Edit Profile (opens in new tab) Tang, Qihe Co-Author Distance Author ID: tang.qihe Published as: Tang, Qihe; Tang, Q. H.; Tang, Qi-he; Tang, Qi He; Tang, QiHe; Tang, Q. more...less External Links: MGP · ORCID · Google Scholar · ResearchGate · dblp Documents Indexed: 101 Publications since 1999 1 Contribution as Editor Reviewing Activity: 9 Reviews Co-Authors: 68 Co-Authors with 85 Joint Publications 2,394 Co-Co-Authors all top 5 Co-Authors 15 single-authored 10 Su, Chun 9 Kaas, Rob 9 Yuan, Zhongyi 7 Jiang, Tao 6 Goovaerts, Marc J. 6 Ng, Kai Wang 5 Dhaene, Jan 5 Tsitsiashvili, Gurami Sh. 5 Yang, Hailiang 4 Kong, Fanchao 3 Cheng, Yebin 3 Hao, Xuemiao 3 Konstantinides, Dimitrios G. 3 Laeven, Roger J. A. 3 Li, Jinzhu 3 Liu, Haibo 3 Tong, Zhiwei 3 Vernic, Raluca 3 Yan, Jia-An 3 Yang, Yang 2 Cheung, Ka Chun 2 Jiang, Jun 2 Li, Han 2 Liu, Yan 2 Lo, Ambrose 2 Tang, Zhaofeng 2 Vanduffel, Steven 2 Vyncke, David 2 Wang, Dingcheng 2 Wei, Li 2 Xun, Li 1 Asimit, Alexandru V. 1 Blanchet, Jose H. 1 Cai, Jun 1 Cao, Long 1 Chen, Yiqing 1 Furman, Edward 1 Geluk, Jaap L. 1 Ha, Xuemiao 1 Hashorva, Enkelejd 1 He, Junnan 1 Hu, Zhishui 1 Ko, Bangwon 1 Kukush, Oleksandr Georgiĭovych 1 Lam, Henry 1 Li, Bin 1 Li, Junhai 1 Li, Xin 1 Liang, Hanying 1 Lin, Sheldon 1 Linders, Daniël 1 Ling, Hok Kan 1 Liu, Zaiming 1 Nam, Hee-Seok 1 Pakes, Anthony G. 1 Shi, Xiaojun 1 Wang, Guojing 1 Wang, Jinliang 1 Willmot, Gordon E. 1 Wu, Rong 1 Yam, Sheung Chi Phillip 1 Yang, Yunshen 1 Yuen, Fei Lung 1 Yuen, Kam Chuen 1 Zhang, Huan 1 Zhang, Jinsong 1 Zhou, Xiaowen 1 Zhu, Jinxia all top 5 Serials 20 Insurance Mathematics & Economics 11 Journal of Applied Probability 7 Statistics & Probability Letters 7 ASTIN Bulletin 5 Scandinavian Actuarial Journal 5 North American Actuarial Journal 4 Southeast Asian Bulletin of Mathematics 4 European Journal of Operational Research 4 Extremes 3 Advances in Applied Probability 3 Science in China. Series A 3 Stochastic Models 2 Acta Mathematicae Applicatae Sinica. English Series 2 Chinese Journal of Applied Probability and Statistics 2 Bernoulli 2 Probability in the Engineering and Informational Sciences 2 Belgian Actuarial Bulletin 2 Science China. Mathematics 1 Bulletin of the Korean Mathematical Society 1 Chinese Annals of Mathematics. Series A 1 Stochastic Analysis and Applications 1 Advances in Mathematics 1 Journal of Theoretical Probability 1 Stochastic Processes and their Applications 1 Journal of Mathematical Sciences (New York) 1 Electronic Journal of Probability 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Journal of the Australian Mathematical Society 1 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Journal of University of Science and Technology of China 1 European Actuarial Journal all top 5 Fields 65 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 62 Probability theory and stochastic processes (60-XX) 46 Statistics (62-XX) 1 History and biography (01-XX) 1 Difference and functional equations (39-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 91 Publications have been cited 2,451 times in 1,007 Documents Cited by ▼ Year ▼ Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563Tang, Qihe; Tsitsiashvili, Gurami 231 2003 Risk measures and comonotonicity: a review. Zbl 1159.91403Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. 