By Professor Qihe Tang

Journal articles

Jiang J; Tang Q, 2008, 'Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims', Insurance: Mathematics and Economics, 43, pp. 431 - 436, http://dx.doi.org/10.1016/j.insmatheco.2008.08.005

Hao X; Tang Q, 2008, 'A uniform asymptotic estimate for discounted aggregate claims with subexponential tails', Insurance: Mathematics and Economics, 43, pp. 116 - 120, http://dx.doi.org/10.1016/j.insmatheco.2008.03.009

Ko B; Tang Q, 2008, 'Sums of dependent nonnegative random variables with subexponential tails', Journal of Applied Probability, 45, pp. 85 - 94, http://dx.doi.org/10.1239/jap/1208358953

Ko B; Tang Q, 2008, 'Sums of Dependent Nonnegative Random Variables with Subexponential Tails', Journal of Applied Probability, 45, pp. 85 - 94, http://dx.doi.org/10.1017/s0021900200003971

Li J; Liu Z; Tang Q, 2007, 'On the ruin probabilities of a bidimensional perturbed risk model', Insurance: Mathematics and Economics, 41, pp. 185 - 195, http://dx.doi.org/10.1016/j.insmatheco.2006.10.012

Tang Q, 2007, 'Heavy tails of discounted aggregate claims in the continuous-time renewal model', Journal of Applied Probability, 44, pp. 285 - 294, http://dx.doi.org/10.1239/jap/1183667401

Tang Q, 2007, 'Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model', Journal of Applied Probability, 44, pp. 285 - 294, http://dx.doi.org/10.1017/s0021900200117826

Tang Q, 2007, 'Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model', Journal of Applied Probability, 44, pp. 285 - 294, http://dx.doi.org/10.1017/s0021900200002965

Dhaene J; Vanduffel S; Goovaerts MJ; Kaas R; Tang Q; Vyncke D, 2006, 'Risk measures and comonotonicity: A review', Stochastic Models, 22, pp. 573 - 606, http://dx.doi.org/10.1080/15326340600878016

Tang Q, 2006, 'The subexponentiality of products revisited', Extremes, 9, pp. 231 - 241, http://dx.doi.org/10.1007/s10687-006-0029-4

Tang Q, 2006, 'On convolution equivalence with applications', Bernoulli, 12, pp. 535 - 549, http://dx.doi.org/10.3150/bj/1151525135

Tang Q, 2006, 'Insensitivity to negative dependence of the asymptotic behavior of precise large deviations', Electronic Journal of Probability, 11, pp. 107 - 120, http://dx.doi.org/10.1214/EJP.v11-304

Goovaerts MJ; Kaas R; Laeven RJA; Tang Q; Vernic R; Tang Q, 2005, 'The tail probability of discounted sums of pareto-like losses in insurance', Scandinavian Actuarial Journal, 2005, pp. 446 - 461, http://dx.doi.org/10.1080/03461230500361943

Tang Q, 2005, 'The finite-time ruin probability of the compound poisson model with constant interest force', Journal of Applied Probability, 42, pp. 608 - 619, http://dx.doi.org/10.1239/jap/1127322015

Kaas R; Tang Q, 2005, 'A large deviation result for aggregate claims with dependent claim occurrences', Insurance: Mathematics and Economics, 36, pp. 251 - 259, http://dx.doi.org/10.1016/j.insmatheco.2005.01.004

Chen Y; Ng KW; Tang Q, 2005, 'Weighted sums of subexponential random variables and their maxima', Advances in Applied Probability, 37, pp. 510 - 522, http://dx.doi.org/10.1239/aap/1118858636

Tang Q, 2005, 'Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation', Scandinavian Actuarial Journal, 2005, pp. 1 - 5, http://dx.doi.org/10.1080/03461230510006982

Tang Q, 2005, 'The finite-time ruin probability of the compound Poisson model with constant interest force', Journal of Applied Probability, 42, pp. 608 - 619, http://dx.doi.org/10.1017/s0021900200000656

Chen Y; Ng KW; Tang Q, 2005, 'Weighted sums of subexponential random variables and their maxima', Advances in Applied Probability, 37, pp. 510 - 522, http://dx.doi.org/10.1017/s0001867800000288

Goovaerts MJ; Kaas R; Laeven RJA; Tang Q, 2004, 'A comonotonic image of independence for additive risk measures', Insurance: Mathematics and Economics, 35, pp. 581 - 594, http://dx.doi.org/10.1016/j.insmatheco.2004.07.005

Tang Q; Tsitsiashvili G, 2004, 'Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments', Advances in Applied Probability, 36, pp. 1278 - 1299, http://dx.doi.org/10.1239/aap/1103662967

Goovaerts MJ; Kaas R; Dhaene J; Tang Q, 2004, 'Some new classes of consistent risk measures', Insurance: Mathematics and Economics, 34, pp. 505 - 516, http://dx.doi.org/10.1016/j.insmatheco.2004.03.003

Tang Q, 2004, 'The ruin probability of a discrete time risk model under constant interest rate with heavy tails', Scandinavian Actuarial Journal, 2004, pp. 229 - 240, http://dx.doi.org/10.1080/03461230310017531

Ng KW; Tang Q, 2004, 'Asymptotic behavior of tail and local probabilities for sums of subexponential random variables', Journal of Applied Probability, 41, pp. 108 - 116, http://dx.doi.org/10.1239/jap/1077134671

Cai J; Tang Q, 2004, 'On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications', Journal of Applied Probability, 41, pp. 117 - 130, http://dx.doi.org/10.1239/jap/1077134672

