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 during the summer: 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 Interdisciplinary Applied Mathematical and Computational Sciences Ph.D. 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.: 1998--2001, Department of Statistics and Finance, University of Science and Technology of China
• M.Sc.: 1995--1998, Department of Mathematics, Anhui University

Research Interests

• Heavy-tailed distributions in insurance and finance
• Dependency in risk theory
• Financial risk management
• Ruin theory with stochastic returns

Professional Affiliations and Activities

• 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
• Member of Scientific Committee for
• The Sixth Conference in Actuarial Science & Finance on Samos, June 3-6, 2010, University of Aegean, Greece
• The Thirteenth International Congress on Insurance: Mathematics and Economics, May 27--29, 2009, Istanbul, Turkey
• The Fifth Conference in Actuarial Science & Finance on Samos, September 4--7, 2008, University of Aegean, Greece
• The Twelfth International Congress on Insurance: Mathematics and Economics, July 16--18, 2008, Dalian, China
• The First International Workshop on Gerber-Shiu Functions, August 7-8, 2006, Concordia University, Canada

Research Students Supervised

• Xuemiao Hao: Ph.D., Asymptotic Tail Probabilities of Risk Processes in Insurance and Finance, Department of Statistics and Actuarial Science, University of Iowa, July 2009
• Jun Jiang: Ph.D., Limit Theorems in Random Structures, co-supervised with Chun Su, Department of Statistics and Finance, University of Science and Technology of China, July 2009
• Bangwon Ko: Ph.D., 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, May 2008

Courses Taught

      2006--present at University of Iowa

• Spring 2009: Credibility and Loss Distributions (22S:176), 18 students
• Spring 2009: Topics in Actuarial Science (22S:171), 18 students
• Fall 2008: Advanced Topics in Actuarial Science - Stochastic Analysis for Insurance and Finance (22S:273), 7 students
• Spring 2008: Credibility and Loss Distributions (22S:176), 21 students
• Spring 2008: Topics in Actuarial Science (22S:171), 21 students
• Fall 2007: Quantitative Methods for Actuaries (22S:174), 37 students
• Spring 2007: Credibility and Loss Distributions (22S:176), 36 students
• Fall 2006: Advanced Topics in Actuarial Science - Stochastic Analysis for Insurance and Finance (22S:273), 12 students
• Fall 2006: Mathematical Statistics I (22S:153:001), 13 students
• Spring 2006: Actuarial Models (22S:175), 43 students

      2004--2005 at Concordia University

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

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.; Wei, L. Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. Insurance Math. Econom., to appear. [PDF file]
• Hao, X.; Tang, Q. Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation. Astin Bull., to appear. [PDF file]
• Geluk, J.; Tang, Q. Asymptotic tail probabilities of sums of dependent subexponential random variables. J. Theoret. Probab., to appear. [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. 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 6/19/2009 5:38:44 PM