Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest

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 · 344 citations

Economics, Precise Estimates, Computational Finance +8

Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate

Kaiyong Wang, Yuebao Wang, Qingwu Gao · Methodology And Computing In Applied Probability · 2011 · 228 citations

Term Structure Model, Finite-time Ruin Probability, Constant Interest Rate +7

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

Qihe Tang · Extremes · 2003 · 142 citations

Engineering, Entropy, Integrable Probability +6

Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation

Yiqing Chen, Kam Chuen Yuen · Stochastic Models · 2009 · 133 citations

Engineering, Integrable Probability, Consistent Variation +6

Asymptotic Tail Probabilities of Sums of Dependent Subexponential Random Variables

Jaap Geluk, Qihe Tang · Journal of Theoretical Probability · 2008 · 123 citations

Integrable Probability, Asymptotic Tail Probabilities, Probability Theory +1