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)

A Time-Homogeneous Diffusion Model with Tax. - Bin Li 029; Qihe Tang; Xiaowen Zhou (J. Appl. Probab., 2013)

Sharp asymptotics for large portfolio losses under extreme risks. - Qihe Tang; Zhaofeng Tang; Yang Yang 021 (Eur. J. Oper. Res., 2019)

Indifference pricing of insurance-linked securities in a multi-period model. - Haibo Liu; Qihe Tang; Zhongyi Yuan (Eur. J. Oper. Res., 2021)

Large portfolio losses in a turbulent market. - Qihe Tang; Zhiwei Tong; Yang Yang 021 (Eur. J. Oper. Res., 2021)

Insurance risk analysis of financial networks vulnerable to a shock. - Qihe Tang; Zhiwei Tong; Li Xun (Eur. J. Oper. Res., 2022)