blanchet, Jose H. 1 Cai, Jun 1 Cao, Long 1 Chen, Yiqing 1 Fox, Rodney O. 1 Furman, Edward 1 Geluk, Jaap L. 1 Ghanem, Roger G. 1 Ha, Xuemiao 1 Hashorva, Enkelejd 1 He, Junnan 1 Hoffmann, Karl-Heinz 1 Huan, Xun 1 Kay, David A. 1 Ko, Bangwon 1 Kukush, Oleksandr Georgiĭovych 1 Lacaze, Guilhem 1 Lam, Henry 1 Li, Bin 1 Li, Han 1 Li, Junhai 1 Liang, Hanying 1 Lin, Sheldon 1 Linders, Daniël 1 Ling, Hok Kan 1 Liu, Zaiming 1 Najm, Habib N. 1 Nam, Hee-Seok 1 Oefelein, Joseph C. 1 Pakes, Anthony G. 1 Pryer, Tristan 1 Rybka, Piotr 1 Safta, Cosmin 1 Sagheer, M. 1 Shi, Xiaojun 1 Soize, Christian 1 Tong, Zhiwei 1 Vane, Zachary P. 1 Wang, Guojing 1 Wang, Jinliang 1 Willmot, Gordon E. 1 Wu, Rong 1 Yam, Sheung Chi Phillip 1 Yuen, Fei Lung 1 Yuen, Kam Chuen 1 Zhang, Huan 1 Zhang, Jinsong 1 Zhou, Xiaowen 1 Zhu, Jinxia all top 5 Serials 18 Insurance Mathematics & Economics 11 Journal of Applied Probability 7 Statistics & Probability Letters 6 ASTIN Bulletin 5 Scandinavian Actuarial Journal 5 North American Actuarial Journal 4 Southeast Asian Bulletin of Mathematics 4 Extremes 3 Advances in Applied Probability 3 Science in China. Series A 3 European Journal of Operational Research 3 Stochastic Models 2 Mathematical Biosciences 2 Acta Mathematicae Applicatae Sinica. English Series 2 Chinese Journal of Applied Probability and Statistics 2 Bernoulli 2 Probability in the Engineering and Informational Sciences 2 Belgian Actuarial Bulletin 2 Science China. Mathematics 1 Archive for Rational Mechanics and Analysis 1 Journal of Computational Physics 1 Zeitschrift für Angewandte Mathematik und Mechanik (ZAMM) 1 Colloquium Mathematicum 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Bulletin of the Korean Mathematical Society 1 Chinese Annals of Mathematics. Series A 1 Stochastic Analysis and Applications 1 Journal of Theoretical Probability 1 Stochastic Processes and their Applications 1 Journal of Mathematical Sciences (New York) 1 Electronic Journal of Probability 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Combustion Theory and Modelling 1 Journal of the Australian Mathematical Society 1 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Journal of University of Science and Technology of China 1 ISNM. International Series of Numerical Mathematics 1 European Actuarial Journal all top 5 Fields 60 Probability theory and stochastic processes (60-XX) 60 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 47 Statistics (62-XX) 4 Biology and other natural sciences (92-XX) 3 Partial differential equations (35-XX) 3 Integral equations (45-XX) 3 Statistical mechanics, structure of matter (82-XX) 3 Operations research, mathematical programming (90-XX) 2 Numerical analysis (65-XX) 2 Computer science (68-XX) 1 History and biography (01-XX) 1 Difference and functional equations (39-XX) 1 Functional analysis (46-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 87 Publications have been cited 2,086 times in 826 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 1075.91563Tang, Qihe; Tsitsiashvili, Gurami 192 2003 Risk measures and comonotonicity: a review. Zbl 1159.91403Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. 