Qihe Tang

Publication Activity (10 Years)

Years Active: 2012-2022
Publications (10 Years): 4

Top Topics

Laplace Transform

Diffusion Model

Portfolio Selection

Top Venues

Eur. J. Oper. Res.

J. Appl. Probab.

Publications

Qihe Tang, Zhiwei Tong, Li Xun
Insurance risk analysis of financial networks vulnerable to a shock. Eur. J. Oper. Res. 301 (2) (2022)
Qihe Tang, Zhiwei Tong, Yang Yang
Large portfolio losses in a turbulent market. Eur. J. Oper. Res. 292 (2) (2021)
Haibo Liu, Qihe Tang, Zhongyi Yuan
Indifference pricing of insurance-linked securities in a multi-period model. Eur. J. Oper. Res. 289 (2) (2021)
Qihe Tang, Zhaofeng Tang, Yang Yang
Sharp asymptotics for large portfolio losses under extreme risks. Eur. J. Oper. Res. 276 (2) (2019)
Bin Li, Qihe Tang, Xiaowen Zhou
A Time-Homogeneous Diffusion Model with Tax. J. Appl. Probab. 50 (1) (2013)
Xuemiao Hao, Qihe Tang
Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments. J. Appl. Probab. 49 (4) (2012)