149 2006 Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040Tang, Qihe; Tsitsiashvili, Gurami 100 2004 Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061Li, Jinzhu; Tang, Qihe; Wu, Rong 98 2010 Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017Tang, Qihe; Tsitsiashvili, Gurami 82 2003 Precise large deviations for sums of random variables with consistently varying tails. Zbl 1051.60032Ng, Kai W.; Tang, Qihe; Yan, Jia-An; Yang, Hailiang 78 2004 Large deviations for heavy-tailed random sums in compound renewal model. Zbl 0977.60034Tang, Qihe; Su, Chun; Jiang, Tao; Zhang, Jinsong 76 2001 Asymptotic tail probabilities of sums of dependent subexponential random variables. Zbl 1177.62017Geluk, Jaap; Tang, Qihe 67 2009 Insensitivity to negative dependence of the asymptotic behavior of precise large deviations. Zbl 1109.60021Tang, Qihe 60 2006 On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012Cai, Jun; Tang, Qihe 56 2004 Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami 55 2002 Tail probabilities of randomly weighted sums of random variables with dominated variation. Zbl 1095.60008Wang, Dingcheng; Tang, Qihe 55 2006 The tail probability of discount sums of Pareto-like losses in insurance. Zbl 1144.91026Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe; Vernic, Raluca 53 2005 A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. Zbl 1142.62090Hao, Xuemiao; Tang, Qihe 53 2008 Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca 52 2011 On the ruin probabilities of a bidimensional perturbed risk model. Zbl 1119.91056Li, Junhai; Liu, Zaiming; Tang, Qihe 51 2007 Heavy tails of discounted aggregate claims in the continuous-time renewal model. Zbl 1211.91152Tang, Qihe 47 2007 The finite-time ruin probability of the compound Poisson model with constant interest force. Zbl 1132.91500Tang, Qihe 47 2005 Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089Tang, Qihe; Yuan, Zhongyi 47 2014 Asymptotics of random contractions. Zbl 1231.91196Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe 44 2010 Remarks on quantiles and distortion risk measures. Zbl 1256.91027Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe 42 2012 The subexponentiality of products revisited. Zbl 1142.60012Tang, Qihe 39 2006 Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process. Zbl 1084.60544Cheng, Yebin; Tang, Qihe 39 2003 Asymptotics for the finite time ruin probability in the renewal model with consistent variation. Zbl 1130.60312Tang, Qihe 38 2004 Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation. Zbl 1144.91030Tang, Qihe 36 2005 Sums of dependent nonnegative random variables with subexponential tails. Zbl 1137.62310Ko, Bangwon; Tang, Qihe 35 2008 From light tails to heavy tails through multiplier. Zbl 1199.60040Tang, Qihe 34 2008 Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414Tang, Qihe; Wang, Guojing; Yuen, Kam C. 33 2010 Maxima of sums of heavy-tailed random variables. Zbl 1098.60505Ng, K. W.; Tang, Q. H.; Yang, Hailiang 31 2002 A comonotonic image of independence for additive risk measures. Zbl 1122.91341Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe 31 2004 On the Haezendonck-Goovaerts risk measure for extreme risks. Zbl 1239.91084Tang, Qihe; Yang, Fan 27 2012 Precise large deviations for the prospective-loss process. Zbl 1028.60024Ng, Kai W.; Tang, Qihe; Yan, Jiaan; Yang, Hailiang 26 2003 A large deviation result for aggregate claims with dependent claim occurrences. Zbl 1110.62145Kaas, Rob; Tang, Qihe 26 2005 The ruin probability of a discrete time risk model under constant interest rate with heavy tails. Zbl 1142.62094Tang, Qihe 24 2004 On convolution equivalence with applications. Zbl 1114.60015Tang, Qihe 24 2006 Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. Zbl 1231.91243Tang, Qihe; Wei, Li 18 2010 Insensitivity to negative dependence of asymptotic tail probabilities of sums and maxima of sums. Zbl 1141.62036Tang, Qihe 18 2008 A unified approach to generate risk measures. Zbl 1098.91539Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe 18 2003 Note on the tail behavior of