127 2006 Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040Tang, Qihe; Tsitsiashvili, Gurami 86 2004 Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061Li, Jinzhu; Tang, Qihe; Wu, Rong 74 2010 Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017Tang, Qihe; Tsitsiashvili, Gurami 69 2003 Precise large deviations for sums of random variables with consistently varying tails. Zbl 1051.60032Ng, Kai W.; Tang, Qihe; Yan, Jia-An; Yang, Hailiang 69 2004 Large deviations for heavy-tailed random sums in compound renewal model. Zbl 0977.60034Tang, Qihe; Su, Chun; Jiang, Tao; Zhang, Jinsong 65 2001 Insensitivity to negative dependence of the asymptotic behavior of precise large deviations. Zbl 1109.60021Tang, Qihe 54 2006 On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012Cai, Jun; Tang, Qihe 50 2004 Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami 48 2002 The tail probability of discount sums of Pareto-like losses in insurance. Zbl 1144.91026Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe; Vernic, Raluca 48 2005 Asymptotic tail probabilities of sums of dependent subexponential random variables. Zbl 1177.62017Geluk, Jaap; Tang, Qihe 47 2009 Tail probabilities of randomly weighted sums of random variables with dominated variation. Zbl 1095.60008Wang, Dingcheng; Tang, Qihe 44 2006 The finite-time ruin probability of the compound Poisson model with constant interest force. Zbl 1132.91500Tang, Qihe 42 2005 Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca 41 2011 Asymptotics of random contractions. Zbl 1231.91196Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe 41 2010 Stable nucleation for the Ginzburg-Landau system with an applied magnetic field. Zbl 0922.35157Bauman, P.; Phillips, D.; Tang, Q. 40 1998 On the ruin probabilities of a bidimensional perturbed risk model. Zbl 1119.91056Li, Junhai; Liu, Zaiming; Tang, Qihe 38 2007 Heavy tails of discounted aggregate claims in the continuous-time renewal model. Zbl 1211.91152Tang, Qihe 36 2007 A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. Zbl 1142.62090Hao, Xuemiao; Tang, Qihe 36 2008 Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process. Zbl 1084.60544Cheng, Yebin; Tang, Qihe 36 2003 Asymptotics for the finite time ruin probability in the renewal model with consistent variation. Zbl 1130.60312Tang, Qihe 35 2004 The subexponentiality of products revisited. Zbl 1142.60012Tang, Qihe 33 2006 A comonotonic image of independence for additive risk measures. Zbl 1122.91341Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe 31 2004 Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089Tang, Qihe; Yuan, Zhongyi 31 2014 Sums of dependent nonnegative random variables with subexponential tails. Zbl 1137.62310Ko, Bangwon; Tang, Qihe 30 2008 Maxima of sums of heavy-tailed random variables. Zbl 1098.60505Ng, K. W.; Tang, Q. H.; Yang, Hailiang 30 2002 Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation. Zbl 1144.91030Tang, Qihe 30 2005 From light tails to heavy tails through multiplier. Zbl 1199.60040Tang, Qihe 29 2008 Remarks on quantiles and distortion risk measures. Zbl 1256.91027Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe 25 2012 Precise large deviations for the prospective-loss process. Zbl 1028.60024Ng, Kai W.; Tang, Qihe; Yan, Jiaan; Yang, Hailiang 24 2003 The ruin probability of a discrete time risk model under constant interest rate with heavy tails. Zbl 1142.62094Tang, Qihe 24 2004 On the Haezendonck-Goovaerts risk measure for extreme risks. Zbl 1239.91084Tang, Qihe; Yang, Fan 23 2012 A large deviation result for aggregate claims with dependent claim occurrences. Zbl 1110.62145Kaas, Rob; Tang, Qihe 21 2005 Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414Tang, Qihe; Wang, Guojing; Yuen, Kam C. 21 2010 On convolution equivalence with applications. Zbl 1114.60015Tang, Qihe 20 2006 A unified approach to generate risk measures. Zbl 1098.91539Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe 18 2003 Weighted sums of subexponential random variables and their maxima. Zbl 1083.60017Chen, Yiqing; Ng, Kai W.; Tang, Qihe 16 2005 Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. Zbl 1231.91243Tang, Qihe; Wei, Li 16 2010 Note on the tail behavior of random walk