30 citations · 30 across the 1 of their papers we have counts for
2 papers
math.ST2015★ 30 cited
Interplay of insurance and financial risks in a discrete-time model with strongly regular variation
Jinzhu Li, Qihe Tang
Consider an insurance company exposed to a stochastic economic environment that contains two kinds of risk. The first kind is the insurance risk caused by traditional insurance cla…
math.PR2010
Asymptotics of Random Contractions
Enkelejd Hashorva, Anthony G. Pakes, Qihe Tang
In this paper we discuss the asymptotic behaviour of random contractions , where , with distribution function , is a positive random variable independent of $S\in (0,1)…