random walk maxima with heavy tails and negative drift. Zbl 1084.60515Kaas, Rob; Tang, Qihe 18 2003 Weighted sums of subexponential random variables and their maxima. Zbl 1083.60017Chen, Yiqing; Ng, Kai W.; Tang, Qihe 17 2005 Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. Zbl 1336.91048Li, Jinzhu; Tang, Qihe 17 2015 The impact on ruin probabilities of the association structure among financial risks. Zbl 1210.91061Tang, Qihe; Vernic, Raluca 16 2007 Asymptotic analysis of the loss given default in the presence of multivariate regular variation. Zbl 1412.91056Tang, Qihe; Yuan, Zhongyi 15 2013 Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails. Zbl 1040.60038Tang, Qihe 15 2004 Characterizations on heavy-tailed distributions by means of hazard rate. Zbl 1043.60012Su, Chun; Tang, Qi-he 15 2003 Maxima of sums and random sums for negatively associated random variables with heavy tails. Zbl 1116.62351Wang, Dingcheng; Tang, Qihe 15 2004 Reducing risk by merging counter-monotonic risks. Zbl 1291.91098Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe 15 2014 The product of two dependent random variables with regularly varying or rapidly varying tails. Zbl 1219.62098Jiang, Jun; Tang, Qihe 14 2011 Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments. Zbl 1255.91180Hao, Xuemiao; Tang, Qihe 13 2012 The overshoot of a random walk with negative drift. Zbl 1108.60042Tang, Qihe 13 2007 Asymptotic behavior of tail and local probabilities for sums of subexponential random variables. Zbl 1057.60049Ng, Kai W.; Tang, Qihe 13 2004 A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization. Zbl 1291.91128Tang, Qihe; Yuan, Zhongyi 13 2012 Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors. Zbl 1136.91490Tang, Qihe 12 2006 A sharp inequality for the tail probabilities of sums of i.i.d. r.v.’s with dominatedly varying tails. Zbl 1099.60501Tang, Qihe; Yan, Jia’an 12 2002 Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function. Zbl 1306.62217Tang, Qihe; Yang, Fan 12 2014 Characterization of upper comonotonicity via tail convex order. Zbl 1222.60022Nam, Hee Seok; Tang, Qihe; Yang, Fan 12 2011 A time-homogeneous diffusion model with tax. Zbl 1271.62246Li, Bin; Tang, Qihe; Zhou, Xiaowen 11 2013 The subexponential product convolution of two Weibull-type distributions. Zbl 1219.60010Liu, Yan; Tang, Qihe 10 2010 Interplay of insurance and financial risks in a stochastic environment. Zbl 1411.91316Tang, Qihe; Yang, Yang 9 2019 Approximations for moments of deficit at ruin with exponential and subexponential claims. Zbl 1092.62599Cheng, Yebin; Tang, Qihe; Yang, Hailiang 9 2002 Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation. Zbl 1179.91104Hao, Xuemiao; Tang, Qihe 9 2009 Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims. Zbl 1284.91241Jiang, Jun; Tang, Qihe 9 2008 Sharp asymptotics for large portfolio losses under extreme risks. Zbl 1431.91370Tang, Qihe; Tang, Zhaofeng; Yang, Yang 8 2019 The probabilities of absolute ruin in the renewal risk model with constant force of interest. Zbl 1194.91094Konstantinides, Dimitrios G.; Ng, Kai W.; Tang, Qihe 8 2010 A contribution to large deviations for heavy-tailed random sums. Zbl 1015.60025Su, Chun; Tang, Qihe; Jiang, Tao 8 2001 Capital requirements, risk measures and comonotonicity. Zbl 1357.91018Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, Marc; Kaas, Rob; Vyncke, David 7 2004 A note on the severity of ruin in the renewal model with claims of dominated variation. Zbl 1046.62115Tang, Qihe 6 2003 A note on max-sum equivalence. Zbl 1211.62085Li, Jinzhu; Tang, Qihe 6 2010 A limit distribution of credit portfolio losses with low default probabilities. Zbl 