maxima with heavy tails and negative drift. Zbl 1084.60515Kaas, Rob; Tang, Qihe 16 2003 Maxima of sums and random sums for negatively associated random variables with heavy tails. Zbl 1116.62351Wang, Dingcheng; Tang, Qihe 15 2004 Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails. Zbl 1040.60038Tang, Qihe 14 2004 Insensitivity to negative dependence of asymptotic tail probabilities of sums and maxima of sums. Zbl 1141.62036Tang, Qihe 14 2008 Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. Zbl 1336.91048Li, Jinzhu; Tang, Qihe 14 2015 Asymptotic behavior of tail and local probabilities for sums of subexponential random variables. Zbl 1057.60049Ng, Kai W.; Tang, Qihe 13 2004 The overshoot of a random walk with negative drift. Zbl 1108.60042Tang, Qihe 13 2007 An integral equation describing an asexual population in a changing environment. Zbl 1021.45010Tang, Q.; Waxman, D. 12 2003 A sharp inequality for the tail probabilities of sums of i.i.d. r.v.’s with dominatedly varying tails. Zbl 1099.60501Tang, Qihe; Yan, Jia’an 12 2002 The impact on ruin probabilities of the association structure among financial risks. Zbl 1210.91061Tang, Qihe; Vernic, Raluca 12 2007 The product of two dependent random variables with regularly varying or rapidly varying tails. Zbl 1219.62098Jiang, Jun; Tang, Qihe 12 2011 Characterization of upper comonotonicity via tail convex order. Zbl 1222.60022Nam, Hee Seok; Tang, Qihe; Yang, Fan 12 2011 Characterizations on heavy-tailed distributions by means of hazard rate. Zbl 1043.60012Su, Chun; Tang, Qi-he 11 2003 Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors. Zbl 1136.91490Tang, Qihe 11 2006 Reducing risk by merging counter-monotonic risks. Zbl 1291.91098Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe 11 2014 Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function. Zbl 1306.62217Tang, Qihe; Yang, Fan 11 2014 The subexponential product convolution of two Weibull-type distributions. Zbl 1219.60010Liu, Yan; Tang, Qihe 10 2010 A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization. Zbl 1291.91128Tang, Qihe; Yuan, Zhongyi 10 2012 Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments. Zbl 1255.91180Hao, Xuemiao; Tang, Qihe 10 2012 Approximations for moments of deficit at ruin with exponential and subexponential claims. Zbl 1092.62599Cheng, Yebin; Tang, Qihe; Yang, Hailiang 9 2002 Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims. Zbl 1284.91241Jiang, Jun; Tang, Qihe 9 2008 A time-homogeneous diffusion model with tax. Zbl 1271.62246Li, Bin; Tang, Qihe; Zhou, Xiaowen 9 2013 A contribution to large deviations for heavy-tailed random sums. Zbl 1015.60025Su, Chun; Tang, Qihe; Jiang, Tao 8 2001 Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation. Zbl 1179.91104Hao, Xuemiao; Tang, Qihe 8 2009 A note on the severity of ruin in the renewal model with claims of dominated variation. Zbl 1046.62115Tang, Qihe 6 2003 A note on max-sum equivalence. Zbl 1211.62085Li, Jinzhu; Tang, Qihe 6 2010 The probabilities of absolute ruin in the renewal risk model with constant force of interest. Zbl 1194.91094Konstantinides, Dimitrios G.; Ng, Kai W.; Tang, Qihe 6 2010 Capital requirements, risk measures and comonotonicity. Zbl 1357.91018Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, Marc; Kaas, Rob; Vyncke, David 6 2004 Asymptotic analysis of the loss given default in the presence of multivariate regular variation. Zbl 1412.91056Tang, Qihe; Yuan, Zhongyi 6 2013 Interplay of insurance and financial risks in a stochastic environment. Zbl 1411.91316Tang, Qihe; Yang, Yang 5 2019 Ginzburg-Landau phase transition theory and superconductivity. Zbl 1115.82040Hoffmann, K.