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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

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 / Mathematics & economics 46 (2010) 1, pp. 19-31

Persistent link: https://www.econbiz.de/10003953207

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 / Mathematics & economics 46 (2010) 2, pp. 362-370

Persistent link: https://www.econbiz.de/10003966599

Characterization of upper comonotonicity via tail convex order

Nam, Hee Seok; Tang, Qihe; Yang, Fan - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 368-373

Persistent link: https://www.econbiz.de/10008989292

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

On partial hedging and counter-monotonic sums

Cheung, Ka Chun; Dhaene, Jan; Tang, Qihe - 2011

Persistent link: https://www.econbiz.de/10009485837

A comonotonic image of independence for additive risk measures

Goovaerts, Marc J.; Kaas, R.; Laeven, Roger J. A.; … - 2004

This paper presents a new axiomatic characterization of risk measures that are additive for independent random variables. In contrast to previous work, we include an axiom that guarantees monotonicity of the risk measure. Furthermore, the axiom of additivity for independent random variables is...

Persistent link: https://www.econbiz.de/10011334834

Asymptotic analysis of the loss given default in the presence of multivariate regular variation

Tang, Qihe; Yuan, Zhongyi - In: North American actuarial journal 17 (2013) 3, pp. 253-271

Persistent link: https://www.econbiz.de/10011338512

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

Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function

Tang, Qihe; Yang, Fan - In: Insurance / Mathematics & economics 59 (2014), pp. 311-320

Persistent link: https://www.econbiz.de/10010469980