1416.91393Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi 5 2017 Random difference equations with subexponential innovations. Zbl 1362.60064Tang, QiHe; Yuan, ZhongYi 5 2016 Liquidation risk in insurance under contemporary regulatory frameworks. Zbl 1446.91067Li, Xin; Liu, Haibo; Tang, Qihe; Zhu, Jinxia 4 2020 Risk reducers in convex order. Zbl 1371.91091He, Junnan; Tang, Qihe; Zhang, Huan 4 2016 Some useful counterexamples regarding comonotonicity. Zbl 1357.91019Kaas, Rob; Goovaerts, Marc; Tang, Qihe 4 2004 Indifference pricing of insurance-linked securities in a multi-period model. Zbl 1487.91140Liu, Haibo; Tang, Qihe; Yuan, Zhongyi 4 2021 CAT bond pricing under a product probability measure with pot risk characterization. Zbl 1410.91288Tang, Qihe; Yuan, Zhongyi 3 2019 Analyzing mortality bond indexes via hierarchical forecast reconciliation. Zbl 1427.91236Li, Han; Tang, Qihe 3 2019 Robust actuarial risk analysis. Zbl 1411.91266Blanchet, Jose; Lam, Henry; Tang, Qihe; Yuan, Zhongyi 2 2019 On additivity of tail comonotonic risks. Zbl 1426.91210Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung 2 2019 On the maximum exceedance of a sequence of random variables over a renewal threshold. Zbl 1175.60045Ha, Xuemiao; Tang, Qihe; Wei, Li 2 2009 Ruin probabilities for large claims in delayed renewal risk model. Zbl 1088.62515Tang, Qihe; Su, Chun 2 2002 An asymptotic relationship for ruin probabilities under heavy-tailed claims. Zbl 1098.62568Tang, Qihe 2 2002 Universally marketable insurance under multivariate mixtures. Zbl 1471.91472Lo, Ambrose; Tang, Qihe; Tang, Zhaofeng 2 2021 Large portfolio losses in a turbulent market. Zbl 1487.91151Tang, Qihe; Tong, Zhiwei; Yang, Yang 2 2021 Insurance risk analysis of financial networks vulnerable to a shock. Zbl 1506.91177Tang, Qihe; Tong, Zhiwei; Xun, Li 1 2022 Extension of some classical results on ruin probability to delayed renewal model. Zbl 1031.91059Su, Chun; Jiang, Tao; Tang, Qi-he 1 2002 Notes on Erdős’ conjecture. Zbl 0965.60037Kong, Fanchao; Tang, Qihe 1 2000 A theorem on the convergence of sums of independent random variables. Zbl 0999.60029Kong, Fanchao; Tang, Qihe 1 2001 Ruin probabilities for large claims in equilibrium renewal models. Zbl 1006.62089Kong, Fanchao; Cao, Long; Wang, Jinliang; Tang, Qihe 1 2002 Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh. 1 2004 The reliability of negatively associated dependence structures. Zbl 1155.62449Su, Chun; Jiang, Tao; Tang, Qi He; Liang, Han Ying 1 2002 Characterizations of the heaviness of distribution tails of non-negative variables. Zbl 1481.60031Su, Chun; Hu, Zhi Shui; Tang, Qi He 1 2003 Insurance risk analysis of financial networks vulnerable to a shock. Zbl 1506.91177Tang, Qihe; Tong, Zhiwei; Xun, Li 1 2022 Indifference pricing of insurance-linked securities in a multi-period model. Zbl 1487.91140Liu, Haibo; Tang, Qihe; Yuan, Zhongyi 4 2021 Universally marketable insurance under multivariate mixtures. Zbl 1471.91472Lo, Ambrose; Tang, Qihe; Tang, Zhaofeng 2 2021 Large portfolio losses in a turbulent market. Zbl 1487.91151Tang, Qihe; Tong, Zhiwei; Yang, Yang 2 2021 Liquidation risk in insurance under contemporary regulatory frameworks. Zbl 1446.91067Li, Xin; Liu, Haibo; Tang, Qihe; Zhu, Jinxia 4 2020 Interplay of insurance and financial risks in a stochastic environment. Zbl 1411.91316Tang, Qihe; Yang, Yang 9 2019 Sharp asymptotics for large portfolio losses under extreme risks. Zbl 1431.91370Tang, Qihe; Tang, Zhaofeng; Yang, Yang 8 2019 CAT bond pricing under a product probability measure with pot risk characterization. Zbl 1410.91288Tang, Qihe; Yuan, Zhongyi 3 2019 Analyzing mortality bond indexes via hierarchical forecast reconciliation. Zbl 