-H.; Tang, Q. 3 2001 Multi-environment probability density function method for modelling turbulent combustion using realistic chemical kinetics. Zbl 1180.80065Tang, Q.; Zhao, W.; Bockelie, M.; Fox, R. O. 3 2007 A limit distribution of credit portfolio losses with low default probabilities. Zbl 1416.91393Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi 3 2017 Some useful counterexamples regarding comonotonicity. Zbl 1357.91019Kaas, Rob; Goovaerts, Marc; Tang, Qihe 3 2004 Random difference equations with subexponential innovations. Zbl 1362.60064Tang, QiHe; Yuan, ZhongYi 3 2016 Mathematical analysis of a model describing evolution of an asexual population in a changing environment. Zbl 1030.92020Broom, M.; Tang, Q.; Waxman, D. 2 2003 Evolution in a changing environment: existence of solutions. Zbl 1071.45008Rybka, P.; Tang, Q.; Waxman, D. 2 2003 An asymptotic relationship for ruin probabilities under heavy-tailed claims. Zbl 1098.62568Tang, Qihe 2 2002 On the maximum exceedance of a sequence of random variables over a renewal threshold. Zbl 1175.60045Ha, Xuemiao; Tang, Qihe; Wei, Li 2 2009 Risk reducers in convex order. Zbl 1371.91091He, Junnan; Tang, Qihe; Zhang, Huan 2 2016 Sharp asymptotics for large portfolio losses under extreme risks. Zbl 1431.91370Tang, Qihe; Tang, Zhaofeng; Yang, Yang 2 2019 Analyzing mortality bond indexes via hierarchical forecast reconciliation. Zbl 1427.91236Li, Han; Tang, Qihe 2 2019 Notes on Erdős’ conjecture. Zbl 0965.60037Kong, Fanchao; Tang, Qihe 1 2000 Ruin probabilities for large claims in delayed renewal risk model. Zbl 1088.62515Tang, Qihe; Su, Chun 1 2002 A theorem on the convergence of sums of independent random variables. Zbl 0999.60029Kong, Fanchao; Tang, Qihe 1 2001 Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh. 1 2004 CAT bond pricing under a product probability measure with pot risk characterization. Zbl 1410.91288Tang, Qihe; Yuan, Zhongyi 1 2019 On additivity of tail comonotonic risks. Zbl 1426.91210Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung 1 2019 Interplay of insurance and financial risks in a stochastic environment. Zbl 1411.91316Tang, Qihe; Yang, Yang 5 2019 Sharp asymptotics for large portfolio losses under extreme risks. Zbl 1431.91370Tang, Qihe; Tang, Zhaofeng; Yang, Yang 2 2019 Analyzing mortality bond indexes via hierarchical forecast reconciliation. Zbl 1427.91236Li, Han; Tang, Qihe 2 2019 CAT bond pricing under a product probability measure with pot risk characterization. Zbl 1410.91288Tang, Qihe; Yuan, Zhongyi 1 2019 On additivity of tail comonotonic risks. Zbl 1426.91210Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung 1 2019 A limit distribution of credit portfolio losses with low default probabilities. Zbl 1416.91393Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi 3 2017 Random difference equations with subexponential innovations. Zbl 1362.60064Tang, QiHe; Yuan, ZhongYi 3 2016 Risk reducers in convex order. Zbl 1371.91091He, Junnan; Tang, Qihe; Zhang, Huan 2 2016 Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. Zbl 1336.91048Li, Jinzhu; Tang, Qihe 14 2015 Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089Tang, Qihe; Yuan, Zhongyi 31 2014 Reducing risk by merging counter-monotonic risks. Zbl 1291.91098Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe 11 2014 Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function. Zbl 1306.62217Tang, Qihe; Yang, Fan 11 2014 A time-homogeneous diffusion model with tax. Zbl 1271.62246Li, Bin; Tang, Qihe; Zhou, Xiaowen 9 2013 Asymptotic analysis of the loss given default in the presence of multivariate regular variation. Zbl 1412.91056Tang, Qihe; Yuan, Zhongyi 6 2013 Remarks on quantiles and distortion risk measures. Zbl 