Ng KW; Tang Q; Yan JA; Yang H, 2004, 'Precise large deviations for sums of random variables with consistently varying tails', Journal of Applied Probability, 41, pp. 93 - 107, http://dx.doi.org/10.1239/jap/1077134670

Ng KW; Tang Q, 2004, 'Asymptotic behavior of tail and local probabilities for sums of subexponential random variables', Journal of Applied Probability, 41, pp. 108 - 116, http://dx.doi.org/10.1017/s0021900200014078

Tang Q; Tsitsiashvili G, 2004, 'Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments', Advances in Applied Probability, 36, pp. 1278 - 1299, http://dx.doi.org/10.1017/s0001867800013409

Cai J; Tang Q, 2004, 'On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications', Journal of Applied Probability, 41, pp. 117 - 130, http://dx.doi.org/10.1017/s002190020001408x

Ng KW; Tang Q; Yan J-A; Yang H, 2004, 'Precise large deviations for sums of random variables with consistently varying tails', Journal of Applied Probability, 41, pp. 93 - 107, http://dx.doi.org/10.1017/s0021900200014066

Tang Q; Tsitsiashvili G, 2003, '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, pp. 299 - 325, http://dx.doi.org/10.1016/j.spa.2003.07.001

Kaas R; Tang Q, 2003, 'Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift', North American Actuarial Journal, 7, pp. 57 - 61, http://dx.doi.org/10.1080/10920277.2003.10596103

Ng KW; Tang Q; Yan J; Yang H, 2003, 'Precise large deviations for the prospective-loss process', Journal of Applied Probability, 40, pp. 391 - 400, http://dx.doi.org/10.1239/jap/1053003551

Goovaerts MJ; Kaas R; Dhaene J; Tang Q, 2003, 'A Unified Approach to Generate Risk Measures', ASTIN Bulletin, 33, pp. 173 - 191, http://dx.doi.org/10.1017/S0515036100013428

Cheng Y; Tang Q, 2003, 'Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process', North American Actuarial Journal, 7, pp. 1 - 12, http://dx.doi.org/10.1080/10920277.2003.10596073

Goovaerts MJ; Kaas R; Dhaene J; Tang Q, 2003, 'A Unified Approach to Generate Risk Measures', ASTIN Bulletin, 33, pp. 173 - 191, http://dx.doi.org/10.2143/ast.33.2.503689

Ng KW; Tang Q; Yan J; Yang H, 2003, 'Precise large deviations for the prospective-loss process', Journal of Applied Probability, 40, pp. 391 - 400, http://dx.doi.org/10.1017/s0021900200019379

Tang Q; Tsitsiashvili G, 2003, 'Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory', Extremes, 6, pp. 171 - 188, http://dx.doi.org/10.1023/b:extr.0000031178.19509.57

Konstantinides D; Tang Q; Tsitsiashvili G, 2002, 'Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails', Insurance: Mathematics and Economics, 31, pp. 447 - 460, http://dx.doi.org/10.1016/S0167-6687(02)00189-0

Tang Q; Yan JAA, 2002, 'A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails', Science in China, Series A: Mathematics, Physics, Astronomy, 45, pp. 1006 - 1011, http://dx.doi.org/10.1007/BF02879983

ng KW; Tang QH; Yang H, 2002, 'Maxima of Sums of Heavy-Tailed Random Variables', ASTIN Bulletin, 32, pp. 43 - 55, http://dx.doi.org/10.2143/AST.32.1.1013

Conference Papers

Tang QH, 2005, 'The finite time ruin probability of the compound Poisson model with constant interest force.', in INSURANCE MATHEMATICS & ECONOMICS, ELSEVIER SCIENCE BV, pp. 379 - 379, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000232708000038&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

Tang QH; Tsitsiashvili G, 2003, 'Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.', in INSURANCE MATHEMATICS & ECONOMICS, ELSEVIER, pp. 427 - 427, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000187439800045&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

Dhaene J; Vanduffel S; Tang QH; Goovaerts MJ; Kaas R; Vyncke D, 2003, 'Risk measures and optimal portfolio selection.', in INSURANCE MATHEMATICS & ECONOMICS, ELSEVIER SCIENCE BV, pp. 425 - 425, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000187439800039&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

Goovaerts M; Kaas R; Dhaene J; Tang QH, 2003, 'Some new classes of consistent risk measures.', in INSURANCE MATHEMATICS & ECONOMICS, ELSEVIER SCIENCE BV, pp. 430 - 430, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000187439800057&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

Tang QH, 2003, 'The finite time ruin probability in the renewal model with consistently varying tails.', in INSURANCE MATHEMATICS & ECONOMICS, ELSEVIER, pp. 427 - 427, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000187439800048&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

Konstantinides DG; Tang QH; Tsitsiashvili GS, 2003, 'Estimates for ruin probability in the classical risk model with constant interest force in the presence of heavy tails', in INSURANCE MATHEMATICS & ECONOMICS, ELSEVIER SCIENCE BV, pp. 158 - 158, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000181110900036&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

Preprints

Li J; Tang Q, 2015, Interplay of insurance and financial risks in a discrete-time model with strongly regular variation, http://dx.doi.org/10.48550/arxiv.1507.07673

Hashorva E; Pakes AG; Tang Q, 2010, Asymptotics of Random Contractions, http://dx.doi.org/10.48550/arxiv.1008.0126

Li H; Tang Q, Joint Extremes in Temperature and Mortality: A Bivariate POT Approach, http://dx.doi.org/10.2139/ssrn.3490322

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