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.

Contacting Information
Department of Statistics and Actuarial Science The University of Iowa     241 Schaeffer Hall Iowa City, IA 52242-1409 United States
E-mail: qtang@stat.uiowa.edu     Work phone: (319) 335-0730     Fax: (319) 335-3017
Office: 360 Schaeffer Hall     Office Hours: 10:30 AM -- 11:30 AM, Monday, Wednesday, and Friday, or by appointment

Education

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

Employment

• July 2008--  : Associate Professor, with tenure, Department of Statistics and Actuarial Science, 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

Research Interests

• Heavy-tailed distributions
• Dependency in risk theory
• Ruin theory with stochastic returns
• Risk management

Editorial and Review Work

• 2005--present: Associate Editor of Insurance: Mathematics & Economics, Elsevier
• 2007--present: Associate Editor of Acta Mathematicae Applicatae Sinica (see another site), Springer
• 2004--present: Reviewer of American Mathematical Society (see a list of papers I have publicly reviewed)
• Referee about 20-30 papers per year since 2003 for certain journals in Actuarial Science, Finance, Probability Theory, Stochastic Processes, and Mathematics

Current Research Student Supervised

• Xuemiao Hao: Ph.D. candidate, in progress, Department of Statistics and Actuarial Science, University of Iowa
• Bangwon Ko: Ph.D. candidate, in progress, co-supervised with Elias S. W. Shiu, Department of Statistics and Actuarial Science, University of Iowa
• Jun Jiang: Ph.D. candidate, in progress, co-supervised with Chun Su, Department of Statistics and Finance, University of Science and Technology of China (The degree will be awarded by University of Science and Technology of China.)

Course Taught

      2006--present at University of Iowa

• Spring 2008: Credibility and Loss Distributions (22S:176), for undergraduates and graduates, 21 enrollments
• Spring 2008: Topics in Actuarial Science (22S:171), for undergraduates and graduates, 21 enrollments
• Fall 2007: Quantitative Methods for Actuaries (22S:174), for undergraduates and graduates, 37 enrollments
• Spring 2007: Credibility and Loss Distributions (22S:176), for undergraduates and graduates, 40 enrollments
• Fall 2006: Advanced Topics in Actuarial Science - Stochastic Analysis for Insurance and Finance (22S:273), for graduates, 12 enrollments
• Fall 2006: Mathematical Statistics I (22S:153:001), for undergraduates and graduates, 16 enrollments
• Spring 2006: Actuarial Models (22S:175), for undergraduates and graduates, 44 enrollments

      2004--2005 at Concordia University

• Fall 2005: Risk Management in Insurance and Finance (MAST 881S/MAST 729D), for graduates, at Concordia University, 9 enrollments
• Fall 2005: Mathematics of Finance (ACTU 256), for undergraduates, at Concordia University, 66 enrollments
• Winter 2005: Risk Theory (ACTU 457/MAST 724), for undergraduates and graduates, at Concordia University, 52 enrollments
• Winter 2005: Time Series (STAT 460), for undergraduates, at Concordia University, 42 enrollments
• Fall 2004: Advanced Risk Theory (MAST 729/MAST 878), for graduates, at Concordia University, 9 enrollments

Selected Publications

For a full list of refereed publications of mine, either search Items Authored by Tang, Qihe at MatheSciNet or see PDF file.

• Geluk, J.; Tang, Q. Asymptotic tail probabilities of sums of dependent subexponential random variables. J. Theoret. Probab., accepted for publication. [PDF file]
• Hao, X.; Tang, Q. A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. Insurance Math. Econom., accepted for publication. [PDF file]
• Tang, Q. From light tails to heavy tails through multiplier. Extremes, accepted for publication. [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. The subexponentiality of products revisited. Extremes 9 (2006), no. 3-4, 231--241 (published in 2007). [PDF file]
• Tang, Q. On convolution equivalence with applications. Bernoulli 12 (2006), no. 3, 535--549. [PDF file]
• Tang, Q. Insensitivity to negative dependence of the asymptotic behavior of precise large deviations. Electron. J. Probab. 11 (2006), no. 4, 107--120. [PDF file]
• Tang, Q. Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors. Probab. Engrg. Inform. Sci. 20 (2006), no. 1, 103--113. [PDF file]
• Goovaerts, M. J.; Kaas, R.; Laeven, R. J. A.; Tang, Q.; Vernic, R. The tail probability of discounted sums of Pareto-like losses in insurance. Scand. Actuar. J. (2005), no. 6, 446--461. [PDF file]
• Tang, Q. The finite-time ruin probability of the compound Poisson model with constant interest force. J. Appl. Probab. 42 (2005), no. 3, 608--619. [PDF file]
• Kaas, R.; Tang, Q. A large deviation result for aggregate claims with dependent claim occurrences. Insurance Math. Econom. 36 (2005), no. 3, 251--259. [PDF file]
• Tang, Q. Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation. Scand. Actuar. J. (2005), no. 1, 1--5. [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]
• Tang, Q. Asymptotics for the finite time ruin probability in the renewal model with consistent variation. Stoch. Models 20 (2004), no. 3, 281--297. [PDF file]
• Tang, Q. The ruin probability of a discrete time risk model under constant interest rate with heavy tails. Scand. Actuar. J. (2004), no. 3, 229--240. [PDF file]
• Cai, J.; Tang, Q. On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. J. Appl. Probab. 41 (2004), no. 1, 117--130. [PDF file]
• Ng, K. W.; Tang, Q. Asymptotic behavior of tail and local probabilities for sums of subexponential random variables. J. Appl. Probab. 41 (2004), no. 1, 108--116. [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. Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails. Probab. Engrg. Inform. Sci. 18 (2004), no. 1, 71--86. [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]
• Tang, Q.; Tsitsiashvili, G. Randomly weighted sums of subexponential random variables with application to ruin theory. Extremes 6 (2003), no. 3, 171--188. [PDF file]
• Ng, K. W.; Tang, Q.; Yan, J.; Yang, H. Precise large deviations for the prospective-loss process. J. Appl. Probab. 40 (2003), no. 2, 391--400. [PDF file]

Last updated by Qihe Tang on 4/20/2008 9:41:37 PM