Qihe Tang

Qihe Tang
Professor of Statistics and Actuarial Science, College of Liberal Arts and Sciences
Full Professor with Tenure, Department of Statistics and Actuarial Science, University of Iowa, Iowa City, Iowa, July 2012 - Present
Faculty Member, Interdisciplinary Ph.D. Program in Applied Mathematical and Computational Sciences (AMCS), University of Iowa, Iowa City, Iowa, July 2008 - Present
Associate Professor with Tenure, Department of Statistics and Actuarial Science, University of Iowa, Iowa City, Iowa, July 2008 - June 2012
Tenure-track Assistant Professor, Department of Statistics and Actuarial Science, University of Iowa, Iowa City, Iowa, January 2006 - June 2008
Tenure-Track Assistant Professor, Department of Mathematics and Statistics, Concordia University, Montreal, July 2004 - December 2005
Postdoctoral Fellow, Department of Quantitative Economics, University of Amsterdam, Amsterdam, May 2002 - June 2004

Contact Information

Primary Office: 241 Schaeffer Hall (SH)
Iowa City, IA 52242-1409
319-335-0730

Education

  • PhD in Department of Statistics and Finance, University of Science and Technology of China, Hefei, China, 2001
  • MS in Department of Mathematics, Anhui University, Hefei, China, 1998

Areas of Research Interest

  • Asymptotic analysis
  • Extreme value theory for insurance and finance
  • Multivariate heavy-tailed distributions
  • Quantitative risk management

Selected Professional Memberships

  • International Statistical Institute (ISI), 2018
  • American Association for the Advancement of Science (AAAS), 2017

Selected Awards and Honors

  • Elected Member of the International Statistical Institute (ISI), International Statistical Institute (ISI), 2018
  • F. Wendell Miller Professor, University of Iowa, Iowa City, Iowa, United States, 2014

Selected Courses Taught

  • Quantitative Methods for Actuaries, ACTS:4130, Fall 2018
  • Adv Topics: Actuarial Sci/Financial Math, ACTS:7730, Fall 2018
  • Life Contingencies I, ACTS:4180, Spring 2017
  • Quantitative Methods for Actuaries, ACTS:4130, Fall 2017
  • Mathematics of Finance I, ACTS:3080, Spring 2016
  • Adv Topics: Actuarial Sci/Financial Math, ACTS:7730, Fall 2016
  • Loss Distributions, ACTS:6480, Spring 2015
  • Credibility and Survival Analysis, ACTS:6580, Spring 2015
  • Mathematics of Finance I, ACTS:3080, Fall 2015
  • Adv Topics: Actuarial Sci/Financial Math, ACTS:7730, Fall 2015

Selected Publications

  • Tang, Q., Yang, Y. (In Press). Interplay of insurance and financial risks in a stochastic environment. Scandinavian Actuarial Journal. DOI: 10.1080/03461238.2019.1573753.
  • Blanchet, J., Lam, H., Tang, Q. & Yuan, Z. (In Press). Robust actuarial risk analysis. North American Actuarial Journal. DOI: 10.1080/10920277.2018.1504686.
  • Tang, Q., Tang, Z. & Yang, Y. (In Press). Sharp asymptotics for large portfolio losses under extreme risks. European Journal of Operational Research. DOI: 10.1016/j.ejor.2019.01.025.
  • Shi, X., Tang, Q. & Yuan, Z. (2017). A limit distribution of credit portfolio losses with low default probabilities. Insurance: Mathematics and Economics, 73, 156-167.
  • Blanchet, J., Lam, H., Tang, Q. & Yuan, Z. (2017). Applied robust performance analysis for actuarial applications. Society of Actuaries (SOA).
  • Blanchet, J., Lam, H., Tang, Q. & Yuan, Z. (2017). Mitigating extreme risks through securitization. Society of Actuaries (SOA).
  • Tang, Q., Yuan, Z. (2016). Interplay of insurance and financial risks with bivariate regular variation. In D. K. Dey , J. Yan (Eds.) Extreme Value Modeling and Risk Analysis: Methods and Applications. pp. 419-438.
  • Tang, Q., Yuan, Z. (2016). Random difference equations with subexponential innovations. Science China Mathematics, 59(12), 2411-2426 [Invited for a special issue in memory of Professor Xiru Chen].
  • He, J., Tang, Q. & Zhang, H. (2016). Risk reducers in convex order. Insurance: Mathematics and Economics, 70, 80-88.
  • Li, J., Tang, Q. (2015). Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. Bernoulli, 21(3), 1800-1823.

Selected Presentations

  • (2019, February) Sharp approximations for credit portfolio losses under extreme risks. Invited Lecture presented at Actuarial and Financial Mathematics Conference on Interplay between Finance and Insurance, Brussels, Belgium.
  • (2018, July) Interplay of insurance and financial risks. Conference Presentation presented at The 7th International Gerber-Shiu Workshop, University of Melbourne, Melbourne, Australia.
  • (2018, June) Interplay of insurance and financial risks. Invited Lecture presented at International Workshop on Risks in Insurance and Finance, Northwest Normal University, Lanzhou, China.
  • (2018, June) Sharp approximations for credit portfolio losses under extreme risks. Keynote/Plenary Address presented at The 4th International Workshop on Statistical Modeling of Heavy-Tail Phenomena with Applications, Xi'an Jiaotong-Liverpool University, Suzhou, China.
  • (2018, May) Sharp approximations for credit portfolio losses under extreme risks. Colloquium, School of Mathematics and Statistics, UNSW Sydney, Syney, Australia.
  • (2018, April) Approximations for credit portfolio losses under extreme risks. Colloquium, Faculty of Business and Economics, University of Melbourne, Melbourne, Australia.
  • (2018, February) Approximations for credit portfolio losses under extreme risks. Colloquium, College of Business and Economics, Australian National University, Canberra, Australia.
  • (2017, July) CAT bond pricing under a product probability measure with EVT risk characterization. Keynote/Plenary Address presented at The 2nd Tianfu Workshop on Financial Mathematics, Southwestern University of Finance and Economics, Chengdu, China.
  • (2017, July) Limit theorems for credit portfolio losses. Colloquium, School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, China.
  • (2017, July) CAT bond pricing under a product probability measure with EVT risk characterization. Conference Presentation presented at The 21st International Congress on Insurance: Mathematics and Economics (IME), Vienna University of Technology, Vienna, Austria.

Selected Grants and Contracts

  • Chan, Kung-Sik (Principal Investigator), Chen, Yiqing (Principal Investigator), Lo, Ambrose (Principal Investigator), Shiu, Elias (Principal Investigator), Tang, Qihe (Principal Investigator) Grant Research, Applied. Modeling, Measuring, and Managing Catastrophe Risks. Sponsored by Society of Actuaries (SOA). January 1, 2018 - January 31, 2021.
  • Blanchet, Jose (Principal Investigator), Lam, Henry (Principal Investigator), Tang, Qihe (Principal Investigator) Grant Collaborative Research: Modeling and Analyzing Extreme Risks in Insurance and Finance. Sponsored by National Science Foundation (NSF). Funded. September 1, 2014 - August 31, 2017.
Last Modified Date: February 6, 2019