Qi-he Tang

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Person:1566064

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zbMath Open tang.qiheMaRDI QIDQ1566064

List of research outcomes

PublicationDate of PublicationType
Worst-case moments under partial ambiguity2023-07-13Paper
Pricing extreme mortality risk in the wake of the COVID-19 pandemic2023-02-03Paper
Insurance risk analysis of financial networks vulnerable to a shock2022-05-20Paper
https://portal.mardi4nfdi.de/entity/Q50650102022-03-17Paper
Portfolio risk analysis of excess of loss reinsurance2022-03-10Paper
UNIVERSALLY MARKETABLE INSURANCE UNDER MULTIVARIATE MIXTURES2021-10-20Paper
Large portfolio losses in a turbulent market2021-06-07Paper
Indifference pricing of insurance-linked securities in a multi-period model2021-06-03Paper
Liquidation risk in insurance under contemporary regulatory frameworks2020-08-03Paper
ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION2019-11-22Paper
On additivity of tail comonotonic risks2019-11-06Paper
CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION2019-05-29Paper
Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation2019-05-15Paper
Interplay of insurance and financial risks in a stochastic environment2019-05-10Paper
Robust Actuarial Risk Analysis2019-05-08Paper
Sharp asymptotics for large portfolio losses under extreme risks2019-03-12Paper
A limit distribution of credit portfolio losses with low default probabilities2017-11-23Paper
Random difference equations with subexponential innovations2017-05-05Paper
https://portal.mardi4nfdi.de/entity/Q29682712017-03-13Paper
https://portal.mardi4nfdi.de/entity/Q29682982017-03-13Paper
Risk reducers in convex order2016-12-13Paper
Interplay of insurance and financial risks in a discrete-time model with strongly regular variation2015-08-05Paper
Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function2015-02-03Paper
Randomly weighted sums of subexponential random variables with application to capital allocation2015-01-23Paper
A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization2014-07-19Paper
Reducing risk by merging counter-monotonic risks2014-06-23Paper
A Time-Homogeneous Diffusion Model with Tax2013-04-25Paper
Remarks on quantiles and distortion risk measures2013-02-05Paper
Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments2013-01-19Paper
On the Haezendonck-Goovaerts risk measure for extreme risks2012-04-18Paper
Heavy tails of a Lévy process and its maximum over a random time interval2012-03-29Paper
Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence2012-02-10Paper
Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model2012-02-10Paper
Asymptotics of random contractions2012-02-10Paper
Asymptotics for risk capital allocations based on conditional tail expectation2011-12-21Paper
Characterization of upper comonotonicity via tail convex order2011-08-01Paper
The product of two dependent random variables with regularly varying or rapidly varying tails2011-07-26Paper
THE SUBEXPONENTIAL PRODUCT CONVOLUTION OF TWO WEIBULL-TYPE DISTRIBUTIONS2011-06-14Paper
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model2011-02-09Paper
A note on max-sum equivalence2010-12-20Paper
The probabilities of absolute ruin in the renewal risk model with constant force of interest2010-07-20Paper
Asymptotic tail probabilities of sums of dependent subexponential random variables2010-01-04Paper
Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation2009-12-22Paper
From light tails to heavy tails through multiplier2009-08-08Paper
On the Maximum Exceedance of a Sequence of Random Variables Over a Renewal Threshold2009-07-15Paper
https://portal.mardi4nfdi.de/entity/Q35996572009-02-09Paper
Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims2009-01-16Paper
A uniform asymptotic estimate for discounted aggregate claims with subexponential tails2008-08-18Paper
Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums2008-06-12Paper
Sums of Dependent Nonnegative Random Variables with Subexponential Tails2008-04-30Paper
Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model2008-02-22Paper
The impact on ruin probabilities of the association structure among financial risks2008-01-21Paper
The subexponentiality of products revisited2007-12-16Paper
Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation2007-12-16Paper
The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance2007-12-16Paper
The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails2007-12-16Paper
On the ruin probabilities of a bidimensional perturbed risk model2007-07-19Paper
A large deviation result for aggregate claims with dependent claim occurrences2007-05-24Paper
Tail asymptotics for Pollaczek-Khinchin type series with applications to ruin in perturbed model2007-04-10Paper
The overshoot of a random walk with negative drift2007-03-15Paper
Risk Measures and Comonotonicity: A Review2007-02-15Paper
On convolution equivalence with applications2006-11-06Paper
Insensitivity to negative dependence of the asymptotic behavior of precise large deviations2006-11-03Paper
A note on the ruin probability in the delayed renewal risk model2006-10-24Paper
An asymptotic relationship for ruin probabilities under heavy-tailed claims2006-09-22Paper
A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails2006-09-22Paper
Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation2006-07-13Paper
ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS2006-05-09Paper
The finite-time ruin probability of the compound Poisson model with constant interest force2006-01-26Paper
Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process2006-01-05Paper
Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift2006-01-05Paper
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.2005-11-29Paper
Weighted sums of subexponential random variables and their maxima2005-09-29Paper
A comonotonic image of independence for additive risk measures2005-08-05Paper
Two-sided bounds for ruin probability under constant interest force2005-06-28Paper
Maxima of sums and random sums for negatively associated random variables with heavy tails2005-04-21Paper
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments2005-04-05Paper
Maxima of Sums of Heavy-Tailed Random Variables2005-03-30Paper
A Unified Approach to Generate Risk Measures2005-03-30Paper
Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation2005-01-19Paper
On the moments of the severity of ruin in the delayed renewal risk model under heavy-tailed claims2004-10-28Paper
Randomly weighted sums of subexponential random variables with application to ruin theory2004-09-24Paper
Precise large deviations for sums of random variables with consistently varying tails2004-09-24Paper
Asymptotic behavior of tail and local probabilities for sums of subexponential random variables2004-09-24Paper
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications2004-09-24Paper
https://portal.mardi4nfdi.de/entity/Q44708092004-06-18Paper
A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION2004-05-27Paper
UNIFORM ESTIMATES FOR THE TAIL PROBABILITY OF MAXIMA OVER FINITE HORIZONS WITH SUBEXPONENTIAL TAILS2004-03-29Paper
Extension of some classical results on ruin probability to delayed renewal model2004-02-27Paper
Precise large deviations for the prospective-loss process2003-11-17Paper
Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails.2003-11-16Paper
Characterizations on heavy-tailed distributions by means of hazard rate.2003-09-23Paper
Approximations for moments of deficit at ruin with exponential and subexponential claims.2003-05-07Paper
https://portal.mardi4nfdi.de/entity/Q47922112003-02-11Paper
https://portal.mardi4nfdi.de/entity/Q47805842003-02-06Paper
Ruin probabilities for large claims in delayed renewal risk model2002-12-01Paper
A contribution to large deviations for heavy-tailed random sums2002-08-15Paper
A theorem on the convergence of sums of independent random variables2002-06-18Paper
Large deviations for heavy-tailed random sums in compound renewal model2002-01-04Paper
https://portal.mardi4nfdi.de/entity/Q45286892001-08-02Paper
https://portal.mardi4nfdi.de/entity/Q45167412000-11-28Paper

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