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Solvency capital, risk measures and cosmonotonicity : a review
Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, … - 2004
Persistent link: https://www.econbiz.de/10002153389
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On the Haezendonck-Goovaerts risk measure for extreme risks
Tang, Qihe; Fan, Yang - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 217-227
Persistent link: https://www.econbiz.de/10009501684
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Reducing risk by merging counter-monotonic risks
Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe - In: Insurance / Mathematics & economics 54 (2014), pp. 58-65
Persistent link: https://www.econbiz.de/10010259677
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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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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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Risk reducers in convex order
He, Junnan; Tang, Qihe; Zhang, Huan - In: Insurance / Mathematics & economics 70 (2016), pp. 80-88
Persistent link: https://www.econbiz.de/10011597183
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Robust actuarial risk analysis
Blanchet, Jose; Lam, Henry; Tang, Qihe; Yuan, Zhongyi - In: North American actuarial journal : NAAJ ; leading the … 23 (2019) 1, pp. 33-63
Persistent link: https://www.econbiz.de/10012180603
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Insurance risk analysis of financial networks vulnerable to a shock
Tang, Qihe; Tong, Zhiwei; Xun, Li - In: European journal of operational research : EJOR 301 (2022) 2, pp. 756-771
Persistent link: https://www.econbiz.de/10013207676
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Portfolio risk analysis of excess of loss reinsurance
Tang, Qihe; Tong, Zhiwei; Xun, Li - In: Insurance / Mathematics & economics 102 (2022), pp. 91-110
Persistent link: https://www.econbiz.de/10013271962