Tang, Qihe; Tong, Zhiwei; Yang, Yang Large portfolio losses in a turbulent market. (English) Zbl 1487.91151 Eur. J. Oper. Res. 292, No. 2, 755-769 (2021). MSC: 91G40 91G10 PDFBibTeX XMLCite \textit{Q. Tang} et al., Eur. J. Oper. Res. 292, No. 2, 755--769 (2021; Zbl 1487.91151) Full Text: DOI
Tang, Qihe; Yang, Yang Interplay of insurance and financial risks in a stochastic environment. (English) Zbl 1411.91316 Scand. Actuar. J. 2019, No. 5, 432-451 (2019). MSC: 91B30 62P05 62E20 60E15 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{Y. Yang}, Scand. Actuar. J. 2019, No. 5, 432--451 (2019; Zbl 1411.91316) Full Text: DOI
Li, Jinzhu; Tang, Qihe Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. (English) Zbl 1336.91048 Bernoulli 21, No. 3, 1800-1823 (2015). Reviewer: Tak Kuen Siu (Sydney) MSC: 91B30 PDFBibTeX XMLCite \textit{J. Li} and \textit{Q. Tang}, Bernoulli 21, No. 3, 1800--1823 (2015; Zbl 1336.91048) Full Text: DOI arXiv Euclid
Tang, Qihe; Yuan, Zhongyi Randomly weighted sums of subexponential random variables with application to capital allocation. (English) Zbl 1328.62089 Extremes 17, No. 3, 467-493 (2014). MSC: 62E20 60G70 91G50 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{Z. Yuan}, Extremes 17, No. 3, 467--493 (2014; Zbl 1328.62089) Full Text: DOI
Hao, Xuemiao; Tang, Qihe Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments. (English) Zbl 1255.91180 J. Appl. Probab. 49, No. 4, 939-953 (2012). MSC: 91B30 60G51 39A50 91G70 PDFBibTeX XMLCite \textit{X. Hao} and \textit{Q. Tang}, J. Appl. Probab. 49, No. 4, 939--953 (2012; Zbl 1255.91180) Full Text: DOI Euclid
Jiang, Jun; Tang, Qihe The product of two dependent random variables with regularly varying or rapidly varying tails. (English) Zbl 1219.62098 Stat. Probab. Lett. 81, No. 8, 957-961 (2011). MSC: 62H20 62G32 62E20 PDFBibTeX XMLCite \textit{J. Jiang} and \textit{Q. Tang}, Stat. Probab. Lett. 81, No. 8, 957--961 (2011; Zbl 1219.62098) Full Text: DOI
Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe Asymptotics of random contractions. (English) Zbl 1231.91196 Insur. Math. Econ. 47, No. 3, 405-414 (2010). MSC: 91B30 60F05 60G70 91B25 PDFBibTeX XMLCite \textit{E. Hashorva} et al., Insur. Math. Econ. 47, No. 3, 405--414 (2010; Zbl 1231.91196) Full Text: DOI arXiv
Tang, Qihe; Wang, Guojing; Yuen, Kam C. Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. (English) Zbl 1231.91414 Insur. Math. Econ. 46, No. 2, 362-370 (2010). MSC: 91G10 91B30 60G51 60K05 PDFBibTeX XMLCite \textit{Q. Tang} et al., Insur. Math. Econ. 46, No. 2, 362--370 (2010; Zbl 1231.91414) Full Text: DOI
Tang, Qihe; Tsitsiashvili, Gurami Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. (English) Zbl 1095.91040 Adv. Appl. Probab. 36, No. 4, 1278-1299 (2004). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{G. Tsitsiashvili}, Adv. Appl. Probab. 36, No. 4, 1278--1299 (2004; Zbl 1095.91040) Full Text: DOI Link
Tang, Qihe; Tsitsiashvili, Gurami Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (English) Zbl 1075.91563 Stochastic Processes Appl. 108, No. 2, 299-325 (2003). MSC: 91B30 60K99 PDFBibTeX XMLCite \textit{Q. Tang} and \textit{G. Tsitsiashvili}, Stochastic Processes Appl. 108, No. 2, 299--325 (2003; Zbl 1075.91563) Full Text: DOI