متابعة
Qihe Tang
عنوان
عدد مرات الاقتباسات
عدد مرات الاقتباسات
السنة
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks‏
Q Tang, G Tsitsiashvili‏
Stochastic Processes and their Applications 108 (2), 299-325, 2003‏
4562003
Risk measures and comonotonicity: a review‏
J Dhaene, S Vanduffel, MJ Goovaerts, R Kaas, Q Tang, D Vyncke‏
Stochastic Models 22 (4), 573-606, 2006‏
4052006
Randomly weighted sums of subexponential random variables with application to ruin theory‏
Q Tang, G Tsitsiashvili‏
Extremes 6, 171-188, 2003‏
1942003
Large deviations for heavy-tailed random sums in compound renewal model‏
Q Tang, C Su, T Jiang, J Zhang‏
Statistics & Probability Letters 52 (1), 91-100, 2001‏
1892001
Precise large deviations for sums of random variables with consistently varying tails‏
KW Ng, Q Tang, JA Yan, H Yang‏
Journal of Applied Probability 41 (1), 93-107, 2004‏
1732004
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments‏
Q Tang, G Tsitsiashvili‏
Advances in Applied Probability 36 (4), 1278-1299, 2004‏
1682004
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model‏
J Li, Q Tang, R Wu‏
Advances in Applied Probability 42 (4), 1126-1146, 2010‏
1592010
Some new classes of consistent risk measures‏
MJ Goovaerts, R Kaas, J Dhaene, Q Tang‏
Insurance: Mathematics and Economics 34 (3), 505-516, 2004‏
1462004
Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails‏
D Konstantinides, Q Tang, G Tsitsiashvili‏
Insurance: Mathematics and Economics 31 (3), 447-460, 2002‏
1412002
Asymptotic tail probabilities of sums of dependent subexponential random variables‏
J Geluk, Q Tang‏
Journal of Theoretical Probability 22, 871-882, 2009‏
1402009
Insensitivity to negative dependence of the asymptotic behavior of precise large deviations‏
Q Tang‏
Electronic Journal of Probability 11, 107-120, 2006‏
1372006
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications‏
J Cai, Q Tang‏
Journal of Applied Probability 41 (1), 117-130, 2004‏
1322004
Remarks on quantiles and distortion risk measures‏
J Dhaene, A Kukush, D Linders, Q Tang‏
European Actuarial Journal 2 (2), 319-328, 2012‏
1282012
Moments of the surplus before ruin and the defecit at ruin in the Erlang (2) risk process‏
Y Cheng, Q Tang‏
North American Actuarial Journal 7 (1), 1-12, 2003‏
1202003
The finite-time ruin probability of the compound Poisson model with constant interest force‏
Q Tang‏
Journal of Applied Probability 42 (3), 608-619, 2005‏
1192005
Asymptotics for risk capital allocations based on conditional tail expectation‏
AV Asimit, E Furman, Q Tang, R Vernic‏
Insurance Mathematics and Economics 49 (3), 310-324, 2011‏
1172011
Randomly weighted sums of subexponential random variables with application to capital allocation‏
Q Tang, Z Yuan‏
Extremes 17 (3), 467-493, 2014‏
1102014
Tail probabilities of randomly weighted sums of random variables with dominated variation‏
D Wang, Q Tang‏
Stochastic Models 22 (2), 253-272, 2006‏
1052006
The tail probability of discounted sums of Pareto-like losses in insurance‏
MJ Goovaerts, R Kaas, RJA Laeven, Q Tang, R Vernic‏
Scandinavian Actuarial Journal 2005 (6), 446-461, 2005‏
1022005
Sums of dependent nonnegative random variables with subexponential tails‏
B Ko, Q Tang‏
Journal of Applied Probability 45 (1), 85-94, 2008‏
952008
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مقالات 1–20