1256.91027Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe 25 2012 On the Haezendonck-Goovaerts risk measure for extreme risks. Zbl 1239.91084Tang, Qihe; Yang, Fan 23 2012 A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization. Zbl 1291.91128Tang, Qihe; Yuan, Zhongyi 10 2012 Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments. Zbl 1255.91180Hao, Xuemiao; Tang, Qihe 10 2012 Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca 41 2011 The product of two dependent random variables with regularly varying or rapidly varying tails. Zbl 1219.62098Jiang, Jun; Tang, Qihe 12 2011 Characterization of upper comonotonicity via tail convex order. Zbl 1222.60022Nam, Hee Seok; Tang, Qihe; Yang, Fan 12 2011 Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061Li, Jinzhu; Tang, Qihe; Wu, Rong 74 2010 Asymptotics of random contractions. Zbl 1231.91196Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe 41 2010 Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414Tang, Qihe; Wang, Guojing; Yuen, Kam C. 21 2010 Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. Zbl 1231.91243Tang, Qihe; Wei, Li 16 2010 The subexponential product convolution of two Weibull-type distributions. Zbl 1219.60010Liu, Yan; Tang, Qihe 10 2010 A note on max-sum equivalence. Zbl 1211.62085Li, Jinzhu; Tang, Qihe 6 2010 The probabilities of absolute ruin in the renewal risk model with constant force of interest. Zbl 1194.91094Konstantinides, Dimitrios G.; Ng, Kai W.; Tang, Qihe 6 2010 Asymptotic tail probabilities of sums of dependent subexponential random variables. Zbl 1177.62017Geluk, Jaap; Tang, Qihe 47 2009 Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation. Zbl 1179.91104Hao, Xuemiao; Tang, Qihe 8 2009 On the maximum exceedance of a sequence of random variables over a renewal threshold. Zbl 1175.60045Ha, Xuemiao; Tang, Qihe; Wei, Li 2 2009 A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. Zbl 1142.62090Hao, Xuemiao; Tang, Qihe 36 2008 Sums of dependent nonnegative random variables with subexponential tails. Zbl 1137.62310Ko, Bangwon; Tang, Qihe 30 2008 From light tails to heavy tails through multiplier. Zbl 1199.60040Tang, Qihe 29 2008 Insensitivity to negative dependence of asymptotic tail probabilities of sums and maxima of sums. Zbl 1141.62036Tang, Qihe 14 2008 Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims. Zbl 1284.91241Jiang, Jun; Tang, Qihe 9 2008 On the ruin probabilities of a bidimensional perturbed risk model. Zbl 1119.91056Li, Junhai; Liu, Zaiming; Tang, Qihe 38 2007 Heavy tails of discounted aggregate claims in the continuous-time renewal model. Zbl 1211.91152Tang, Qihe 36 2007 The overshoot of a random walk with negative drift. Zbl 1108.60042Tang, Qihe 13 2007 The impact on ruin probabilities of the association structure among financial risks. Zbl 1210.91061Tang, Qihe; Vernic, Raluca 12 2007 Multi-environment probability density function method for modelling turbulent combustion using realistic chemical kinetics. Zbl 1180.80065Tang, Q.; Zhao, W.; Bockelie, M.; Fox, R. O. 3 2007 Risk measures and comonotonicity: a review. Zbl 1159.91403Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. 