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- Institute of Global Finance (IGF)

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# Qihe Tang

### Professor

School of Risk ＆ Actuarial - Ph.D. in statistics from the University of Science and Technology of China

- Bio
- Publications & Research
- Teaching & Supervision
- Grants
- Engagement
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### About Qihe

Qihe Tang joined the UNSW Business School as a Full Professor under the Strategic Hires and Retention Pathways (SHARP) scheme in July 2017.

After earning his Ph.D. in statistics from the University of Science and Technology of China in 2001, he has worked at different places in the world including the University of Hong Kong (2001), the University of Amsterdam (2002-2004), the Concordia University (2004-2005), and the University of Iowa (2006-present). At the University of Iowa, he was promoted to Full Professor in July 2012, and he was conferred the F. Wendell Miller Endowed Professorship in July 2014 in honour of his scholarly work and professional contributions.

Qihe Tang’s expertise centers on extreme value theory for insurance, finance, and quantitative risk management. Recently, he has been working on various topics newly arising from the interdisciplinary area of insurance, finance, probability, and statistics. These topics include: (1) interplay of insurance and financial risks, (2) large credit portfolio losses, and (3) modeling, measuring, and managing catastrophe risks. His research on these topics has been constantly supported by external grants.

Qihe Tang has recently been elected as an editor for *Insurance: Mathematics and Economics*. Currently, he is also an associate editor for the journals *TEST, Applied Stochastic Models in Business and Industry*, and *Statistics & Probability Letters*, and serves on the editorial boards of the journals *Risks* and *Dependence Modeling*. He has graduated a number of doctoral students who are now university professors all over the world.

