Professor
Professor Qihe Tang
PhD in statistics, 2001, from the University of Science and Technology of China
Business School
Risk & Actuarial
I joined the UNSW Business School under the Strategic Hires and Retention Pathways (SHARP) scheme in July 2017.
After earning my PhD in statistics from the University of Science and Technology of China in 2001, I have worked at different places around the world including the University of Hong Kong (2001), the University of Amsterdam (2002-2004), the Concordia University (2004-2005), and the University of Iowa (2006-2019). At the University of Iowa, I was promoted to Full Professor in 2012 and conferred an Endowed Chair in 2014.
My research areas range over actuarial studies, applied probability, and operations research, with expertise centering on extreme value theory for insurance, finance, and risk management. I have published over 100 papers resulting in an H index of 41. Recently, I have been working on various topics from the interdisciplinary field of insurance, finance, probability, and operations research. These topics include: (1) modeling, measuring, and managing catastrophe risks, (2) systemic risk and financial networks, (3) pricing in incomplete markets, and (4) portfolio theory under model uncertainty. I have been Principal Investigator/Lead Chief Investigator of various major external grants including 1 from ARC of Australia, 1 from NSF of US, 5 from the Society of Actuaries, and 1 from NSERC of Canada.
Currently, I am an Editor of the journal Insurance: Mathematics and Economics, and an Associate Editor of several journals including Applied Stochastic Models in Business and Industry, Statistics & Probability Letters, and Science China Mathematics. I am an Elected Member of the International Statistical Institute.
Phone
61-2-9065-8256
E-mail
- Publications
- Awards
- Grants
- Media
Publications
Awards
09/2018: Elected Member of the International Statistical Institute (ISI)
07/2014: F. Wendell Miller Endowed Chair, University of Iowa
2014--2015: Career Development Award, University of Iowa
Grants
- 2020-2023: Australian Research Council (ARC), Lead Chief Investigator (with Chief Investigators Benjamin Avanzi and Bernard Wong and Partner Investigator Jose Blanchet), AUD 310,000
- 2019-2020: Individual Grant Competition, Committee on Knowledge Extension Research (CKER), the Society of Actuaries (SOA), Co-Principal Investigator (with Principal Investigator Han Li), USD 10,160
- 2018-2021: Centers of Actuarial Excellence (CAE) Research Grant, the Society of Actuaries (SOA), Principal Investigator (with other Principal Investigators Kung-Sik Chan, Yiqing Chen, Ambrose Lo, and Elias Shiu), USD 228,000
- 2014-2017: The National Science Foundation (NSF), Principal Investigator for the subcontract of the University of Iowa (with other Principal Investigators Jose Blanchet of Columbia University and Henry Lam of the University of Michigan), USD 349,874
- 2014-2017: The Society of Actuaries (SOA), Principal Investigator (with other Principal Investigators Jose Blanchet of Columbia University, Henry Lam of the University of Michigan, and Zhongyi Yuan of the Pennsylvania State University), USD 80,403
- 2013-2016: Centers of Actuarial Excellence (CAE) Research Grant, the Society of Actuaries (SOA), Principal Investigator (with other Principal Investigators Elias Shiu , N.D. Shyamalkumar, and Ambrose Lo), USD 244,104.02