The following pages link to Qi-he Tang (Q1566064):
Displayed 50 items.
- An asymptotic relationship for ruin probabilities under heavy-tailed claims (Q2503787) (← links)
- A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails (Q2503816) (← links)
- Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (Q2514630) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims (Q2518549) (← links)
- Risk reducers in convex order (Q2520435) (← links)
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (Q2574612) (← links)
- Portfolio risk analysis of excess of loss reinsurance (Q2670110) (← links)
- Pricing extreme mortality risk in the wake of the COVID-19 pandemic (Q2681451) (← links)
- (Q2968271) (← links)
- (Q2968298) (← links)
- THE SUBEXPONENTIAL PRODUCT CONVOLUTION OF TWO WEIBULL-TYPE DISTRIBUTIONS (Q3008156) (← links)
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)
- Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
- The finite-time ruin probability of the compound Poisson model with constant interest force (Q3367735) (← links)
- Risk Measures and Comonotonicity: A Review (Q3424141) (← links)
- Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums (Q3506295) (← links)
- The probabilities of absolute ruin in the renewal risk model with constant force of interest (Q3578667) (← links)
- (Q3599657) (← links)
- Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation (Q3653505) (← links)
- Precise large deviations for the prospective-loss process (Q4435681) (← links)
- UNIFORM ESTIMATES FOR THE TAIL PROBABILITY OF MAXIMA OVER FINITE HORIZONS WITH SUBEXPONENTIAL TAILS (Q4460799) (← links)
- A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION (Q4465302) (← links)
- (Q4470809) (← links)
- (Q4516741) (← links)
- (Q4528689) (← links)
- Maxima of Sums of Heavy-Tailed Random Variables (Q4661648) (← links)
- A Unified Approach to Generate Risk Measures (Q4661679) (← links)
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
- (Q4780584) (← links)
- (Q4792211) (← links)
- Precise large deviations for sums of random variables with consistently varying tails (Q4819438) (← links)
- Asymptotic behavior of tail and local probabilities for sums of subexponential random variables (Q4819439) (← links)
- On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (Q4819440) (← links)
- Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) (← links)
- A Time-Homogeneous Diffusion Model with Tax (Q4918572) (← links)
- ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION (Q4972126) (← links)
- (Q5065010) (← links)
- UNIVERSALLY MARKETABLE INSURANCE UNDER MULTIVARIATE MIXTURES (Q5157770) (← links)
- A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization (Q5168698) (← links)
- On additivity of tail comonotonic risks (Q5242233) (← links)
- ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS (Q5291231) (← links)
- On the Maximum Exceedance of a Sequence of Random Variables Over a Renewal Threshold (Q5321769) (← links)
- Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
- CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION (Q5379415) (← links)
- Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation (Q5430548) (← links)
- The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (Q5430560) (← links)
- The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails (Q5430578) (← links)
- Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model (Q5443731) (← links)
- Sums of Dependent Nonnegative Random Variables with Subexponential Tails (Q5459910) (← links)