### Selected Publications

- Shi X;Tang Q;Yuan Z, 2017, 'A limit distribution of credit portfolio losses with low default probabilities',
*Insurance: Mathematics and Economics*, vol. 73, pp. 156 - 167, http://dx.doi.org/10.1016/j.insmatheco.2017.02.003 - He J;Tang Q;Zhang H, 2016, 'Risk reducers in convex order',
*Insurance: Mathematics and Economics*, vol. 70, pp. 80 - 88, http://dx.doi.org/10.1016/j.insmatheco.2016.05.009 - Li J;Tang Q, 2015, 'Interplay of insurance and financial risks in a discrete-time model with strongly regular variation',
*Bernoulli*, vol. 21, pp. 1800 - 1823, http://dx.doi.org/10.3150/14-BEJ625 - Tang Q;Yuan Z, 2014, 'Randomly weighted sums of subexponential random variables with application to capital allocation',
*Extremes*, vol. 17, pp. 467 - 493, http://dx.doi.org/10.1007/s10687-014-0191-z - Tang Q;Yang F, 2014, 'Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function',
*Insurance: Mathematics and Economics*, vol. 59, pp. 311 - 320, http://dx.doi.org/10.1016/j.insmatheco.2014.10.004 - Cheung KC;Dhaene J;Lo A;Tang Q, 2014, 'Reducing risk by merging counter-monotonic risks',
*Insurance: Mathematics and Economics*, vol. 54, pp. 58 - 65, http://dx.doi.org/10.1016/j.insmatheco.2013.10.014 - Tang Q;Yuan Z, 2013, 'Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation',
*North American Actuarial Journal*, vol. 17, pp. 253 - 271, http://dx.doi.org/10.1080/10920277.2013.830557 - Li B;Tang Q;Zhou X, 2013, 'A time-homogeneous diffusion model with tax',
*Journal of Applied Probability*, vol. 50, pp. 195 - 207, http://dx.doi.org/10.1239/jap/1363784433 - Hao X;Tang Q, 2012, 'Asymptotic ruin probabilities for a bivariate lévy-driven risk model with heavy-tailed claims and risky investments',
*Journal of Applied Probability*, vol. 49, pp. 939 - 953, http://dx.doi.org/10.1239/jap/1354716649 - Tang Q;Yang F, 2012, 'On the Haezendonck-Goovaerts risk measure for extreme risks',
*Insurance: Mathematics and Economics*, vol. 50, pp. 217 - 227, http://dx.doi.org/10.1016/j.insmatheco.2011.11.007 - Asimit AV;Furman E;Tang Q;Vernic R, 2011, 'Asymptotics for risk capital allocations based on Conditional Tail Expectation',
*Insurance: Mathematics and Economics*, vol. 49, pp. 310 - 324, http://dx.doi.org/10.1016/j.insmatheco.2011.05.002 - Nam HS;Tang Q;Yang F, 2011, 'Characterization of upper comonotonicity via tail convex order',
*Insurance: Mathematics and Economics*, vol. 48, pp. 368 - 373, http://dx.doi.org/10.1016/j.insmatheco.2011.01.003 - Tang Q;Wei L, 2010, 'Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence',
*Insurance: Mathematics and Economics*, vol. 46, pp. 19 - 31, http://dx.doi.org/10.1016/j.insmatheco.2009.08.007 - Li J;Tang Q;Wu R, 2010, 'Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model',
*Advances in Applied Probability*, vol. 42, pp. 1126 - 1146, http://dx.doi.org/10.1239/aap/1293113154 - Konstantinides DG;Ng KW;Tang Q, 2010, 'The probabilities of absolute ruin in the renewal risk model with constant force of interest',
*Journal of Applied Probability*, vol. 47, pp. 323 - 334, http://dx.doi.org/10.1239/jap/1276784894 - Tang Q;Wang G;Yuen KC, 2010, 'Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model',
*Insurance: Mathematics and Economics*, vol. 46, pp. 362 - 370, http://dx.doi.org/10.1016/j.insmatheco.2009.12.002 - Liu Y;Tang Q, 2010, 'The subexponential product convolution of two Weibull-type distributions',
*Journal of the Australian Mathematical Society*, vol. 89, pp. 277 - 288, http://dx.doi.org/10.1017/S1446788710000182 - Hashorva E;Pakes AG;Tang Q, 2010, 'Asymptotics of random contractions',
*Insurance: Mathematics and Economics*, vol. 47, pp. 405 - 414, http://dx.doi.org/10.1016/j.insmatheco.2010.08.006 - Hao X;Tang Q, 2009, 'Asymptotic ruin probabilities of the lévy insurance model under periodic taxation',
