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When \\(X_t\\) is the standard Brownian motion \\(B_t\\), the tangent approximation provides an inaccurate density approximation of \\(\\tau_f\\) by using the Bachelier-Levy formula: \\(p^{a,b} (t) = {a \\over t^{3/2}} \\varphi ({a + bt \\over t^{1/2}})\\), where \\(\\varphi\\) is the standard Brownian density, \\(a = f(t) - tf'(t)\\), \\(b = f'(t)\\). Authors introduce the hazard rate tangent approximation, which considerably improves on the tangent approximation when \\(f\\) is convex or concave. 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