Qihe Tang's Homepage

See PDF file of my Curriculum Vitae.
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Contacting Information

Qihe Tang

    Department of Statistics and Actuarial Science
    The University of Iowa
    241 Schaeffer Hall
    Iowa City, IA 52242-1409
    United States

    E-mail: qtang@stat.uiowa.edu
    Work phone: (319) 335-0730
    Fax: (319) 335-3017

    Office: 360 Schaeffer Hall
    Office Hours: 10:30-11:30 am, Monday, Wednesday, and Friday, or by appointment

               
Employment

Education

Research Interests

Professional Affiliations and Activities

Research Students Supervised

Courses Taught

      2006--present at University of Iowa

      2004--2005 at Concordia University

Selected Publications

For a full list of refereed publications of mine, either search Items Authored by Tang, Qihe at MatheSciNet or see PDF file.

  • Tang, Q.; Wei, L. Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. Insurance Math. Econom. 46 (2010), no. 1, to appear. [PDF file]
  • Geluk, J.; Tang, Q. Asymptotic tail probabilities of sums of dependent subexponential random variables. J. Theoret. Probab. 22 (2009), no. 4, 871--882. [PDF file]
  • Hao, X.; Tang, Q. Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation. Astin Bull. 39 (2009), no. 2, 479--494. [PDF file]
  • Jiang, J.; Tang, Q. Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims. Insurance Math. Econom. 43 (2008), no. 3, 431--436. [PDF file]
  • Tang, Q. From light tails to heavy tails through multiplier. Extremes 11 (2008), no. 4, 379--391. [PDF file]
  • Hao, X.; Tang, Q. A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. Insurance Math. Econom. 43 (2008), no. 1, 116--120. [PDF file]
  • Ko, B.; Tang, Q. Sums of dependent nonnegative random variables with subexponential tails. J. Appl. Probab. 45 (2008), no. 1, 85--94. [PDF file]
  • Tang, Q. Heavy tails of discounted aggregate claims in the continuous-time renewal model. J. Appl. Probab. 44 (2007), no. 2, 285--294. [PDF file]
  • Tang, Q. The subexponentiality of products revisited. Extremes 9 (2006), no. 3-4, 231--241 (published in 2007). [PDF file]
  • Tang, Q. On convolution equivalence with applications. Bernoulli 12 (2006), no. 3, 535--549. [PDF file]
  • Tang, Q. Insensitivity to negative dependence of the asymptotic behavior of precise large deviations. Electron. J. Probab. 11 (2006), no. 4, 107--120. [PDF file]
  • Tang, Q. Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors. Probab. Engrg. Inform. Sci. 20 (2006), no. 1, 103--113. [PDF file]
  • Goovaerts, M. J.; Kaas, R.; Laeven, R. J. A.; Tang, Q.; Vernic, R. The tail probability of discounted sums of Pareto-like losses in insurance. Scand. Actuar. J. (2005), no. 6, 446--461. [PDF file]
  • Tang, Q. The finite-time ruin probability of the compound Poisson model with constant interest force. J. Appl. Probab. 42 (2005), no. 3, 608--619. [PDF file]
  • Kaas, R.; Tang, Q. A large deviation result for aggregate claims with dependent claim occurrences. Insurance Math. Econom. 36 (2005), no. 3, 251--259. [PDF file]
  • Tang, Q. Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation. Scand. Actuar. J. (2005), no. 1, 1--5. [PDF file]
  • Tang, Q.; Tsitsiashvili, G. Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Adv. in Appl. Probab. 36 (2004), no. 4, 1278--1299. [PDF file]
  • Tang, Q. Asymptotics for the finite time ruin probability in the renewal model with consistent variation. Stoch. Models 20 (2004), no. 3, 281--297. [PDF file]
  • Tang, Q. The ruin probability of a discrete time risk model under constant interest rate with heavy tails. Scand. Actuar. J. (2004), no. 3, 229--240. [PDF file]
  • Cai, J.; Tang, Q. On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. J. Appl. Probab. 41 (2004), no. 1, 117--130. [PDF file]
  • Ng, K. W.; Tang, Q. Asymptotic behavior of tail and local probabilities for sums of subexponential random variables. J. Appl. Probab. 41 (2004), no. 1, 108--116. [PDF file]
  • Ng, K. W.; Tang, Q.; Yan, J.; Yang, H. Precise large deviations for sums of random variables with consistently varying tails. J. Appl. Probab. 41 (2004), no. 1, 93--107. [PDF file]
  • Tang, Q. Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails. Probab. Engrg. Inform. Sci. 18 (2004), no. 1, 71--86. [PDF file]
  • Tang, Q.; Tsitsiashvili, G. Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Stochastic Process. Appl. 108 (2003), no. 2, 299--325. [PDF file]
  • Tang, Q.; Tsitsiashvili, G. Randomly weighted sums of subexponential random variables with application to ruin theory. Extremes 6 (2003), no. 3, 171--188. [PDF file]
  • Ng, K. W.; Tang, Q.; Yan, J.; Yang, H. Precise large deviations for the prospective-loss process. J. Appl. Probab. 40 (2003), no. 2, 391--400. [PDF file]

Conferences Attended or Intended

 

Last updated by Qihe Tang on 11/3/2009 11:49:03 PM