*ASTIN Bulletin*, vol. 39, pp. 479 - 494, http://dx.doi.org/10.2143/AST.39.2.2044644 - Hao X;Tang Q;Wei L, 2009, 'On the maximum exceedance of a sequence of random variables over a renewal threshold',
*Journal of Applied Probability*, vol. 46, pp. 559 - 570, http://dx.doi.org/10.1239/jap/1245676106 - Hao X;Tang Q, 2008, 'A uniform asymptotic estimate for discounted aggregate claims with subexponential tails',
*Insurance: Mathematics and Economics*, vol. 43, pp. 116 - 120, http://dx.doi.org/10.1016/j.insmatheco.2008.03.009 - Jiang J;Tang Q, 2008, 'Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims',
*Insurance: Mathematics and Economics*, vol. 43, pp. 431 - 436, http://dx.doi.org/10.1016/j.insmatheco.2008.08.005 - Tang Q, 2008, 'From light tails to heavy tails through multiplier',
*Extremes*, vol. 11, pp. 379 - 391, http://dx.doi.org/10.1007/s10687-008-0063-5 - Li J;Liu Z;Tang Q, 2007, 'On the ruin probabilities of a bidimensional perturbed risk model',
*Insurance: Mathematics and Economics*, vol. 41, pp. 185 - 195, http://dx.doi.org/10.1016/j.insmatheco.2006.10.012 - Tang Q, 2006, 'The subexponentiality of products revisited',
*Extremes*, vol. 9, pp. 231 - 241, http://dx.doi.org/10.1007/s10687-006-0029-4 - Tang Q, 2006, 'On convolution equivalence with applications',
*Bernoulli*, vol. 12, pp. 535 - 549, http://dx.doi.org/10.3150/bj/1151525135 - Goovaerts MJ;Kaas R;Laeven RJ A;Tang Q;Vernic R;Tang Q, 2005, 'The tail probability of discounted sums of pareto-like losses in insurance',
*Scandinavian Actuarial Journal*, vol. 2005, pp. 446 - 461, http://dx.doi.org/10.1080/03461230500361943 - Tang Q, 2005, 'Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation',
*Scandinavian Actuarial Journal*, vol. 2005, pp. 1 - 5, http://dx.doi.org/10.1080/03461230510006982 - Kaas R;Tang Q, 2005, 'A large deviation result for aggregate claims with dependent claim occurrences',
*Insurance: Mathematics and Economics*, vol. 36, pp. 251 - 259, http://dx.doi.org/10.1016/j.insmatheco.2005.01.004 - Tang Q, 2005, 'The finite-time ruin probability of the compound poisson model with constant interest force',
*Journal of Applied Probability*, vol. 42, pp. 608 - 619, http://dx.doi.org/10.1239/jap/1127322015 - Tang Q, 2004, 'The ruin probability of a discrete time risk model under constant interest rate with heavy tails',
*Scandinavian Actuarial Journal*, vol. 2004, pp. 229 - 240, http://dx.doi.org/10.1080/03461230310017531 - Tang Q;Tsitsiashvili G, 2004, 'Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments',
*Advances in Applied Probability*, vol. 36, pp. 1278 - 1299, http://dx.doi.org/10.1239/aap/1103662967 - Ng KW;Tang Q;Yan JA;Yang H, 2004, 'Precise large deviations for sums of random variables with consistently varying tails',
*Journal of Applied Probability*, vol. 41, pp. 93 - 107, http://dx.doi.org/10.1239/jap/1077134670 - Goovaerts MJ;Kaas R;Laeven RJ A;Tang Q, 2004, 'A comonotonic image of independence for additive risk measures',
*Insurance: Mathematics and Economics*, vol. 35, pp. 581 - 594, http://dx.doi.org/10.1016/j.insmatheco.2004.07.005 - Goovaerts MJ;Kaas R;Dhaene J;Tang Q, 2003, 'A Unified Approach to Generate Risk Measures',
*ASTIN Bulletin*, vol. 33, pp. 173 - 191, http://dx.doi.org/10.1017/S0515036100013428 - Tang Q;Tsitsiashvili G, 2003, 'Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks',
*Stochastic Processes and their Applications*, vol. 108, pp. 299 - 325, http://dx.doi.org/10.1016/j.spa.2003.07.001 - ng KW;Tang QH;Yang H, 2002, 'Maxima of Sums of Heavy-Tailed Random Variables',
*ASTIN Bulletin*, vol. 32, pp. 43 - 55, http://dx.doi.org/10.2143/AST.32.1.1013 - Konstantinides D;Tang Q;Tsitsiashvili G, 2002, 'Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails',
*Insurance: Mathematics and Economics*, vol. 31, pp. 447 - 460, http://dx.doi.org/10.1016/S0167-6687(02)00189-0

