Tan, Ken Seng; Weng, Chengguo; Zhang, Jinggong Optimal dynamic longevity hedge with basis risk. (English) Zbl 07422900 Eur. J. Oper. Res. 297, No. 1, 325-337 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{K. S. Tan} et al., Eur. J. Oper. Res. 297, No. 1, 325--337 (2022; Zbl 07422900) Full Text: DOI OpenURL
Diao, Liqun; Meng, Yechao; Weng, Chengguo A DSA algorithm for mortality forecasting. (English) Zbl 1479.91318 N. Am. Actuar. J. 25, No. 3, 438-458 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{L. Diao} et al., N. Am. Actuar. J. 25, No. 3, 438--458 (2021; Zbl 1479.91318) Full Text: DOI OpenURL
Shen, Zhiyi; Weng, Chengguo Pricing bounds and bang-bang analysis of the Polaris variable annuities. (English) Zbl 1431.91343 Quant. Finance 20, No. 1, 147-171 (2020). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{Z. Shen} and \textit{C. Weng}, Quant. Finance 20, No. 1, 147--171 (2020; Zbl 1431.91343) Full Text: DOI OpenURL
Shen, Zhiyi; Liu, Yukun; Weng, Chengguo Nonparametric inference for VaR, CTE, and expectile with high-order precision. (English) Zbl 1426.91311 N. Am. Actuar. J. 23, No. 3, 364-385 (2019). MSC: 91G70 62P05 62G05 PDF BibTeX XML Cite \textit{Z. Shen} et al., N. Am. Actuar. J. 23, No. 3, 364--385 (2019; Zbl 1426.91311) Full Text: DOI OpenURL
Diao, Liqun; Weng, Chengguo Regression tree credibility model. (English) Zbl 1410.91264 N. Am. Actuar. J. 23, No. 2, 169-196 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{L. Diao} and \textit{C. Weng}, N. Am. Actuar. J. 23, No. 2, 169--196 (2019; Zbl 1410.91264) Full Text: DOI OpenURL
Xue, Xiaole; Wei, Pengyu; Weng, Chengguo Derivatives trading for insurers. (English) Zbl 1419.91387 Insur. Math. Econ. 84, 40-53 (2019). MSC: 91B30 91G20 91G10 93E20 PDF BibTeX XML Cite \textit{X. Xue} et al., Insur. Math. Econ. 84, 40--53 (2019; Zbl 1419.91387) Full Text: DOI OpenURL
Lin, Hongcan; Saunders, David; Weng, Chengguo Optimal investment strategies for participating contracts. (English) Zbl 1416.91205 Insur. Math. Econ. 73, 137-155 (2017). MSC: 91B30 93E20 60G44 PDF BibTeX XML Cite \textit{H. Lin} et al., Insur. Math. Econ. 73, 137--155 (2017; Zbl 1416.91205) Full Text: DOI OpenURL
Zhang, Jingong; Tan, Ken Seng; Weng, Chengguo Optimal hedging with basis risk under mean-variance criterion. (English) Zbl 1394.91242 Insur. Math. Econ. 75, 1-15 (2017). MSC: 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{J. Zhang} et al., Insur. Math. Econ. 75, 1--15 (2017; Zbl 1394.91242) Full Text: DOI OpenURL
Zhao, Hui; Weng, ChengGuo; Shen, Yang; Zeng, Yan Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models. (English) Zbl 1367.60088 Sci. China, Math. 60, No. 2, 317-344 (2017). MSC: 60H30 60H10 91B30 91G80 90C39 PDF BibTeX XML Cite \textit{H. Zhao} et al., Sci. China, Math. 60, No. 2, 317--344 (2017; Zbl 1367.60088) Full Text: DOI OpenURL
Sun, Haoze; Weng, Chengguo; Zhang, Yi Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework. (English) Zbl 1394.91232 Insur. Math. Econ. 72, 197-214 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Sun} et al., Insur. Math. Econ. 72, 197--214 (2017; Zbl 1394.91232) Full Text: DOI OpenURL
Weng, Chengguo Constant proportion portfolio insurance under a regime switching exponential Lévy process. (English) Zbl 1284.91276 Insur. Math. Econ. 52, No. 3, 508-521 (2013). MSC: 91B30 91G10 60G51 62P05 PDF BibTeX XML Cite \textit{C. Weng}, Insur. Math. Econ. 52, No. 3, 508--521 (2013; Zbl 1284.91276) Full Text: DOI OpenURL
Tan, Ken Seng; Weng, Chengguo; Zhang, Yi Optimality of general reinsurance contracts under CTE risk measure. (English) Zbl 1218.91097 Insur. Math. Econ. 49, No. 2, 175-187 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{K. S. Tan} et al., Insur. Math. Econ. 49, No. 2, 175--187 (2011; Zbl 1218.91097) Full Text: DOI OpenURL
Zhang, Yi; Lin, Zhengyan; Weng, Chengguo Some limiting properties of the bounds of the present value function of a life insurance portfolio. (English) Zbl 1130.62106 J. Appl. Probab. 43, No. 4, 1155-1164 (2006). MSC: 62P05 91B30 60F15 60E15 PDF BibTeX XML Cite \textit{Y. Zhang} et al., J. Appl. Probab. 43, No. 4, 1155--1164 (2006; Zbl 1130.62106) Full Text: DOI OpenURL
Yi, Zhang; Weng, Chengguo An application of the \(\alpha\)-power approximation in multiple life insurance. (English) Zbl 1157.91387 Insur. Math. Econ. 38, No. 1, 98-112 (2006). MSC: 91B30 62E17 PDF BibTeX XML Cite \textit{Z. Yi} and \textit{C. Weng}, Insur. Math. Econ. 38, No. 1, 98--112 (2006; Zbl 1157.91387) Full Text: DOI OpenURL