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1
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
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
Saved in:
3
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
4
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
Saved in:
5
Interplay of insurance and financial risks in a stochastic environment
Tang, Qihe
;
Yang, Yang
- In:
Scandinavian actuarial journal
2019
(
2019
)
5
,
pp. 432-451
Persistent link: https://www.econbiz.de/10012194959
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Asymptotics of random contractions
Hashorva, Enkelejd
;
Pakes, Anthony G.
;
Tang, Qihe
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 405-414
Persistent link: https://www.econbiz.de/10008746996
Saved in:
9
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
Saved in:
10
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
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