1427.91236Li, Han; Tang, Qihe 3 2019 Robust actuarial risk analysis. Zbl 1411.91266Blanchet, Jose; Lam, Henry; Tang, Qihe; Yuan, Zhongyi 2 2019 On additivity of tail comonotonic risks. Zbl 1426.91210Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung 2 2019 A limit distribution of credit portfolio losses with low default probabilities. Zbl 1416.91393Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi 5 2017 Random difference equations with subexponential innovations. Zbl 1362.60064Tang, QiHe; Yuan, ZhongYi 5 2016 Risk reducers in convex order. Zbl 1371.91091He, Junnan; Tang, Qihe; Zhang, Huan 4 2016 Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. Zbl 1336.91048Li, Jinzhu; Tang, Qihe 17 2015 Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089Tang, Qihe; Yuan, Zhongyi 47 2014 Reducing risk by merging counter-monotonic risks. Zbl 1291.91098Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe 15 2014 Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function. Zbl 1306.62217Tang, Qihe; Yang, Fan 12 2014 Asymptotic analysis of the loss given default in the presence of multivariate regular variation. Zbl 1412.91056Tang, Qihe; Yuan, Zhongyi 15 2013 A time-homogeneous diffusion model with tax. Zbl 1271.62246Li, Bin; Tang, Qihe; Zhou, Xiaowen 11 2013 Remarks on quantiles and distortion risk measures. Zbl 1256.91027Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe 42 2012 On the Haezendonck-Goovaerts risk measure for extreme risks. Zbl 1239.91084Tang, Qihe; Yang, Fan 27 2012 Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments. Zbl 1255.91180Hao, Xuemiao; Tang, Qihe 13 2012 A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization. Zbl 1291.91128Tang, Qihe; Yuan, Zhongyi 13 2012 Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca 52 2011 The product of two dependent random variables with regularly varying or rapidly varying tails. Zbl 1219.62098Jiang, Jun; Tang, Qihe 14 2011 Characterization of upper comonotonicity via tail convex order. Zbl 1222.60022Nam, Hee Seok; Tang, Qihe; Yang, Fan 12 2011 Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061Li, Jinzhu; Tang, Qihe; Wu, Rong 98 2010 Asymptotics of random contractions. Zbl 1231.91196Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe 44 2010 Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414Tang, Qihe; Wang, Guojing; Yuen, Kam C. 33 2010 Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. Zbl 1231.91243Tang, Qihe; Wei, Li 18 2010 The subexponential product convolution of two Weibull-type distributions. Zbl 1219.60010Liu, Yan; Tang, Qihe 10 2010 The probabilities of absolute ruin in the renewal risk model with constant force of interest. Zbl 1194.91094Konstantinides, Dimitrios G.; Ng, Kai W.; Tang, Qihe 8 2010 A note on max-sum equivalence. Zbl 1211.62085Li, Jinzhu; Tang, Qihe 6 2010 Asymptotic tail probabilities of sums of dependent subexponential random variables. Zbl 1177.62017Geluk, Jaap; Tang, Qihe 67 2009 Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation. Zbl 1179.91104Hao, Xuemiao; Tang, Qihe 9 2009 On the maximum exceedance of a sequence of random variables over a renewal threshold. Zbl 1175.60045Ha, Xuemiao; Tang, Qihe; Wei, Li 2 2009 A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. Zbl 1142.62090Hao, Xuemiao; Tang, Qihe 53 2008 Sums of dependent nonnegative random variables with subexponential tails. Zbl 1137.62310Ko, Bangwon; Tang, Qihe 35 2008 From light tails to heavy tails through multiplier. Zbl 1199.60040Tang, Qihe 34 2008 Insensitivity to negative dependence of asymptotic tail probabilities of sums and maxima of sums. Zbl 1141.62036Tang, Qihe 18 2008 Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims. Zbl 