127 2006 Insensitivity to negative dependence of the asymptotic behavior of precise large deviations. Zbl 1109.60021Tang, Qihe 54 2006 Tail probabilities of randomly weighted sums of random variables with dominated variation. Zbl 1095.60008Wang, Dingcheng; Tang, Qihe 44 2006 The subexponentiality of products revisited. Zbl 1142.60012Tang, Qihe 33 2006 On convolution equivalence with applications. Zbl 1114.60015Tang, Qihe 20 2006 Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors. Zbl 1136.91490Tang, Qihe 11 2006 The tail probability of discount sums of Pareto-like losses in insurance. Zbl 1144.91026Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe; Vernic, Raluca 48 2005 The finite-time ruin probability of the compound Poisson model with constant interest force. Zbl 1132.91500Tang, Qihe 42 2005 Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation. Zbl 1144.91030Tang, Qihe 30 2005 A large deviation result for aggregate claims with dependent claim occurrences. Zbl 1110.62145Kaas, Rob; Tang, Qihe 21 2005 Weighted sums of subexponential random variables and their maxima. Zbl 1083.60017Chen, Yiqing; Ng, Kai W.; Tang, Qihe 16 2005 Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040Tang, Qihe; Tsitsiashvili, Gurami 86 2004 Precise large deviations for sums of random variables with consistently varying tails. Zbl 1051.60032Ng, Kai W.; Tang, Qihe; Yan, Jia-An; Yang, Hailiang 69 2004 On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012Cai, Jun; Tang, Qihe 50 2004 Asymptotics for the finite time ruin probability in the renewal model with consistent variation. Zbl 1130.60312Tang, Qihe 35 2004 A comonotonic image of independence for additive risk measures. Zbl 1122.91341Goovaerts, 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 1142.62094Tang, Qihe 24 2004 Maxima of sums and random sums for negatively associated random variables with heavy tails. Zbl 1116.62351Wang, Dingcheng; Tang, Qihe 15 2004 Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails. Zbl 1040.60038Tang, Qihe 14 2004 Asymptotic behavior of tail and local probabilities for sums of subexponential random variables. Zbl 1057.60049Ng, Kai W.; Tang, Qihe 13 2004 Capital requirements, risk measures and comonotonicity. Zbl 1357.91018Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, Marc; Kaas, Rob; Vyncke, David 6 2004 Some useful counterexamples regarding comonotonicity. Zbl 1357.91019Kaas, Rob; Goovaerts, Marc; Tang, Qihe 3 2004 Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036Konstantinides, 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 1075.91563Tang, Qihe; Tsitsiashvili, Gurami 192 2003 Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017Tang, Qihe; Tsitsiashvili, Gurami 69 2003 Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process. Zbl 1084.60544Cheng, Yebin; Tang, Qihe 36 2003 Precise large deviations for the prospective-loss process. Zbl 1028.60024Ng, Kai W.; Tang, Qihe; Yan, Jiaan; Yang, Hailiang 24 2003 A unified approach to generate risk measures. Zbl 1098.91539Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe 18 2003 Note on the tail behavior of random walk maxima with heavy tails and negative drift. Zbl 1084.60515Kaas, Rob; Tang, Qihe 16 2003 An integral equation describing an asexual population in a changing environment. Zbl 1021.45010Tang, Q.; Waxman, D. 12 2003 Characterizations on heavy-tailed distributions by means of hazard rate. Zbl 1043.60012Su, Chun; Tang, Qi-he 11 2003 A note on the severity of ruin in the renewal model with claims of dominated variation. Zbl 1046.62115Tang, Qihe 6 2003 Mathematical analysis of a model describing evolution of an asexual population in a changing environment. Zbl 1030.92020Broom, M.; Tang, Q.; Waxman, D. 2 2003 Evolution in a changing environment: existence of solutions. Zbl 1071.45008Rybka, P.; Tang, Q.; Waxman, D. 2 2003 Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami 48 2002 Maxima of sums of heavy-tailed random variables. Zbl 1098.60505Ng, K. W.; Tang, Q. H.; Yang, Hailiang 30 2002 A sharp inequality for the tail probabilities of sums of i.i.d. r.v.’s with dominatedly varying tails. Zbl 1099.60501Tang, Qihe; Yan, Jia’an 12 2002 Approximations for moments of deficit at ruin