Qihe Tang
UNSW Sydney(AU)
Publications by Year
Research Areas
Probability and Risk Models, Insurance, Mortality, Demography, Risk Management, Financial Risk and Volatility Modeling, Insurance and Financial Risk Management, Stochastic processes and statistical mechanics
Most-Cited Works
- → Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks(2003)345 cited
- → Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments(2004)151 cited
- → Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model(2010)147 cited
- → Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory(2003)143 cited
- → Remarks on quantiles and distortion risk measures(2012)139 cited
- → Asymptotic Tail Probabilities of Sums of Dependent Subexponential Random Variables(2008)123 cited
- → Large deviations for heavy-tailed random sums in compound renewal model(2001)123 cited
- → Precise large deviations for sums of random variables with consistently varying tails(2004)112 cited
- → Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails(2002)110 cited
- → The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance(2005)105 cited