1284.91241Jiang, Jun; Tang, Qihe 9 2008 On the ruin probabilities of a bidimensional perturbed risk model. Zbl 1119.91056Li, Junhai; Liu, Zaiming; Tang, Qihe 51 2007 Heavy tails of discounted aggregate claims in the continuous-time renewal model. Zbl 1211.91152Tang, Qihe 47 2007 The impact on ruin probabilities of the association structure among financial risks. Zbl 1210.91061Tang, Qihe; Vernic, Raluca 16 2007 The overshoot of a random walk with negative drift. Zbl 1108.60042Tang, Qihe 13 2007 Risk measures and comonotonicity: a review. Zbl 1159.91403Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. 149 2006 Insensitivity to negative dependence of the asymptotic behavior of precise large deviations. Zbl 1109.60021Tang, Qihe 60 2006 Tail probabilities of randomly weighted sums of random variables with dominated variation. Zbl 1095.60008Wang, Dingcheng; Tang, Qihe 55 2006 The subexponentiality of products revisited. Zbl 1142.60012Tang, Qihe 39 2006 On convolution equivalence with applications. Zbl 1114.60015Tang, Qihe 24 2006 Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors. Zbl 1136.91490Tang, Qihe 12 2006 The tail probability of discount sums of Pareto-like losses in insurance. Zbl 1144.91026Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe; Vernic, Raluca 53 2005 The finite-time ruin probability of the compound Poisson model with constant interest force. Zbl 1132.91500Tang, Qihe 47 2005 Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation. Zbl 1144.91030Tang, Qihe 36 2005 A large deviation result for aggregate claims with dependent claim occurrences. Zbl 1110.62145Kaas, Rob; Tang, Qihe 26 2005 Weighted sums of subexponential random variables and their maxima. Zbl 1083.60017Chen, Yiqing; Ng, Kai W.; Tang, Qihe 17 2005 Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040Tang, Qihe; Tsitsiashvili, Gurami 100 2004 Precise large deviations for sums of random variables with consistently varying tails. Zbl 1051.60032Ng, Kai W.; Tang, Qihe; Yan, Jia-An; Yang, Hailiang 78 2004 On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012Cai, Jun; Tang, Qihe 56 2004 Asymptotics for the finite time ruin probability in the renewal model with consistent variation. Zbl 1130.60312Tang, Qihe 38 2004 A comonotonic image of independence for additive risk measures. Zbl 1122.91341Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe 31 2004 The ruin probability of a discrete time risk model under constant interest rate with heavy tails. Zbl 1142.62094Tang, Qihe 24 2004 Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails. Zbl 1040.60038Tang, Qihe 15 2004 Maxima of sums and random sums for negatively associated random variables with heavy tails. Zbl 1116.62351Wang, Dingcheng; Tang, Qihe 15 2004 Asymptotic behavior of tail and local probabilities for sums of subexponential random variables. Zbl 1057.60049Ng, Kai W.; Tang, Qihe 13 2004 Capital requirements, risk measures and comonotonicity. Zbl 1357.91018Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, Marc; Kaas, Rob; Vyncke, David 7 2004 Some useful counterexamples regarding comonotonicity. Zbl 1357.91019Kaas, Rob; Goovaerts, Marc; Tang, Qihe 4 2004 Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh. 1 2004 Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563Tang, Qihe; Tsitsiashvili, Gurami 231 2003 Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017Tang, Qihe; Tsitsiashvili, Gurami 82 2003 Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process. Zbl 1084.60544Cheng, Yebin; Tang, Qihe 39 2003 Precise large deviations for the prospective-loss process. Zbl 1028.60024Ng, Kai W.; Tang, Qihe; Yan, Jiaan; Yang, Hailiang 26 2003 A unified approach to generate risk measures. Zbl 