Qihe Tang's Homepage

See PDF file of my Curriculum Vitae.
If you are my current student, login to the course website at ICON to download my teaching material.

Education

• Ph.D.: September 1998 -- June 2001, Department of Statistics and Finance, University of Science and Technology of China
• M.Sc.: September 1995 -- June 1998, Department of Mathematics, Anhui University

Research Interests

• Heavy-tailed distributions in the presence of dependence
• Extreme value theory in insurance and finance
• Quantitative risk management
• Quantifying the impact of stochastic dependence

Professional Affiliations and Activities

• Associate Editor for

2011 -- Present: Applied Stochastic Models in Business and Industry (published by Wiley)

2007 -- Present: Acta Mathematicae Applicatae Sinica (English Series) (see another site) (published by Springer)

2005 -- Present: Insurance: Mathematics & Economics (published by Elsevier)

• Reviewer for

2011 -- Present: Zentralblatt MATH

2004 -- Present: American Mathematical Society Mathematical Reviews (see a list of papers/books I have publicly reviewed)

• Referee about 30 papers per year for certain journals in Actuarial Science, Finance, Probability Theory, Stochastic Processes and Mathematics

Ph.D. Students Supervised

• Bin Li, Ph.D. candidate, co-supervised with Lihe Wang, Applied Mathematical and Computational Sciences Program, University of Iowa
• Fan Yang, Ph.D. candidate, Applied Mathematical and Computational Sciences Program, University of Iowa
• Zhongyi Yuan, Ph.D. candidate, Department of Statistics and Actuarial Science, University of Iowa
• Xuemiao Hao, Ph.D., Thesis Asymptotic Tail Probabilities of Risk Processes in Insurance and Finance, Department of Statistics and Actuarial Science, University of Iowa, Completed in July 2009
• Bangwon Ko, Ph.D., Thesis On Sums of Dependent Heavy-tailed Random Variables and Valuation of Equity-linked Insurance Products, co-supervised with Elias S. W. Shiu, Department of Statistics and Actuarial Science, University of Iowa, Completed in May 2008

Selected Courses

• Fall 2012: Advanced Topics in Actuarial Science/Financial Mathematics - Stochastic Interest Rate Models (ACTS:7730/22S:273)
• Spring 2012: Credibility and Survival Analysis (ACTS:6580/22S:176)
• Spring 2012: Loss Distributions (ACTS:6480/22S:177)
• Fall 2011: Advanced Topics in Actuarial Science/Financial Mathematics - Credit Risk Management for Insurance (ACTS:7730/22S:273)
• Fall 2010: Advanced Topics in Actuarial Science - Arbitrage Theory in Continuous Time (ACTS:7730/22S:273)
• Fall 2009: Advanced Topics in Actuarial Science - Quantitative Risk Management for Insurance (22S:273)
• Fall 2008: Advanced Topics in Actuarial Science - Stochastic Analysis for Insurance and Finance (22S:273)
• Fall 2006: Advanced Topics in Actuarial Science - Stochastic Analysis for Insurance and Finance (22S:273)

Selected Publications

For a full list of refereed publications of mine, either see PDF file or search Items Authored by Tang, Qihe at MathSciNet or search Qihe Tang - Google Scholar Citations in Google Scholar.

• Li, B.; Tang, Q.; Zhou, X. A time-homogeneous diffusion model with tax. J. Appl. Probab. (2012), submitted in revised version. [PDF file]
• Tang, Q.; Yuan, Z. A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization. N. Am. Actuar. J. (2012), to appear. [PDF file]
• Hao, X.; Tang, Q. Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments. J. Appl. Probab. 49 (2012), no. 4, to appear. [PDF file]
• Tang, Q.; Yang, F. On the Haezendonck-Goovaerts risk measure for extreme risks. Insurance Math. Econom. 50 (2012), no. 1, 217--227. [PDF file]
• Asimit, A. V.; Furman, E.; Tang, Q.; Vernic, R. Asymptotics for risk capital allocations based on conditional tail expectation. Insurance Math. Econom. 49 (2011), no. 3, 310--324. [PDF file]
• Li, J.; Tang, Q.; Wu, R. Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Adv. in Appl. Probab. 42 (2010), no. 4, 1126--1146. [PDF file]
• Liu, Y.; Tang, Q. The subexponential product convolution of two Weibull-type distributions. J. Aust. Math. Soc. 89 (2010), no. 2, 277--288. [PDF file]
• Hashorva, E.; Pakes, A. G.; Tang, Q. Asymptotics of random contractions. Insurance Math. Econom. 47 (2010), no. 3, 405--414. [PDF file]
• Konstantinides, D. G.; Ng, K. W.; Tang, Q. The probabilities of absolute ruin in the renewal risk model with constant force of interest. J. Appl. Probab. 47 (2010), no. 2, 323--334. [PDF file]
• Tang, Q.; Wang, G.; Yuen, K. C. Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Insurance Math. Econom. 46 (2010), no. 2, 362--370. [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]
• 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. On convolution equivalence with applications. Bernoulli 12 (2006), no. 3, 535--549. [PDF file]
• Chen, Y.; Ng, K. W.; Tang, Q. Weighted sums of subexponential random variables and their maxima. Adv. in Appl. Probab. 37 (2005), no. 2, 510--522. [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]
• 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.; 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]

Conferences and Talks from the Recent Past to the Near Future

• The 8th Conference on Extreme Value Analysis, Fudan University, Shanghai, China, July 8--12, 2013
• Workshop on Mathematical Finance and Related Issues, the Kyoto Research Park, Kyoto, Japan, September 2--5, 2012
• The 47th Actuarial Research Conference, Winnipeg, Manitoba, Canada, August 1--4, 2012
• The 2012 Centers of Actuarial Excellence (CAE) Conference, Society of Actuaries (SOA), Chicago, USA, July 19--20, 2012
• International Conference on Quantitative Finance and Risk Management, Jilin University, Changchun, China, July 2--4, 2012
• The 16th International Congress on Insurance: Mathematics and Economics, Hong Kong, June 28--30, 2012
• The 7th Samos Conference in Actuarial Science and Finance, Samos, Greece, May 28 -- June 3, 2012
• Department of Mathematics, Florida State University, April 20, 2012 [Talk]
• Department of Statistics and Actuarial Science, University of Waterloo, March 22, 2012
• Mathematical Finance/Financial Engineering Seminar, School of Mathematics, Georgia Institute of Technology, January 25, 2012
• The 46th Actuarial Research Conference, Storrs, Connecticut, USA, August 11--13, 2011
• The 2011 Joint Statistical Meetings, Miami Beach, Florida, USA, July 30 -- August 4, 2011