Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks Q Tang, G Tsitsiashvili Stochastic Processes and their Applications 108 (2), 299-325, 2003 | 447 | 2003 |
Risk measures and comonotonicity: a review J Dhaene, S Vanduffel, MJ Goovaerts, R Kaas, Q Tang, D Vyncke Stochastic Models 22 (4), 573-606, 2006 | 390 | 2006 |
Randomly weighted sums of subexponential random variables with application to ruin theory Q Tang, G Tsitsiashvili Extremes 6, 171-188, 2003 | 187 | 2003 |
Large deviations for heavy-tailed random sums in compound renewal model Q Tang, C Su, T Jiang, J Zhang Statistics & Probability Letters 52 (1), 91-100, 2001 | 185 | 2001 |
Precise large deviations for sums of random variables with consistently varying tails KW Ng, Q Tang, JA Yan, H Yang Journal of Applied Probability 41 (1), 93-107, 2004 | 169 | 2004 |
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments Q Tang, G Tsitsiashvili Advances in Applied Probability 36 (4), 1278-1299, 2004 | 167 | 2004 |
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model J Li, Q Tang, R Wu Advances in Applied Probability 42 (4), 1126-1146, 2010 | 151 | 2010 |
Some new classes of consistent risk measures MJ Goovaerts, R Kaas, J Dhaene, Q Tang Insurance: Mathematics and Economics 34 (3), 505-516, 2004 | 142 | 2004 |
Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails D Konstantinides, Q Tang, G Tsitsiashvili Insurance: Mathematics and Economics 31 (3), 447-460, 2002 | 138 | 2002 |
Asymptotic tail probabilities of sums of dependent subexponential random variables J Geluk, Q Tang Journal of Theoretical Probability 22, 871-882, 2009 | 136 | 2009 |
Insensitivity to negative dependence of the asymptotic behavior of precise large deviations Q Tang Electronic Journal of Probability 11, 107-120, 2006 | 136 | 2006 |
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications J Cai, Q Tang Journal of Applied Probability 41 (1), 117-130, 2004 | 126 | 2004 |
Moments of the surplus before ruin and the defecit at ruin in the Erlang (2) risk process Y Cheng, Q Tang North American Actuarial Journal 7 (1), 1-12, 2003 | 121 | 2003 |
Remarks on quantiles and distortion risk measures J Dhaene, A Kukush, D Linders, Q Tang European Actuarial Journal 2 (2), 319-328, 2012 | 117 | 2012 |
The finite-time ruin probability of the compound Poisson model with constant interest force Q Tang Journal of Applied Probability 42 (3), 608-619, 2005 | 115 | 2005 |
Asymptotics for risk capital allocations based on conditional tail expectation AV Asimit, E Furman, Q Tang, R Vernic Insurance Mathematics and Economics 49 (3), 310-324, 2011 | 113 | 2011 |
Tail probabilities of randomly weighted sums of random variables with dominated variation D Wang, Q Tang Stochastic Models 22 (2), 253-272, 2006 | 102 | 2006 |
The tail probability of discounted sums of Pareto-like losses in insurance MJ Goovaerts, R Kaas, RJA Laeven, Q Tang, R Vernic Scandinavian Actuarial Journal 2005 (6), 446-461, 2005 | 101 | 2005 |
Randomly weighted sums of subexponential random variables with application to capital allocation Q Tang, Z Yuan Extremes 17 (3), 467-493, 2014 | 100 | 2014 |
On the ruin probabilities of a bidimensional perturbed risk model J Li, Z Liu, Q Tang Insurance: Mathematics and Economics 41 (1), 185-195, 2007 | 90 | 2007 |