World's Best Scientists 2026 revealed!

D-Index & Metrics

Mathematics

D-Index
38
Citations
5831
World Ranking
2354
National Ranking
54

Overview

Qihe Tang is affiliated with the University of New South Wales in Australia and has a research focus primarily situated within the fields of Economics, Econometrics, and Finance.

The scholar's work spans multiple subfields, including Finance, Economics and Econometrics, Demography, Management Science and Operations Research, and Pollution. Their research topics cover Insurance and Financial Risk Management, Insurance, Mortality, Demography, Risk Management, Wastewater Treatment and Nitrogen Removal, Stochastic processes and financial applications, Risk and Portfolio Optimization, Banking stability, regulation, efficiency, and Credit Risk and Financial Regulations.

Qihe Tang has contributed papers to a variety of academic venues. Frequent publication outlets include:

  • SSRN Electronic Journal
  • Insurance Mathematics and Economics
  • European Journal of Operational Research
  • Astin Bulletin
  • Journal of Banking & Finance

Selected recent papers authored or co-authored by Qihe Tang include:

  • Insurance risk analysis of financial networks vulnerable to a shock (2021), published in European Journal of Operational Research
  • Large portfolio losses in a turbulent market (2020), published in European Journal of Operational Research

Other notable papers related to the same domain but authored by collaborators include:

  • Indifference pricing of insurance-linked securities in a multi-period model (2020), European Journal of Operational Research
  • Pricing extreme mortality risk in the wake of the COVID-19 pandemic (2022), Insurance Mathematics and Economics
  • Liquidation risk in insurance under contemporary regulatory frameworks (2020), Insurance Mathematics and Economics

Qihe Tang frequently collaborates with several researchers. Key co-authors include Ishanka Prabhath Wimalaweera, Yuansong Wei, Fumin Zuo, Tharindu Ritigala, and Yawei Wang, each with multiple joint publications.

Best Publications

  • Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks

    Qihe Tang;Gurami Tsitsiashvili

  • Risk Measures and Comonotonicity: A Review

    Jan Dhaene;Steven Vanduffel;Marc Goovaerts;R Kaas

  • Large deviations for heavy-tailed random sums in compound renewal model

    Qihe Tang;Chun Su;Tao Jiang;Jinsong Zhang

  • Randomly weighted sums of subexponential random variables with application to ruin theory

    Qihe Tang;Gurami Tsitsiashvili

  • Precise large deviations for sums of random variables with consistently varying tails

    Kai W. Ng;Qihe Tang;Jia-An Yan;Hailiang Yang

  • Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments

    Qihe Tang;Gurami Tsitsiashvili

  • Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model

    Jinzhu Li;Qihe Tang;Rong Wu

  • Some new classes of consistent risk measures

    Marc J. Goovaerts;Marc J. Goovaerts;Rob Kaas;Jan Dhaene;Jan Dhaene;Qihe Tang

  • Insensitivity to Negative Dependence of the Asymptotic Behavior of Precise Large Deviations

    Qihe Tang

  • Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails

    Dimitrios Konstantinides;Qihe Tang;Gurami Tsitsiashvili

  • Asymptotic Tail Probabilities of Sums of Dependent Subexponential Random Variables

    Jaap Geluk;Qihe Tang

  • Remarks on quantiles and distortion risk measures

    Jan Dhaene;Alexander Kukush;Daniël Linders;Qihe Tang

  • On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications

    Jun Cai;Qihe Tang

  • Moments of the surplus before ruin and the defecit at ruin in the Erlang(2) risk process

    Yebin Cheng;Qihe Tang

  • THE FINITE-TIME RUIN PROBABILITY OF THE COMPOUND POISSON MODEL WITH CONSTANT INTEREST FORCE

    Qihe Tang

  • Asymptotics for risk capital allocations based on Conditional Tail Expectation

    Alexandru V. Asimit;Edward Furman;Qihe Tang;Raluca Vernic

  • SUMS OF DEPENDENT NONNEGATIVE RANDOM VARIABLES WITH SUBEXPONENTIAL TAILS

    Bangwon Ko;Qihe Tang

  • Randomly weighted sums of subexponential random variables with application to capital allocation

    Qihe Tang;Zhongyi Yuan

  • Tail probabilities of randomly weighted sums of random variables with dominated variation

    Dingcheng Wang;Qihe Tang

  • The tail probability of discounted sums of Pareto-like losses in insurance

    Marc J. Goovaerts;Rob Kaas;Roger J. A. Laeven;Qihe Tang

  • Risk Measures and Comonotonicity: A Review

    Jan Dhaene;Steven Vanduffel;Qihe Tang;Marc J. Goovaerts

Frequent Co-Authors

Jan Dhaene
Jan Dhaene KU Leuven
Hailiang Yang
Hailiang Yang University of Hong Kong
Gordon E. Willmot
Gordon E. Willmot University of Waterloo

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