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A large deviation result for aggregate claims with dependent claim occurrences
Kaas, Rob; Tang, Qihe - In: Insurance / Mathematics & economics 36 (2005) 3, pp. 251-259
Persistent link: https://www.econbiz.de/10006876269
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Some new classes of consistent risk measures
Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe - In: Insurance / Mathematics & economics 34 (2004) 3, pp. 505-516
Persistent link: https://www.econbiz.de/10006881926
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Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails
Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami - In: Insurance / Mathematics & economics 31 (2002) 3, pp. 447-460
Persistent link: https://www.econbiz.de/10006892305
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The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
Tang, Qihe - In: Scandinavian actuarial journal : Actuarial Society of … 104 (2004) 3, pp. 229
Persistent link: https://www.econbiz.de/10005926451
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The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
Tang, Qihe - In: Scandinavian actuarial journal : Actuarial Society of … 108 (2004) 3, pp. 229
Persistent link: https://www.econbiz.de/10005927741
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Asymptotics for risk capital allocations based on Conditional Tail Expectation
Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; … - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 310-325
Persistent link: https://www.econbiz.de/10009807358
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On the ruin probabilities of a bidimensional perturbed risk model
Li, Junhai; Liu, Zaiming; Tang, Qihe - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 185-195
Persistent link: https://www.econbiz.de/10007728686
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Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims
Jiang, Jun; Tang, Qihe - In: Insurance / Mathematics & economics 43 (2008) 3, pp. 431-436
Persistent link: https://www.econbiz.de/10008149205
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A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
Hao, Xuemiao; Tang, Qihe - In: Insurance / Mathematics & economics 43 (2008) 1, pp. 116-120
Persistent link: https://www.econbiz.de/10008082356
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The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
Goovaerts, Marc; Kaas, Rob; Laeven, Roger; Tang, Qihe; … - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 6, pp. 446-461
Persistent link: https://www.econbiz.de/10007258637