### Journal Articles

- Tang Q;Tang Z;Yang Y, 2019, 'Sharp asymptotics for large portfolio losses under extreme risks',
*European Journal of Operational Research*, vol. 276, pp. 710 - 722, http://dx.doi.org/10.1016/j.ejor.2019.01.025 - Blanchet J;Lam H;Tang Q;Yuan Z, 2019, 'Robust Actuarial Risk Analysis',
*North American Actuarial Journal*, vol. 23, pp. 33 - 63, http://dx.doi.org/10.1080/10920277.2018.1504686 - Tang Q;Yuan Z, 2019, 'CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION',
*ASTIN Bulletin*, vol. 49, pp. 457 - 490, http://dx.doi.org/10.1017/asb.2019.11 - Tang Q;Yang Y, 2019, 'Interplay of insurance and financial risks in a stochastic environment',
*Scandinavian Actuarial Journal*, vol. 2019, pp. 432 - 451, http://dx.doi.org/10.1080/03461238.2019.1573753 - Kaas R;Laeven R;Lin S;Tang Q;Willmot G;Yang H, 2018, 'IME's Editorial Board',
*Insurance: Mathematics and Economics*, vol. 78, pp. A1 - A3, http://dx.doi.org/10.1016/j.insmatheco.2017.08.008 - Kaas R;Laeven R;Lin S;Tang Q;Willmot G;Yang H, 2018, 'In memoriam Marc Goovaerts',
*Insurance: Mathematics and Economics*, vol. 80, pp. 66, http://dx.doi.org/10.1016/j.insmatheco.2018.03.002 - Shi X;Tang Q;Yuan Z, 2017, 'A limit distribution of credit portfolio losses with low default probabilities',
*Insurance: Mathematics and Economics*, vol. 73, pp. 156 - 167, http://dx.doi.org/10.1016/j.insmatheco.2017.02.003 - Tang QH;Yuan ZY, 2016, 'Random difference equations with subexponential innovations',
*Science China Mathematics*, vol. 59, pp. 2411 - 2426, http://dx.doi.org/10.1007/s11425-016-0146-0 - He J;Tang Q;Zhang H, 2016, 'Risk reducers in convex order',
*Insurance: Mathematics and Economics*, vol. 70, pp. 80 - 88, http://dx.doi.org/10.1016/j.insmatheco.2016.05.009 - Li J;Tang Q, 2015, 'Interplay of insurance and financial risks in a discrete-time model with strongly regular variation',
*Bernoulli*, vol. 21, pp. 1800 - 1823, http://dx.doi.org/10.3150/14-BEJ625 - Tang Q;Yuan Z, 2014, 'Randomly weighted sums of subexponential random variables with application to capital allocation',
*Extremes*, vol. 17, pp. 467 - 493, http://dx.doi.org/10.1007/s10687-014-0191-z - Tang Q;Yang F, 2014, 'Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function',
*Insurance: Mathematics and Economics*, vol. 59, pp. 311 - 320, http://dx.doi.org/10.1016/j.insmatheco.2014.10.004 - Cheung KC;Dhaene J;Lo A;Tang Q, 2014, 'Reducing risk by merging counter-monotonic risks',
*Insurance: Mathematics and Economics*, vol. 54, pp. 58 - 65, http://dx.doi.org/10.1016/j.insmatheco.2013.10.014 - Li B;Tang Q;Wang L;Zhou X, 2014, 'Liquidation risk in the presence of Chapters 7 and 11 of the US bankruptcy code',
*INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING*, vol. 1, http://dx.doi.org/10.1142/S2345768614500238 - Tang Q;Yuan Z, 2013, 'Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation',
*North American Actuarial Journal*, vol. 17, pp. 253 - 271, http://dx.doi.org/10.1080/10920277.2013.830557 - Li B;Tang Q;Zhou X, 2013, 'A time-homogeneous diffusion model with tax',
*Journal of Applied Probability*, vol. 50, pp. 195 - 207, http://dx.doi.org/10.1239/jap/1363784433 - Dhaene J;Kukush A;Linders D;Tang Q, 2012, 'Remarks on quantiles and distortion risk measures',
*European Actuarial Journal*, vol. 2, pp. 319 - 328, http://dx.doi.org/10.1007/s13385-012-0058-0 - Tang Q;Yuan Z, 2012, 'A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization',
*North American Actuarial Journal*, vol. 16, pp. 378 - 397, http://dx.doi.org/10.1080/10920277.2012.10590648 - Hao X;Tang Q, 2012, 'Asymptotic ruin probabilities for a bivariate lévy-driven risk model with heavy-tailed claims and risky investments',
*Journal of Applied Probability*, vol. 49, pp. 939 - 953, http://dx.doi.org/10.1239/jap/1354716649 - Tang Q;Yang F, 2012, 'On the Haezendonck-Goovaerts risk measure for extreme risks',
*Insurance: Mathematics and Economics*, vol. 50, pp. 217 - 227, http://dx.doi.org/10.1016/j.insmatheco.2011.11.007 - Jiang J;Tang Q, 2011, 'The product of two dependent random variables with regularly varying or rapidly varying tails',