1098.91539Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe 18 2003 Note on the tail behavior of random walk maxima with heavy tails and negative drift. Zbl 1084.60515Kaas, Rob; Tang, Qihe 18 2003 Characterizations on heavy-tailed distributions by means of hazard rate. Zbl 1043.60012Su, Chun; Tang, Qi-he 15 2003 A note on the severity of ruin in the renewal model with claims of dominated variation. Zbl 1046.62115Tang, Qihe 6 2003 Characterizations of the heaviness of distribution tails of non-negative variables. Zbl 1481.60031Su, Chun; Hu, Zhi Shui; Tang, Qi He 1 2003 Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami 55 2002 Maxima of sums of heavy-tailed random variables. Zbl 1098.60505Ng, K. W.; Tang, Q. H.; Yang, Hailiang 31 2002 A sharp inequality for the tail probabilities of sums of i.i.d. r.v.’s with dominatedly varying tails. Zbl 1099.60501Tang, Qihe; Yan, Jia’an 12 2002 Approximations for moments of deficit at ruin with exponential and subexponential claims. Zbl 1092.62599Cheng, Yebin; Tang, Qihe; Yang, Hailiang 9 2002 Ruin probabilities for large claims in delayed renewal risk model. Zbl 1088.62515Tang, Qihe; Su, Chun 2 2002 An asymptotic relationship for ruin probabilities under heavy-tailed claims. Zbl 1098.62568Tang, Qihe 2 2002 Extension of some classical results on ruin probability to delayed renewal model. Zbl 1031.91059Su, Chun; Jiang, Tao; Tang, Qi-he 1 2002 Ruin probabilities for large claims in equilibrium renewal models. Zbl 1006.62089Kong, Fanchao; Cao, Long; Wang, Jinliang; Tang, Qihe 1 2002 The reliability of negatively associated dependence structures. Zbl 1155.62449Su, Chun; Jiang, Tao; Tang, Qi He; Liang, Han Ying 1 2002 Large deviations for heavy-tailed random sums in compound renewal model. Zbl 0977.60034Tang, Qihe; Su, Chun; Jiang, Tao; Zhang, Jinsong 76 2001 A contribution to large deviations for heavy-tailed random sums. Zbl 1015.60025Su, Chun; Tang, Qihe; Jiang, Tao 8 2001 A theorem on the convergence of sums of independent random variables. Zbl 0999.60029Kong, Fanchao; Tang, Qihe 1 2001 Notes on Erdős’ conjecture. Zbl 0965.60037Kong, Fanchao; Tang, Qihe 1 2000 all cited Publications top 5 cited Publications all top 5 Cited by 979 Authors 70 Tang, Qihe 60 Yang, Yang 40 Šiaulys, Jonas 40 Wang, Yuebao 31 Wang, Kaiyong 28 Gao, Qingwu 27 Leipus, Remigijus 26 Li, Jinzhu 24 Hashorva, Enkelejd 21 Chen, Yiqing 20 Cheng, Dongya 20 Cheung, Ka Chun 19 Dhaene, Jan 19 Fu, Ke’ang 19 Wang, Dingcheng 19 Yuen, Kam Chuen 17 Shen, Xinmei 16 Liu, Xijun 16 Lu, Dawei 15 Wang, Shijie 14 Goovaerts, Marc J. 14 Vanduffel, Steven 13 Chen, Yu 13 Cheng, Fengyang 13 Laeven, Roger J. A. 13 Ng, Kai Wang 13 Wang, Ruodu 12 Asimit, Alexandru V. 12 Konstantinides, Dimitrios G. 11 Song, Lixin 11 Yang, Hailiang 11 Zhang, Zhimin 10 Boonen, Tim J. 10 Kaas, Rob 10 Lo, Ambrose 10 Yin, Chuancun 10 Yuan, Zhongyi 9 Albrecher, Hansjörg 9 Guo, Fenglong 9 Jiang, Tao 9 Wang, Wenyuan 9 Zhang, Yi 9 Zitikis, Ričardas 8 Cai, Jun 8 Cheung, Eric C. K. 8 Hu, Yijun 8 Lefèvre, Claude 8 Li, Shuanming 8 Mao, Tiantian 8 Peng, Jiangyan 8 Tan, Ken Seng 8 Wei, Li 8 Yu, Changjun 7 Ahn, Jae Youn 7 Cui, Zhaolei 7 Furman, Edward 7 Geng, Bingzhen 7 Linders, Daniël 7 Liu, Jiajun 7 Su, Chun 7 Vernic, Raluca 7 Wang, Wensheng 7 Yang, Haizhong 6 Bai, Xiaodong 6 Guillen, Montserrat 6 Landsman, Zinoviy M. 6 Lin, Jianxi 6 Loisel, Stéphane 6 Peng, Liang 6 Weng, Chengguo 6 Willmot, Gordon E. 6 Xu, Hui 5 Griffin, Philip S. 5 Hu, Taizhong 5 Kim, Joseph Hyun Tae 5 Landriault, David 5 Li, Bin 5 Lin, Jinguan 5 Lin, Zhengyan 5 Pakes, Anthony G. 5 Psarrakos, Georgios 5 Ragulina, Olena 5 Santolino, Miguel 5 Wang, Xuejun 5 Wu, Rong 5 Yam, Sheung Chi Phillip 5 Yang, Hu 5 Zhang, WeiPing 