Qihe Tang

According to our database, Qihe Tang authored at least 8 papers between 2012 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2026

The conditional higher moment risk measure for extreme risks.

Qihe Tang, Li Xun, Rui Zhou

Eur. J. Oper. Res., 2026

Pricing catastrophe risk during transitions of physical and economic environments.

Haibo Liu, Yuhao Liu, Qihe Tang, Jinxia Zhu

Eur. J. Oper. Res., 2026

2022

Insurance risk analysis of financial networks vulnerable to a shock.

Qihe Tang, Zhiwei Tong, Li Xun

Eur. J. Oper. Res., 2022

2021

Large portfolio losses in a turbulent market.

Qihe Tang, Zhiwei Tong, Yang Yang

Eur. J. Oper. Res., 2021

Indifference pricing of insurance-linked securities in a multi-period model.

Haibo Liu, Qihe Tang, Zhongyi Yuan

Eur. J. Oper. Res., 2021

2019

Sharp asymptotics for large portfolio losses under extreme risks.

Qihe Tang, Zhaofeng Tang, Yang Yang

Eur. J. Oper. Res., 2019

2013

A Time-Homogeneous Diffusion Model with Tax.

Bin Li, Qihe Tang, Xiaowen Zhou

J. Appl. Probab., 2013

2012

Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments.

Xuemiao Hao, Qihe Tang

J. Appl. Probab., 2012