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Publications by Qihe Tang

Uniform Tail Asymptotics for the Stochastic Present Value of Aggregate Claims in the Renewal Risk Model

Insurance: Mathematics and Economics

English

Remarks on Quantiles and Distortion Risk Measures

European Actuarial Journal

English

Subexponential Tails of Discounted Aggregate Claims in a Time-Dependent Renewal Risk Model

Advances in Applied Probability

Applied Mathematics

English

A Time-Homogeneous Diffusion Model With Tax

Journal of Applied Probability

English

Asymptotic Ruin Probabilities of the Lévy Insurance Model Under Periodic Taxation

English

A Comonotonic Image of Independence for Additive Risk Measures

Insurance: Mathematics and Economics

English

The Finite-Time Ruin Probability of the Compound Poisson Model With Constant Interest Force

Journal of Applied Probability

English