Concepedia

Chengguo Weng

CW

24

Publications

1K

Citations

17

H-Index

2008

Active since

Affiliations

University of Waterloo(Current)

Zhejiang University

Central University of Finance and Economics

Sun Yat-sen University

Chengguo Weng is an author at University of Waterloo specializing in insurance, risk management, and finance.

Top concepts

InsuranceFinanceManagementRisk ManagementBusinessEngineeringReinsuranceHealth CoverageMathematical ProgrammingFinancial Risk Management

Publications per year

2008–2022

24

Publications

24

Optimal reinsurance under VaR and CTE risk measures

Jun Cai, Ken Seng Tan, Chengguo Weng et al. · Insurance Mathematics and Economics · 2008 · 266 citations

Financial Risk Management, Risk Management, Management +5

Approximation of the tail probability of randomly weighted sums and applications

Yi Zhang, Xinmei Shen, Chengguo Weng · Stochastic Processes and their Applications · 2008 · 110 citations

Large Deviations, Engineering, Discrete Probability +8

Marginal Indemnification Function formulation for optimal reinsurance

Sheng Chao Zhuang, Chengguo Weng, Hirbod Assa · Insurance Mathematics and Economics · 2015 · 94 citations

Mathematical Programming, Portfolio Optimization, Engineering +7

Optimality of general reinsurance contracts under CTE risk measure

Ken Seng Tan, Chengguo Weng, Yi Zhang · Insurance Mathematics and Economics · 2011 · 77 citations

Mathematical Programming, Engineering, Financial Risk Management +6

VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance

Ken Seng Tan, Chengguo Weng, Yi Zhang · North American Actuarial Journal · 2009 · 68 citations

Optimal Reinsurance Models, Asset Pricing, Financial Risk Management +14

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