By Professor Qihe Tang

Conference Papers

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

Chen A; Gerick L; Tang Q, 2023, Strategic timing for corporate social responsibility investments under reputational risks, http://dx.doi.org/10.2139/ssrn.4404357

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

Cheung KC; Dhaene J; Tang Q, 2011, On Partial Hedging and Counter-Monotonic Sums, http://dx.doi.org/10.2139/ssrn.1966995

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

Goovaerts M; Kaas R; Laeven RJA; Tang Q; Vernic R, 2005, The Tail Probability of Discounted Sums of Pareto-Like Losses in Insurance, http://dx.doi.org/10.2139/ssrn.662801

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

Boudt K; Dragun K; Tang Q; Vanduffel S, The Optimal Payoff for a Yaari Investor, http://dx.doi.org/10.2139/ssrn.3751644

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