*Statistics and Probability Letters*, vol. 81, pp. 957 - 961, http://dx.doi.org/10.1016/j.spl.2011.01.015 - Asimit AV;Furman E;Tang Q;Vernic R, 2011, 'Asymptotics for risk capital allocations based on Conditional Tail Expectation',
*Insurance: Mathematics and Economics*, vol. 49, pp. 310 - 324, http://dx.doi.org/10.1016/j.insmatheco.2011.05.002 - Nam HS;Tang Q;Yang F, 2011, 'Characterization of upper comonotonicity via tail convex order',
*Insurance: Mathematics and Economics*, vol. 48, pp. 368 - 373, http://dx.doi.org/10.1016/j.insmatheco.2011.01.003 - Liu Y;Tang QH, 2011, 'Heavy tails of a Lévy process and its maximum over a random time interval',
*Science China Mathematics*, vol. 54, pp. 1875 - 1884, http://dx.doi.org/10.1007/s11425-011-4223-8 - Tang Q;Wei L, 2010, 'Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence',
*Insurance: Mathematics and Economics*, vol. 46, pp. 19 - 31, http://dx.doi.org/10.1016/j.insmatheco.2009.08.007 - Li J;Tang Q;Wu R, 2010, 'Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model',
*Advances in Applied Probability*, vol. 42, pp. 1126 - 1146, http://dx.doi.org/10.1239/aap/1293113154 - Konstantinides DG;Ng KW;Tang Q, 2010, 'The probabilities of absolute ruin in the renewal risk model with constant force of interest',
*Journal of Applied Probability*, vol. 47, pp. 323 - 334, http://dx.doi.org/10.1239/jap/1276784894 - Tang Q;Wang G;Yuen KC, 2010, 'Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model',
*Insurance: Mathematics and Economics*, vol. 46, pp. 362 - 370, http://dx.doi.org/10.1016/j.insmatheco.2009.12.002 - Liu Y;Tang Q, 2010, 'The subexponential product convolution of two Weibull-type distributions',
*Journal of the Australian Mathematical Society*, vol. 89, pp. 277 - 288, http://dx.doi.org/10.1017/S1446788710000182 - Hashorva E;Pakes AG;Tang Q, 2010, 'Asymptotics of random contractions',
*Insurance: Mathematics and Economics*, vol. 47, pp. 405 - 414, http://dx.doi.org/10.1016/j.insmatheco.2010.08.006 - Li J;Tang Q, 2010, 'A note on max-sum equivalence',
*Statistics and Probability Letters*, vol. 80, pp. 1720 - 1723, http://dx.doi.org/10.1016/j.spl.2010.07.015 - Hao X;Tang Q, 2009, 'Asymptotic ruin probabilities of the lévy insurance model under periodic taxation',
*ASTIN Bulletin*, vol. 39, pp. 479 - 494, http://dx.doi.org/10.2143/AST.39.2.2044644 - Geluk J;Tang Q, 2009, 'Asymptotic tail probabilities of sums of dependent subexponential random variables',
*Journal of Theoretical Probability*, vol. 22, pp. 871 - 882, http://dx.doi.org/10.1007/s10959-008-0159-5 - Hao X;Tang Q;Wei L, 2009, 'On the maximum exceedance of a sequence of random variables over a renewal threshold',
*Journal of Applied Probability*, vol. 46, pp. 559 - 570, http://dx.doi.org/10.1239/jap/1245676106 - Hao X;Tang Q, 2008, 'A uniform asymptotic estimate for discounted aggregate claims with subexponential tails',
*Insurance: Mathematics and Economics*, vol. 43, pp. 116 - 120, http://dx.doi.org/10.1016/j.insmatheco.2008.03.009 - Tang Q, 2008, 'Insensitivity to negative dependence of asymptotic tail probabilities of sums and maxima of sums',
*Stochastic Analysis and Applications*, vol. 26, pp. 435 - 450, http://dx.doi.org/10.1080/07362990802006964 - Jiang J;Tang Q, 2008, 'Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims',
*Insurance: Mathematics and Economics*, vol. 43, pp. 431 - 436, http://dx.doi.org/10.1016/j.insmatheco.2008.08.005 - Tang Q, 2008, 'From light tails to heavy tails through multiplier',
*Extremes*, vol. 11, pp. 379 - 391, http://dx.doi.org/10.1007/s10687-008-0063-5 - Ko B;Tang Q, 2008, 'Sums of dependent nonnegative random variables with subexponential tails',
*Journal of Applied Probability*, vol. 45, pp. 85 - 94, http://dx.doi.org/10.1239/jap/1208358953 - Tang Q, 2007, 'Heavy tails of discounted aggregate claims in the continuous-time renewal model',
