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Liquidation risk in the presence of Chapters 7 and 11 of the US bankruptcy code
Li, Bin; Tang, Qihe; Wang, Lihe; Zhou, Xiaowen - In: Journal of financial engineering 1 (2014) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10010508024
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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/10003755694
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Sharp asymptotics for large portfolio losses under extreme risks
Tang, Qihe; Tang, Zhaofeng; Yang, Yang - In: European journal of operational research : EJOR 276 (2019) 2, pp. 710-722
Persistent link: https://www.econbiz.de/10012003644
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A limit distribution of credit portfolio losses with low default probabilities
Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi - In: Insurance / Mathematics & economics 73 (2017), pp. 156-167
Persistent link: https://www.econbiz.de/10011702063
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Liquidation risk in insurance under contemporary regulatory frameworks
Li, Xin; Liu, Haibo; Tang, Qihe; Zhu, Jinxia - In: Insurance / Mathematics & economics 93 (2020), pp. 36-49
Persistent link: https://www.econbiz.de/10012294060