Qihe Tang

Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks

Qihe Tang · Stochastic Processes and their Applications · 2003 · 346 citations

Business, Finance, Insurance +16

Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments

Qihe Tang · Advances in Applied Probability · 2004 · 152 citations

Business, Economics, Insurance +14

Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model

Jinzhu Li, Qihe Tang, Rong Wu · Advances in Applied Probability · 2010 · 147 citations · Full text

Engineering, Risk Management, Financial Economics +13

Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory

Qihe Tang · Extremes · 2003 · 144 citations

Natural Sciences, Mathematics, Probability Theory +9

Remarks on quantiles and distortion risk measures

Jan Dhaene, Alexander Kukush, Daniël Linders et al. · European Actuarial Journal · 2012 · 139 citations

Natural Sciences, Finance, Mathematics +12