*Journal of Applied Probability*, vol. 44, pp. 285 - 294, http://dx.doi.org/10.1239/jap/1183667401 - Tang Q;Vernic R, 2007, 'The impact on ruin probabilities of the association structure among financial risks',
*Statistics and Probability Letters*, vol. 77, pp. 1522 - 1525, http://dx.doi.org/10.1016/j.spl.2007.03.042 - Li J;Liu Z;Tang Q, 2007, 'On the ruin probabilities of a bidimensional perturbed risk model',
*Insurance: Mathematics and Economics*, vol. 41, pp. 185 - 195, http://dx.doi.org/10.1016/j.insmatheco.2006.10.012 - Tang Q, 2007, 'The overshoot of a random walk with negative drift',
*Statistics and Probability Letters*, vol. 77, pp. 158 - 165, http://dx.doi.org/10.1016/j.spl.2006.06.005 - Tang Q, 2006, 'Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors',
*Probability in the Engineering and Informational Sciences*, vol. 20, pp. 103 - 113, http://dx.doi.org/10.1017/S0269964806060062 - Tang Q, 2006, 'Insensitivity to negative dependence of the asymptotic behavior of precise large deviations',
*Electronic Journal of Probability*, vol. 11, pp. 107 - 120, http://dx.doi.org/10.1214/EJP.v11-304 - Tang Q, 2006, 'The subexponentiality of products revisited',
*Extremes*, vol. 9, pp. 231 - 241, http://dx.doi.org/10.1007/s10687-006-0029-4 - Tang Q, 2006, 'On convolution equivalence with applications',
*Bernoulli*, vol. 12, pp. 535 - 549, http://dx.doi.org/10.3150/bj/1151525135 - Dhaene J;Vanduffel S;Goovaerts MJ;Kaas R;Tang Q;Vyncke D, 2006, 'Risk measures and comonotonicity: A review',
*Stochastic Models*, vol. 22, pp. 573 - 606, http://dx.doi.org/10.1080/15326340600878016 - Wang D;Tang Q, 2006, 'Tail probabilities of randomly weighted sums of random variables with dominated variation',
*Stochastic Models*, vol. 22, pp. 253 - 272, http://dx.doi.org/10.1080/15326340600649029 - Goovaerts MJ;Kaas R;Laeven RJ A;Tang Q;Vernic R;Tang Q, 2005, 'The tail probability of discounted sums of pareto-like losses in insurance',
*Scandinavian Actuarial Journal*, vol. 2005, pp. 446 - 461, http://dx.doi.org/10.1080/03461230500361943 - Tang Q, 2005, 'Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation',
*Scandinavian Actuarial Journal*, vol. 2005, pp. 1 - 5, http://dx.doi.org/10.1080/03461230510006982 - Kaas R;Tang Q, 2005, 'A large deviation result for aggregate claims with dependent claim occurrences',
*Insurance: Mathematics and Economics*, vol. 36, pp. 251 - 259, http://dx.doi.org/10.1016/j.insmatheco.2005.01.004 - Chen Y;Ng KW;Tang Q, 2005, 'Weighted sums of subexponential random variables and their maxima',
*Advances in Applied Probability*, vol. 37, pp. 510 - 522, http://dx.doi.org/10.1239/aap/1118858636 - Tang Q, 2005, 'The finite-time ruin probability of the compound poisson model with constant interest force',
*Journal of Applied Probability*, vol. 42, pp. 608 - 619, http://dx.doi.org/10.1239/jap/1127322015 - Tang Q, 2004, 'The ruin probability of a discrete time risk model under constant interest rate with heavy tails',
*Scandinavian Actuarial Journal*, vol. 2004, pp. 229 - 240, http://dx.doi.org/10.1080/03461230310017531 - Tang Q;Tsitsiashvili G, 2004, 'Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments',
*Advances in Applied Probability*, vol. 36, pp. 1278 - 1299, http://dx.doi.org/10.1239/aap/1103662967 - Cai J;Tang Q, 2004, 'On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications',
*Journal of Applied Probability*, vol. 41, pp. 117 - 130, http://dx.doi.org/10.1239/jap/1077134672 - Ng KW;Tang Q;Yan JA;Yang H, 2004, 'Precise large deviations for sums of random variables with consistently varying tails',
*Journal of Applied Probability*, vol. 41, pp. 93 - 107, http://dx.doi.org/10.1239/jap/1077134670 - Wang D;Tang Q, 2004, 'Maxima of sums and random sums for negatively associated random variables with heavy tails',
*Statistics and Probability Letters*, vol. 68, pp. 287 - 295, http://dx.doi.org/10.1016/j.spl.2004.03.011 - Tang Q, 2004, 'Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails',
