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On the ruin probabilities of a bidimensional perturbed risk model
Li, Junhai; Liu, Zaiming; Tang, Qihe - In: Insurance 41 (2007) 1, pp. 185-195
Persistent link: https://www.econbiz.de/10003755694
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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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Tail risk driven by investment losses and exogenous shocks
Man, Xinyue; Tang, Qihe - In: ASTIN bulletin : the journal of the International … 54 (2024) 3, pp. 712-737
Persistent link: https://www.econbiz.de/10015154571
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On the Haezendonck-Goovaerts risk measure for extreme risks
Tang, Qihe; Fan, Yang - In: Insurance 50 (2012) 1, pp. 217-227
Persistent link: https://www.econbiz.de/10009501684
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Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence
Tang, Qihe; Wei, Li - In: Insurance 46 (2010) 1, pp. 19-31
Persistent link: https://www.econbiz.de/10003953207
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Reducing risk by merging counter-monotonic risks
Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe - In: Insurance 54 (2014), pp. 58-65
Persistent link: https://www.econbiz.de/10010259677
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Asymptotics of random contractions
Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe - In: Insurance 47 (2010) 3, pp. 405-414
Persistent link: https://www.econbiz.de/10008746996
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Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
Tang, Qihe; Wang, Guojing; Yuen, Kam C. - In: Insurance 46 (2010) 2, pp. 362-370
Persistent link: https://www.econbiz.de/10003966599
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Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function
Tang, Qihe; Yang, Fan - In: Insurance 59 (2014), pp. 311-320
Persistent link: https://www.econbiz.de/10010469980
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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