Professor Qihe Tang

My Research Supervision

Yes, I am looking for research students (PhD, Masters, and Honours) to join my research team to work on various ambitious academic and industry projects! For details, please refer to my UNSW research page.

Current PhD students

• Xinran Dai, 2023–, primary supervisor, with co-supervisors Han Li and Henry Lam, School of Risk and Actuarial Studies, UNSW Sydney [under ARC DP220100090]
• Eugenia Fang, 2022–, primary supervisor, with co-supervisors Bernard Wong and Andy Pitman [under ARC DP200101859]
• Morris Chen, 2022–, primary supervisor, with co-supervisors Yang Shen and Peiman Asadi
• Yuhao Liu, 2021–, primary supervisor, with co-supervisors Jinxia Zhu and Haibo Liu
• Yunshen Yang, 2019–, primary supervisor, with co-supervisors Bernard Wong and Benjamin Avanzi [under Scientia PhD Scholarship]

Current and recent Honours students

• Rakesh Beniwal, 2023, co-supervisor, with primary supervisor Jinxia Zhu
• William (Will) Chaffers-Welsh, Honours thesis titled "An Insurance Approach to Systemic Risk," primary supervisor, with co-supervisor Zhiwei Tong, School of Risk and Actuarial Studies, UNSW Sydney, 2022
• Felix Zhu, Honours thesis titled "Introducing Data-Rich Environments and Neural Networks to Actuarial Economic Forecasting," completed in December 2021, co-supervisor, with primary supervisor Fei Huang, School of Risk and Actuarial Studies, UNSW Sydney
• Zhen Dong (Morris ) Chen, Honours thesis titled "Liquidation Risk in Insurance under an Exogenous Shock," completed in December 2020, primary supervisor, with co-supervisors Libo Li and Haibo Liu, School of Risk and Actuarial Studies, UNSW Sydney [Awarded the University Medal in January 2021]
• Yuhao (Howard) Liu, Honours thesis titled "Pricing CAT Bonds under Shocks," completed in December 2020, primary supervisor, with co-supervisors Jinxia Zhu and Haibo Liu, School of Risk and Actuarial Studies, UNSW Sydney

Former PhD students

I have graduated over 10 doctoral students, who are now working in either academia or industry around the world.  Here is a selected list:

• Zhiwei Tong, PhD thesis entitled "Portfolio Risk Analysis: Aggregation and Allocation," completed in July 2021, primary supervisor, with co-supervisor Bernard Wong, School of Risk and Actuarial Studies, UNSW Sydney [Now: Assistant Professor (tenure-track) of Actuarial Science, University of Iowa, United States]
• Fabio Gómez, PhD thesis entitled "Quantitative Risk Management under the Interplay of Insurance and Financial Risks," completed in February 2020, primary supervisor, with co-supervisor Jaime Alberto Londoño, Department of Mathematics, National University of Colombia in Bogotá [Now: Assistant Professor (tenure-track), Universidad del Rosario, Colombia]
• Haibo Liu, PhD thesis entitled "Pricing, Bankruptcy, and Liquidation under Insurance and Financial Risks in a Markovian Framework," completed in July 2019, primary supervisor, with co-supervisor Ambrose Lo, Department of Statistics & Actuarial Science, University of Iowa [Now: Assistant Professor (tenure-track) of Actuarial Science, Purdue University, United States]
• Zhaofeng Tang, PhD thesis entitled "Quantitative Risk Management under Systematic and Systemic Risks," completed in July 2019, primary supervisor, with co-supervisor Ambrose Lo, Department of Statistics & Actuarial Science, University of Iowa [Now: Senior Analyst, Standard & Poor's Global Ratings, Chicago, United States]
• Fan Yang, PhD thesis entitled "Asymptotics for Risk Measures of Extreme Risks," completed in July 2013, sole supervisor, Applied Mathematical and Computational Sciences Program, University of Iowa [Now: Assistant Professor (tenure-track) of Actuarial Science, University of Waterloo, Canada]
• Zhongyi Yuan, PhD thesis entitled "Quantitative Analysis of Extreme Risks in Insurance and Finance," completed in May 2013, sole supervisor, Department of Statistics & Actuarial Science, University of Iowa [Now: Associate Professor of Risk Management, Pennsylvania State University, United States]
• Bin Li, PhD thesis entitled "Look-back Stopping Times and Their Applications to Liquidation Risk and Exotic Options," completed in May 2013, primary supervisor, with co-supervisor Lihe Wang, Applied Mathematical and Computational Sciences Program, University of Iowa [Now: Associate Professor of Actuarial Science, University of Waterloo, Canada]
• Xuemiao Hao, PhD thesis entitled "Asymptotic Tail Probabilities of Risk Processes in Insurance and Finance," completed in July 2009, sole supervisor, Department of Statistics & Actuarial Science, University of Iowa [Now: Associate Professor of Actuarial Science, University of Manitoba, Canada]
• Bangwon Ko, PhD thesis entitled "On Sums of Dependent Heavy-tailed Random Variables and Valuation of Equity-linked Insurance Products," completed in May 2008, co-supervisor, with primary supervisor Elias Shiu, Department of Statistics & Actuarial Science, University of Iowa [Now: Professor of Actuarial Science, Soongsil University, South Korea]

My Teaching

Since I joined UNSW in July 2017, I have been teaching the following courses:

• 2022, Term 2: Quantitative Risk Management (ACTL3301&5301)
• 2021, Term 3: General Insurance Techniques/Insurance Risk Models (ACTL3162/5106), jointly with Eric Cheung
• 2021, Term 3: Advanced Research Topics in Actuarial Studies: EVT Approaches to Insurance in a Changing Environment (ACTL6105)
• 2020, Term 3: General Insurance Techniques/Insurance Risk Models (ACTL3162/ACTL5106), jointly with Jinxia Zhu
• 2020, Term 2: Models for Risk Management (ACTL4301/5301)
• 2019, Term 2: Models for Risk Management (ACTL4301/5301)
• 2018, Semester 1: Models for Risk Management (ACTL4301/5301), jointly with Jae Kyung Woo

During my appointment at the University of Iowa (2006-2019), I had taught essentially all courses in actuarial science and at all levels.