*Probability in the Engineering and Informational Sciences*, vol. 18, pp. 71 - 86, http://dx.doi.org/10.1017/S0269964804181059 - Tang Q, 2004, 'Asymptotics for the finite time ruin probability in the renewal model with consistent variation',
*Stochastic Models*, vol. 20, pp. 281 - 297, http://dx.doi.org/10.1081/STM-200025739 - Goovaerts MJ;Kaas R;Laeven RJ A;Tang Q, 2004, 'A comonotonic image of independence for additive risk measures',
*Insurance: Mathematics and Economics*, vol. 35, pp. 581 - 594, http://dx.doi.org/10.1016/j.insmatheco.2004.07.005 - Goovaerts MJ;Kaas R;Dhaene J;Tang Q, 2004, 'Some new classes of consistent risk measures',
*Insurance: Mathematics and Economics*, vol. 34, pp. 505 - 516, http://dx.doi.org/10.1016/j.insmatheco.2004.03.003 - Ng KW;Tang Q, 2004, 'Asymptotic behavior of tail and local probabilities for sums of subexponential random variables',
*Journal of Applied Probability*, vol. 41, pp. 108 - 116, http://dx.doi.org/10.1239/jap/1077134671 - Goovaerts MJ;Kaas R;Dhaene J;Tang Q, 2003, 'A Unified Approach to Generate Risk Measures',
*ASTIN Bulletin*, vol. 33, pp. 173 - 191, http://dx.doi.org/10.1017/S0515036100013428 - Cheng Y;Tang Q, 2003, 'Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process',
*North American Actuarial Journal*, vol. 7, pp. 1 - 12, http://dx.doi.org/10.1080/10920277.2003.10596073 - Kaas R;Tang Q, 2003, 'Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift',
*North American Actuarial Journal*, vol. 7, pp. 57 - 61, http://dx.doi.org/10.1080/10920277.2003.10596103 - Ng KW;Tang Q;Yan J;Yang H, 2003, 'Precise large deviations for the prospective-loss process',
*Journal of Applied Probability*, vol. 40, pp. 391 - 400, http://dx.doi.org/10.1239/jap/1053003551 - Su C;Tang QH, 2003, 'Characterizations on heavy-tailed distributions by means of hazard rate',
*Acta Mathematicae Applicatae Sinica*, vol. 19, pp. 135 - 142, http://dx.doi.org/10.1007/s10255-003-0090-6 - Tang Q;Tsitsiashvili G, 2003, 'Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks',
*Stochastic Processes and their Applications*, vol. 108, pp. 299 - 325, http://dx.doi.org/10.1016/j.spa.2003.07.001 - ng KW;Tang QH;Yang H, 2002, 'Maxima of Sums of Heavy-Tailed Random Variables',
*ASTIN Bulletin*, vol. 32, pp. 43 - 55, http://dx.doi.org/10.2143/AST.32.1.1013 - Konstantinides D;Tang Q;Tsitsiashvili G, 2002, 'Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails',
*Insurance: Mathematics and Economics*, vol. 31, pp. 447 - 460, http://dx.doi.org/10.1016/S0167-6687(02)00189-0 - Tang Q;Yan JA A, 2002, 'A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails',
*Science in China, Series A: Mathematics, Physics, Astronomy*, vol. 45, pp. 1006 - 1011, http://dx.doi.org/10.1007/BF02879983 - Cheng Y;Tang Q;Yang H, 2002, 'Approximations for moments of deficit at ruin with exponential and subexponential claims',
*Statistics and Probability Letters*, vol. 59, pp. 367 - 378, http://dx.doi.org/10.1016/S0167-7152(02)00234-1 - Su C;Jiang T;Tang QH, 2002, 'Extension of some classical results on ruin probability to delayed renewal model',
*Acta Mathematicae Applicatae Sinica*, vol. 18, pp. 675 - 680, http://dx.doi.org/10.1007/s102550200070 - Tang Q, 2002, 'An asymptotic relationship for ruin probabilities under heavy-tailed claims',
*Science in China, Series A: Mathematics, Physics, Astronomy*, vol. 45, pp. 632 - 639 - Tang Q;Su C;Jiang T;Zhang J, 2001, 'Large deviations for heavy-tailed random sums in compound renewal model',
*Statistics and Probability Letters*, vol. 52, pp. 91 - 100, http://dx.doi.org/10.1016/S0167-7152(00)00231-5 - Su C;Tang Q;Jiang T, 2001, 'A contribution to large deviations for heavy-tailed random sums',
*Science in China, Series A: Mathematics, Physics, Astronomy*, vol. 44, pp. 438 - 444, http://dx.doi.org/10.1007/BF02881880 - Kong FC;Tang QH, 2001, 'A theorem on the convergence of sums of independent random variables',
*ACTA MATHEMATICA SCIENTIA*, vol. 21, pp. 331 - 338, http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000172993100007&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a

