Tang, Qihe - Department of Statistics and Actuarial Science, University of Iowa

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Tang, Qihe - Department of Statistics and Actuarial Science, University of Iowa

CURRICULUM VITAE Contact Information
The Product of Two Dependent Random Variables with Regularly Varying or Rapidly Varying Tails
Asymptotics of Random Contractions ENKELEJD HASHORVA 1
Uniform Tail Asymptotics for the Stochastic Present Value of Aggregate Claims in the Renewal Risk Model
Asymptotic Aspects of the Gerber-Shiu Function in the Renewal Risk Model Using Wiener-Hopf
Asymptotic Tail Probabilities of Sums of Dependent Subexponential Random Variables
A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Subexponential Tails
Sums of Dependent Nonnegative Random Variables with Subexponential Tails
On Convolution Equivalence with Applications Department of Statistics and Actuarial Science
Weighted Sums of Subexponential Random Variables and Their Maxima
Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails
The Subexponential Product Convolution of Two Weibull-type Distributions
Precise Estimates for the Ruin Probability in Finite Horizon in a Discrete-time Model with
Finite and Infinite Time Ruin Probabilities in the Presence of Stochastic Returns on Investments
Heavy Tails of Discounted Aggregate Claims in the Continuous-time Renewal Model
Full List of Refereed Journal Publications Liu, Y.; Tang, Q. Heavy tails of a Lvy process and its maximum over a random time
From Light Tails to Heavy Tails through Multiplier Department of Statistics and Actuarial Science
Subexponential Tails of Discounted Aggregate Claims in a Time-Dependent Renewal Risk Model
THE PROBABILITIES OF ABSOLUTE RUIN IN THE RENEWAL RISK MODEL WITH CONSTANT FORCE OF INTEREST
Reinsurance under the LCR and ECOMOR Treaties with Emphasis on Light-tailed Claims
Asymptotic Ruin Probabilities of the Lvy Insurance Model under Periodic Taxation
Characterization of Upper Comonotonicity via Tail Convex Order
Asymptotics for Risk Capital Allocations based on Conditional Tail Expectation
On the HaezendonckGoovaerts Risk Measure for Extreme Risks