The following pages link to Qi-he Tang (Q1566064):
Displaying 50 items.
- (Q173684) (redirect page) (← links)
- Oscillatory fractional Brownian motion (Q385587) (← links)
- On the form of the large deviation rate function for the empirical measures of weakly interacting systems (Q470049) (← links)
- Randomly weighted sums of subexponential random variables with application to capital allocation (Q488110) (← links)
- Random difference equations with subexponential innovations (Q525896) (← links)
- The product of two dependent random variables with regularly varying or rapidly varying tails (Q552982) (← links)
- A note on max-sum equivalence (Q613149) (← links)
- On the local time of sub-fractional Brownian motion (Q617051) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence (Q659177) (← links)
- Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
- Asymptotics of random contractions (Q661266) (← links)
- Sharp asymptotics for large portfolio losses under extreme risks (Q666988) (← links)
- (Q763679) (redirect page) (← links)
- Heavy tails of a Lévy process and its maximum over a random time interval (Q763680) (← links)
- Liquidation risk in insurance under contemporary regulatory frameworks (Q784414) (← links)
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations (Q850395) (← links)
- On convolution equivalence with applications (Q850761) (← links)
- The overshoot of a random walk with negative drift (Q871033) (← links)
- Tail asymptotics for Pollaczek-Khinchin type series with applications to ruin in perturbed model (Q874849) (← links)
- A large deviation result for aggregate claims with dependent claim occurrences (Q882851) (← links)
- A uniform asymptotic estimate for discounted aggregate claims with subexponential tails (Q938042) (← links)
- On the ruin probabilities of a bidimensional perturbed risk model (Q997098) (← links)
- Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← links)
- Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. (Q1413376) (← links)
- Extension of some classical results on ruin probability to delayed renewal model (Q1566065) (← links)
- A contribution to large deviations for heavy-tailed random sums (Q1609657) (← links)
- A limit distribution of credit portfolio losses with low default probabilities (Q1681199) (← links)
- Maxima of sums and random sums for negatively associated random variables with heavy tails (Q1771428) (← links)
- (Q1781719) (redirect page) (← links)
- Two-sided bounds for ruin probability under constant interest force (Q1781720) (← links)
- Ruin probabilities for large claims in delayed renewal risk model (Q1849325) (← links)
- Approximations for moments of deficit at ruin with exponential and subexponential claims. (Q1871297) (← links)
- Characterizations on heavy-tailed distributions by means of hazard rate. (Q1873591) (← links)
- Randomly weighted sums of subexponential random variables with application to ruin theory (Q1880889) (← links)
- On the moments of the severity of ruin in the delayed renewal risk model under heavy-tailed claims (Q1885183) (← links)
- Maximal inequalities for additive processes (Q1930528) (← links)
- Remarks on quantiles and distortion risk measures (Q1936474) (← links)
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
- Reducing risk by merging counter-monotonic risks (Q2015473) (← links)
- Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
- Large portfolio losses in a turbulent market (Q2030632) (← links)
- Insurance risk analysis of financial networks vulnerable to a shock (Q2140225) (← links)
- From light tails to heavy tails through multiplier (Q2271715) (← links)
- Characterization of upper comonotonicity via tail convex order (Q2276242) (← links)
- On the Haezendonck-Goovaerts risk measure for extreme risks (Q2427827) (← links)
- A note on the ruin probability in the delayed renewal risk model (Q2431864) (← links)
- The subexponentiality of products revisited (Q2463677) (← links)
- The impact on ruin probabilities of the association structure among financial risks (Q2467388) (← links)
- A comonotonic image of independence for additive risk measures (Q2485529) (← links)