### Book Chapters

- Tang Q;Yuan Z, 2016, 'Interplay of insurance and financial risks with bivariate regular variation', in
*Extreme Value Modeling and Risk Analysis: Methods and Applications*, pp. 419 - 438

### Conference Papers

- Tang QH, 2005, 'The finite time ruin probability of the compound Poisson model with constant interest force.', in
*INSURANCE MATHEMATICS & ECONOMICS*, ELSEVIER SCIENCE BV, pp. 379 - 379, http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000232708000038&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a - Su C;Tang QH, 2004, 'Heavy-tailed distributions and their applications', in Lai TL;Yang H;Yung SP (eds.),
*PROBABILITY, FINANCE AND INSURANCE*, WORLD SCIENTIFIC PUBL CO PTE LTD, Univ Hong Kong, Hong Kong, PEOPLES R CHINA, pp. 218 - 236, presented at Workshop on Probability wiith Applications to Finance and Insurance, Univ Hong Kong, Hong Kong, PEOPLES R CHINA, 15 - 17 July 2002, http://dx.doi.org/10.1142/9789812702715_0014 - Tang QH, 2003, 'The finite time ruin probability in the renewal model with consistently varying tails.', in
*INSURANCE MATHEMATICS & ECONOMICS*, ELSEVIER SCIENCE BV, pp. 427 - 427, http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000187439800048&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a - Tang QH;Tsitsiashvili G, 2003, 'Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.', in
*INSURANCE MATHEMATICS & ECONOMICS*, ELSEVIER SCIENCE BV, pp. 427 - 427, http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000187439800045&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a - Konstantinides DG;Tang QH;Tsitsiashvili GS, 2003, 'Estimates for ruin probability in the classical risk model with constant interest force in the presence of heavy tails', in
*INSURANCE MATHEMATICS & ECONOMICS*, ELSEVIER SCIENCE BV, pp. 158 - 158, http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000181110900036&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a - Goovaerts M;Kaas R;Dhaene J;Tang QH, 2003, 'Some new classes of consistent risk measures.', in
*INSURANCE MATHEMATICS & ECONOMICS*, ELSEVIER SCIENCE BV, pp. 430 - 430, http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000187439800057&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a - Dhaene J;Vanduffel S;Tang QH;Goovaerts MJ;Kaas R;Vyncke D, 2003, 'Risk measures and optimal portfolio selection.', in
*INSURANCE MATHEMATICS & ECONOMICS*, ELSEVIER SCIENCE BV, pp. 425 - 425, http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000187439800039&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a