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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Tang, Qihe"
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Tang, Qihe
Platen, Eckhard
43
Liang, Zongxia
15
Zeng, Yan
13
Young, Virginia R.
12
He, Xue-zhong
11
Chiarella, Carl
10
Li, Zhongfei
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8
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He, Lin
4
Laeven, Roger J. A.
4
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4
Li, Bin
4
Li, Kai
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Liang, Xiaoqing
4
Lu, Yi
4
Marceau, Etienne
4
Rendek, Renata
4
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4
Shevchenko, Pavel V.
4
Tan, Ken Seng
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Insurance / Mathematics & economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
European journal of operational research : EJOR
2
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1
Scandinavian actuarial journal
1
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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. 310-324
Persistent link: https://www.econbiz.de/10009404721
Saved in:
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