with exponential and subexponential claims. Zbl 1092.62599Cheng, Yebin; Tang, Qihe; Yang, Hailiang 9 2002 An asymptotic relationship for ruin probabilities under heavy-tailed claims. Zbl 1098.62568Tang, Qihe 2 2002 Ruin probabilities for large claims in delayed renewal risk model. Zbl 1088.62515Tang, Qihe; Su, Chun 1 2002 Large deviations for heavy-tailed random sums in compound renewal model. Zbl 0977.60034Tang, Qihe; Su, Chun; Jiang, Tao; Zhang, Jinsong 65 2001 A contribution to large deviations for heavy-tailed random sums. Zbl 1015.60025Su, Chun; Tang, Qihe; Jiang, Tao 8 2001 Ginzburg-Landau phase transition theory and superconductivity. Zbl 1115.82040Hoffmann, K.-H.; Tang, Q. 3 2001 A theorem on the convergence of sums of independent random variables. Zbl 0999.60029Kong, Fanchao; Tang, Qihe 1 2001 Notes on Erdős’ conjecture. Zbl 0965.60037Kong, Fanchao; Tang, Qihe 1 2000 Stable nucleation for the Ginzburg-Landau system with an applied magnetic field. Zbl 0922.35157Bauman, P.; Phillips, D.; Tang, Q. 40 1998 all cited Publications top 5 cited Publications all top 5 Cited by 784 Authors 65 Tang, Qihe 38 Wang, Yuebao 35 Šiaulys, Jonas 27 Wang, Kaiyong 25 Leipus, Remigijus 24 Hashorva, Enkelejd 24 Li, Jinzhu 20 Gao, Qingwu 19 Cheung, Ka Chun 18 Chen, Yiqing 16 Dhaene, Jan 16 Yuen, Kam Chuen 15 Wang, Dingcheng 14 Cheng, Dongya 14 Goovaerts, Marc J. 14 Shen, Xinmei 13 Fu, Ke’ang 13 Ng, Kai Wang 13 Vanduffel, Steven 12 Asimit, Alexandru V. 12 Chen, Yu 12 Laeven, Roger J. A. 11 Cheng, Fengyang 11 Yang, Hailiang 10 Kaas, Rob 10 Song, Lixin 9 Konstantinides, Dimitrios G. 9 Lo, Ambrose 9 Lu, Dawei 9 Yin, Chuancun 9 Yuan, Zhongyi 8 Hu, Yijun 8 Liu, Xijun 8 Wei, Li 8 Zhang, Yi 7 Ahn, Jae Youn 7 Albrecher, Hansjörg 7 Boonen, Tim J. 7 Cai, Jun 7 Furman, Edward 7 Guo, Fenglong 7 Lefèvre, Claude 7 Li, Shuanming 7 Su, Chun 7 Vernic, Raluca 7 Wang, Ruodu 7 Wang, Shijie 7 Wang, Wenyuan 7 Yang, Haizhong 7 Zhang, Zhimin 7 Zitikis, Ričardas 6 Cui, Zhaolei 6 Guillen, Montserrat 6 Landsman, Zinoviy M. 6 Mao, Tiantian 6 Peng, Liang 6 Tan, Ken Seng 6 Willmot, Gordon E. 6 Yang, Fan 6 Yu, Changjun 5 Bai, Xiaodong 5 Cheung, Eric C. K. 5 Griffin, Philip S. 5 Kim, Joseph Hyun Tae 5 Landriault, David 5 Lin, Jinguan 5 Lin, Zhengyan 5 Loisel, Stéphane 5 Pakes, Anthony G. 5 Ragulina, Olena 5 Santolino, Miguel 5 Weng, Chengguo 5 Yang, Hu 4 Asmussen, Søren 4 Badescu, Alexandru M. 4 Badescu, Andrei L. 4 Bernard, Carole 4 Cang, Yuquan 4 Feng, Runhuan 4 Geluk, Jaap L. 4 Hu, Shuhe 4 Hu, Taizhong 4 Kałuszka, Marek 4 Lee, Woojoo 4 Li, Bin 4 Lin, Jianxi 4 Linders, Daniël 4 Liu, Jiajun 4 Liu, Rongfei 4 Maller, Ross Arthur 4 Palmowski, Zbigniew 4 Peng, Jiangyan 4 Psarrakos, Georgios 4 Sordo, Miguel A. 4 Tsitsiashvili, Gurami Sh. 4 Wang, Dehui 4 Wang, Rongming 4 Wang, Wensheng 4 Wang, Xing 4 Wu, Rong ...and 684 more Authors all top 5 Cited in 108 Serials 201 Insurance Mathematics & Economics 74 Statistics & Probability Letters 44 Communications in Statistics. Theory and Methods 40 Scandinavian Actuarial Journal 32 Journal of Applied Probability 27 Lithuanian Mathematical Journal 24 Journal of Mathematical Analysis and Applications 23 ASTIN Bulletin 21 Journal of Computational and Applied Mathematics 19 Advances in Applied Probability 17 Acta Mathematicae Applicatae Sinica. English Series 13 Extremes 13 North American Actuarial Journal 11 Journal of the Korean Statistical Society 10 Applied Mathematics. Series B (English Edition) 10 Journal of Inequalities and Applications 10 Methodology and Computing in Applied Probability 10 Stochastic Models 9 Frontiers of Mathematics in China 9 Modern Stochastics. Theory and Applications 8 Journal of Theoretical Probability 8 Acta Mathematica