D-Index & Metrics Best Publications

Qihe Tang

University of New South Wales
Australia

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name Citations Publications World Ranking National Ranking

Mathematics D-index 37 Citations 4,951 101 World Ranking 1705 National Ranking 43

Overview

What is he best known for?

The fields of study Qihe Tang is best known for:

Random variable
Probability theory
Probability distribution

Qihe Tang integrates Statistics with Actuarial science in his study. Qihe Tang performs multidisciplinary study on Applied mathematics and Mathematical optimization in his works. Qihe Tang performs multidisciplinary study on Mathematical optimization and Applied mathematics in his works. Random variable and Independent and identically distributed random variables are two areas of study in which Qihe Tang engages in interdisciplinary work. He brings together Independent and identically distributed random variables and Random variable to produce work in his papers. Qihe Tang frequently studies issues relating to Econometrics and Risk model. Econometrics is closely attributed to Risk model in his study. The study of Statistical physics is intertwined with the study of Large deviations theory in a number of ways. His work on Large deviations theory is being expanded to include thematically relevant topics such as Statistical physics.

His most cited work include:

Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks (316 citations)
Risk Measures and Comonotonicity: A Review (253 citations)
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (129 citations)

What are the main themes of his work throughout his whole career to date

His research links First-hitting-time model with Statistics. First-hitting-time model is frequently linked to Statistics in his study. Applied mathematics is closely attributed to Risk model in his work. Many of his studies on Risk model involve topics that are commonly interrelated, such as Applied mathematics. He incorporates Econometrics and Mathematical economics in his studies. His Mathematical economics study frequently draws connections to other fields, such as Ruin theory. His Ruin theory study frequently links to other fields, such as Econometrics. In his research, Qihe Tang performs multidisciplinary study on Random variable and Independent and identically distributed random variables. Qihe Tang performs multidisciplinary studies into Independent and identically distributed random variables and Random variable in his work.

Qihe Tang most often published in these fields:

Statistics (77.01%)
Applied mathematics (45.98%)
Econometrics (44.83%)

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

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.
Stochastic Processes and their Applications (2003)

424 Citations

Risk Measures and Comonotonicity: A Review

Jan Dhaene;Steven Vanduffel;Marc Goovaerts;R Kaas.
Stochastic Models (2006)

346 Citations

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

Qihe Tang;Chun Su;Tao Jiang;Jinsong Zhang.
Statistics & Probability Letters (2001)

176 Citations

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

Kai W. Ng;Qihe Tang;Jia-An Yan;Hailiang Yang.
Journal of Applied Probability (2004)

169 Citations

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

Qihe Tang;Gurami Tsitsiashvili.
Extremes (2003)

165 Citations

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

Qihe Tang;Gurami Tsitsiashvili.
Advances in Applied Probability (2004)

161 Citations

Some new classes of consistent risk measures

Marc J. Goovaerts;Marc J. Goovaerts;Rob Kaas;Jan Dhaene;Jan Dhaene;Qihe Tang.
Insurance Mathematics & Economics (2004)

136 Citations

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

Jinzhu Li;Qihe Tang;Rong Wu.
Advances in Applied Probability (2010)

135 Citations

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

Qihe Tang.
Electronic Journal of Probability (2006)

135 Citations

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.
Insurance Mathematics & Economics (2002)

130 Citations

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Frequent Co-Authors

External Links

Personal Website for Qihe Tang