By Professor Qihe Tang

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

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

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

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

Back to profile page