Sinica. English Series 8 Journal of Industrial and Management Optimization 7 Stochastic Analysis and Applications 7 Science China. Mathematics 7 European Actuarial Journal 6 European Journal of Operational Research 5 Journal of Multivariate Analysis 5 Science in China. Series A 5 Annals of Operations Research 5 Japan Journal of Industrial and Applied Mathematics 5 Stochastic Processes and their Applications 5 Bernoulli 5 Mathematical Problems in Engineering 5 Probability in the Engineering and Informational Sciences 5 Applied Stochastic Models in Business and Industry 5 Nonlinear Analysis. Modelling and Control 5 Journal of Systems Science and Complexity 4 Chinese Annals of Mathematics. Series B 4 The Annals of Applied Probability 4 Dependence Modeling 3 Computers & Mathematics with Applications 3 Rocky Mountain Journal of Mathematics 3 Mathematics of Operations Research 3 Abstract and Applied Analysis 3 Stochastics 2 Operations Research 2 Probability Theory and Related Fields 2 Queueing Systems 2 Test 2 Journal of Difference Equations and Applications 2 Finance and Stochastics 2 International Journal of Theoretical and Applied Finance 2 Quantitative Finance 2 Decisions in Economics and Finance 2 Advances in Decision Sciences 2 Annals of Finance 2 Statistics & Risk Modeling 1 Discrete Applied Mathematics 1 Physica A 1 The Annals of Probability 1 Applied Mathematics and Computation 1 Automatica 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 Optimization Theory and Applications 1 Siberian Mathematical Journal 1 Probability and Mathematical Statistics 1 Acta Applicandae Mathematicae 1 Statistics 1 International Journal of Approximate Reasoning 1 Economic Quality Control 1 Applied Mathematical Modelling 1 Automation and Remote Control 1 Communications in Statistics. Simulation and Computation 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Cybernetics and Systems Analysis 1 Journal of Computer and Systems Sciences International 1 Theory of Probability and Mathematical Statistics 1 Statistical Papers 1 Statistica Sinica 1 Journal of Nonparametric Statistics 1 Mathematical Finance 1 Wuhan University Journal of Natural Sciences (WUJNS) 1 Discrete Dynamics in Nature and Society 1 Statistical Inference for Stochastic Processes 1 Lobachevskii Journal of Mathematics 1 International Game Theory Review 1 Brazilian Journal of Probability and Statistics 1 The ANZIAM Journal 1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 1 Journal of the Australian Mathematical Society 1 Journal of Applied Mathematics 1 Journal of Applied Mathematics and Computing 1 4OR 1 International Journal of Wavelets, Multiresolution and Information Processing 1 Fuzzy Optimization and Decision Making 1 Journal of Statistical Mechanics: Theory and Experiment ...and 8 more Serials all top 5 Cited in 25 Fields 583 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 518 Probability theory and stochastic processes (60-XX) 389 Statistics (62-XX) 24 Operations research, mathematical programming (90-XX) 9 Numerical analysis (65-XX) 7 Systems theory; control (93-XX) 6 Functional analysis (46-XX) 5 Measure and integration (28-XX) 5 Integral transforms, operational calculus (44-XX) 4 Integral equations (45-XX) 3 Computer science (68-XX) 2 Mathematical logic and foundations (03-XX) 2 Number theory (11-XX) 2 Real functions (26-XX) 2 Difference and functional equations (39-XX) 2 Approximations and expansions (41-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Biology and other natural sciences (92-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Sequences, series, summability (40-XX) 1 Convex and discrete geometry (52-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year