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.

Contact Information
	Department of Statistics and Actuarial Science College of Liberal Arts & Sciences University of Iowa 241 Schaeffer Hall Iowa City, IA 52242-1409 United States
	E-mail: qihe-tang@uiowa.edu Work phone: (319) 335-0730 Fax: (319) 335-3017
	Office: 360 Schaeffer Hall Office Hours during Spring 2012: 10:30 A -- 11:30 A, Monday, Wednesday and Friday, or by appointment

Employment

• July 2008 -- Present: Associate Professor, with tenure, Department of Statistics and Actuarial Science, University of Iowa
• July 2008 -- Present: Faculty Member of the Applied Mathematical and Computational Sciences program, University of Iowa
• January 2006 -- June 2008: Assistant Professor, Department of Statistics and Actuarial Science, University of Iowa
• July 2004 -- December 2005: Assistant Professor, Department of Mathematics and Statistics, Concordia University
• May 2002 -- June 2004: Postdoctoral Fellow, Department of Quantitative Economics, University of Amsterdam

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

• Zhongyi Yuan: Ph.D. candidate, Department of Statistics and Actuarial Science, University of Iowa
• Fan Yang: Ph.D. candidate, Applied Mathematical and Computational Sciences Program, University of Iowa
• Bin Li: Ph.D. candidate, co-supervised with Lihe Wang, Applied Mathematical and Computational Sciences Program, 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 2011: Advanced Topics in Actuarial Science - Credit Risk Management for Insurance (ACTS:7730/22S:273)
• Spring 2011: Credibility and Survival Analysis (ACTS:6580/22S:176)
• Spring 2011: Loss Distributions (ACTS:6480/22S:177)
• 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 search Items Authored by Tang, Qihe at MatheSciNet or see 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]
• Nam, H. S.; Tang, Q.; Yang, F. Characterization of upper comonotonicity via tail convex order. Insurance Math. Econom. 48 (2011), no. 3, 368--373. [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]
• Hao, X.; Tang, Q. A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. Insurance Math. Econom. 43 (2008), no. 1, 116--120. [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. Heavy tails of discounted aggregate claims in the continuous-time renewal model. J. Appl. Probab. 44 (2007), no. 2, 285--294. [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 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
• 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
• Actuarial Science Colloquium, Department of Actuarial Science, University of Lausanne, Switzerland, July 8, 2011 [Talk]
• The 15th International Congress on Insurance: Mathematics and Economics, Trieste, Italy, June 14--17, 2011 [Talk]
• MARC: Memorable Actuarial Research Conference, Leuven, Belgium, June 13, 2011

Last updated by Qihe Tang on 01/09/2012 01:22:46 PM