| Randomly weighted sums of subexponential random variables with application to capital allocation Q Tang, Z Yuan Extremes 17, 467-493, 2014 | 98 | 2014 |
| Asymptotic analysis of the loss given default in the presence of multivariate regular variation Q Tang, Z Yuan North American Actuarial Journal 17 (3), 253-271, 2013 | 33 | 2013 |
| CAT bond pricing under a product probability measure with POT risk characterization Q Tang, Z Yuan ASTIN Bulletin: The Journal of the IAA 49 (2), 457-490, 2019 | 30 | 2019 |
| A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization Q Tang, Z Yuan North American Actuarial Journal 16 (3), 378-397, 2012 | 22 | 2012 |
| A limit distribution of credit portfolio losses with low default probabilities X Shi, Q Tang, Z Yuan Insurance: Mathematics and Economics 73, 156-167, 2017 | 19 | 2017 |
| A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks Y Chen, Z Yuan Insurance: Mathematics and Economics 73, 75-81, 2017 | 17 | 2017 |
| The loss given default of a low-default portfolio with weak contagion L Wei, Z Yuan Insurance: Mathematics and Economics 66, 113-123, 2016 | 17 | 2016 |
| The finite-time ruin probability in the presence of dependent extremal insurance and financial risks Q Tang, R Vernic, Z Yuan Preprint, 2011 | 17* | 2011 |
| Robust actuarial risk analysis J Blanchet, H Lam, Q Tang, Z Yuan North American Actuarial Journal 23 (1), 33-63, 2019 | 13 | 2019 |
| Random difference equations with subexponential innovations QH Tang, ZY Yuan Science China Mathematics 59, 2411-2426, 2016 | 13 | 2016 |
| Indifference pricing of insurance-linked securities in a multi-period model H Liu, Q Tang, Z Yuan European Journal of Operational Research 289 (2), 793-805, 2021 | 12 | 2021 |
| Interplay of Insurance and Financial Risks with Bivariate Regular Variation Q Tang, Z Yuan Extreme Value Modeling and Risk Analysis: Methods and Applications, 419-438, 2015 | 9 | 2015 |
| An asymptotic characterization of hidden tail credit risk with actuarial applications Z Yuan European Actuarial Journal, 1-28, 2017 | 7 | 2017 |
| Pricing extreme mortality risk in the wake of the COVID-19 pandemic H Li, H Liu, Q Tang, Z Yuan Insurance: Mathematics and Economics 108, 84-106, 2023 | 6 | 2023 |
| Applied robust performance analysis for actuarial applications J Blanchet, H Lam, Q Tang, Z Yuan Technical Report, Society of Actuaries, 2017 | 6 | 2017 |
| Pricing extreme mortality risk amid the COVID-19 pandemic H Li, H Liu, Q Tang, Z Yuan Available at SSRN 3899660, 2021 | 4 | 2021 |
| Computer implementation of probability distribution quantile estimation X Yu, Z Yuan, C Yu, M Yang 2005 International Conference on Machine Learning and Cybernetics 5, 2783-2788, 2005 | 2 | 2005 |
| Pricing government credit: a new method for determining government credit risk exposure BW Ambrose, Z Yuan Economic Policy Review 24 (3), 2018 | 1 | 2018 |
| Quantitative analysis of extreme risks in insurance and finance Z Yuan University of Iowa, 2013 | 1 | 2013 |
| Tail Similarity VA Asimit, Z Yuan, F Zhou Available at SSRN 4719093, 2024 | | 2024 |
Qihe TangUniversity of New South WalesVerified email at unsw.edu.au