5 Zhang, Yiying 4 Asmussen, Søren 4 Badescu, Alexandru M. 4 Badescu, Andrei L. 4 Bernard, Carole L. 4 Bi, Xiuchun 4 Cang, Yuquan 4 Chen, Yang 4 Claramunt, M. Mercè 4 Feng, Runhuan 4 Geluk, Jaap L. 4 Ghossoub, Mario ...and 879 more Authors all top 5 Cited in 128 Serials 227 Insurance Mathematics & Economics 81 Communications in Statistics. Theory and Methods 79 Statistics & Probability Letters 43 Scandinavian Actuarial Journal 33 Journal of Applied Probability 29 Lithuanian Mathematical Journal 25 Journal of Mathematical Analysis and Applications 24 ASTIN Bulletin 22 Journal of Computational and Applied Mathematics 19 Advances in Applied Probability 19 North American Actuarial Journal 18 Acta Mathematicae Applicatae Sinica. English Series 18 Methodology and Computing in Applied Probability 16 European Journal of Operational Research 15 Journal of Inequalities and Applications 13 Extremes 13 Journal of the Korean Statistical Society 12 Stochastic Models 11 Journal of Industrial and Management Optimization 10 Applied Mathematics. Series B (English Edition) 10 European Actuarial Journal 10 Modern Stochastics. 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Probabilités et Statistiques 2 Journal of Difference Equations and Applications 2 Mathematical Finance 2 International Journal of Theoretical and Applied Finance 2 Decisions in Economics and Finance 2 Computational Management Science 2 Journal of Statistical Mechanics: Theory and Experiment 2 Journal of Physics A: Mathematical and Theoretical 2 Advances in Decision Sciences 2 Annals of Finance 2 Statistics & Risk Modeling 2 Communications in Mathematics and Statistics 1 Discrete Applied Mathematics 1 Journal of Mathematical Physics 1 Physica A 1 The Annals of Probability 1 Automatica 1 Biometrics 1 Fuzzy Sets and Systems 1 International Journal of Mathematics and Mathematical Sciences 1 Journal of Economic Theory 1 Journal of the Korean Mathematical Society 1 Journal of Mathematical Economics 1 Journal of Optimization Theory and Applications 1 Journal of Statistical Planning and Inference 1 Operations Research Letters 1 Probability and Mathematical Statistics 1 Acta Applicandae Mathematicae 1 Statistical Science 1 International Journal of Approximate Reasoning 1 Computational Mathematics and Modeling 1 Economic Quality Control 1 Applied Mathematical Modelling 1 Automation and Remote Control 1 Cybernetics and Systems Analysis 1 Test 1 Journal of Computer and Systems Sciences International 1 Theory of Probability and Mathematical Statistics 1 Statistical Papers 1 Journal of Mathematical Sciences (New York) 1 Statistica Sinica 1 Complexity ...and 28 more Serials all top 5 Cited in 31 Fields 702 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 606 Probability theory and stochastic processes (60-XX) 472 Statistics (62-XX) 36 Operations research, mathematical programming (90-XX) 12 Systems theory; control (93-XX) 10 Numerical analysis (65-XX) 6 Integral transforms, operational calculus (44-XX) 6 Functional analysis (46-XX) 5 Measure and integration (28-XX) 5 Integral equations (45-XX) 4 Computer science (68-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Number theory (11-XX) 3 Real functions (26-XX) 3 Difference and functional equations (39-XX) 2 Mathematical logic and foundations (03-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Approximations and expansions (41-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Biology and other natural sciences (92-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Sequences, series, summability (40-XX) 1 Convex and discrete geometry (52-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) 1 Mathematics education (97-XX) Citations by Year