×

zbMATH — the first resource for mathematics

Weng, Chengguo

Compute Distance To:
Author ID: weng.chengguo Recent zbMATH articles by "Weng, Chengguo"
Published as: Weng, ChengGuo; Weng, Chengguo
Documents Indexed: 36 Publications since 2004

Publications by Year

Citations contained in zbMATH Open

24 Publications have been cited 310 times in 230 Documents Cited by Year
Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417
Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi
89
2008
Approximation of the tail probability of randomly weighted sums and applications. Zbl 1271.62030
Zhang, Yi; Shen, Xinmei; Weng, Chengguo
57
2009
Optimality of general reinsurance contracts under CTE risk measure. Zbl 1218.91097
Tan, Ken Seng; Weng, Chengguo; Zhang, Yi
32
2011
Marginal indemnification function formulation for optimal reinsurance. Zbl 1348.91196
Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; Assa, Hirbod
29
2016
Optimal reinsurance subject to Vajda condition. Zbl 1284.91217
Chi, Yichun; Weng, Chengguo
15
2013
Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. Zbl 1224.91093
Weng, Chengguo; Zhang, Yi; Tan, Ken Seng
15
2009
Optimal reinsurance with expectile. Zbl 1401.91106
Cai, Jun; Weng, Chengguo
12
2016
Optimal investment strategies for participating contracts. Zbl 1416.91205
Lin, Hongcan; Saunders, David; Weng, Chengguo
8
2017
Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models. Zbl 1367.60088
Zhao, Hui; Weng, ChengGuo; Shen, Yang; Zeng, Yan
7
2017
Empirical approach for optimal reinsurance design. Zbl 1414.91234
Tan, Ken Seng; Weng, Chengguo
7
2014
Constant proportion portfolio insurance under a regime switching exponential Lévy process. Zbl 1284.91276
Weng, Chengguo
5
2013
Characterization of multivariate heavy-tailed distribution families via copula. Zbl 1236.62048
Weng, Chengguo; Zhang, Yi
5
2012
CDF formulation for solving an optimal reinsurance problem. Zbl 1401.91200
Weng, Chengguo; Zhuang, Sheng Chao
4
2017
Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance. Zbl 1284.62558
Huang, Sai-Hua; Pang, Tian-Xiao; Weng, Chengguo
4
2014
Multivariate reinsurance designs for minimizing an insurer’s capital requirement. Zbl 1306.91090
Zhu, Yunzhou; Chi, Yichun; Weng, Chengguo
3
2014
VaR-based optimal partial hedging. Zbl 1281.91142
Cong, Jianfa; Tan, Ken Seng; Weng, Chengguo
3
2013
An application of the \(\alpha\)-power approximation in multiple life insurance. Zbl 1157.91387
Yi, Zhang; Weng, Chengguo
3
2006
On the correlation order. Zbl 1098.62063
Yi, Zhang; Weng, Chengguo
3
2006
Dynamic risk-sharing game and reinsurance contract design. Zbl 1411.91270
Chen, Shumin; Liu, Yanchu; Weng, Chengguo
2
2019
Derivatives trading for insurers. Zbl 1419.91387
Xue, Xiaole; Wei, Pengyu; Weng, Chengguo
2
2019
Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications. Zbl 1281.60048
Weng, Chengguo; Zhang, Yi; Tan, Ken Seng
2
2013
Regression tree credibility model. Zbl 1410.91264
Diao, Liqun; Weng, Chengguo
1
2019
Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions. Zbl 1415.91272
Wu, Huiling; Weng, Chengguo; Zeng, Yan
1
2018
Optimal hedging with basis risk under mean-variance criterion. Zbl 1394.91242
Zhang, Jingong; Tan, Ken Seng; Weng, Chengguo
1
2017
Dynamic risk-sharing game and reinsurance contract design. Zbl 1411.91270
Chen, Shumin; Liu, Yanchu; Weng, Chengguo
2
2019
Derivatives trading for insurers. Zbl 1419.91387
Xue, Xiaole; Wei, Pengyu; Weng, Chengguo
2
2019
Regression tree credibility model. Zbl 1410.91264
Diao, Liqun; Weng, Chengguo
1
2019
Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions. Zbl 1415.91272
Wu, Huiling; Weng, Chengguo; Zeng, Yan
1
2018
Optimal investment strategies for participating contracts. Zbl 1416.91205
Lin, Hongcan; Saunders, David; Weng, Chengguo
8
2017
Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models. Zbl 1367.60088
Zhao, Hui; Weng, ChengGuo; Shen, Yang; Zeng, Yan
7
2017
CDF formulation for solving an optimal reinsurance problem. Zbl 1401.91200
Weng, Chengguo; Zhuang, Sheng Chao
4
2017
Optimal hedging with basis risk under mean-variance criterion. Zbl 1394.91242
Zhang, Jingong; Tan, Ken Seng; Weng, Chengguo
1
2017
Marginal indemnification function formulation for optimal reinsurance. Zbl 1348.91196
Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; Assa, Hirbod
29
2016
Optimal reinsurance with expectile. Zbl 1401.91106
Cai, Jun; Weng, Chengguo
12
2016
Empirical approach for optimal reinsurance design. Zbl 1414.91234
Tan, Ken Seng; Weng, Chengguo
7
2014
Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance. Zbl 1284.62558
Huang, Sai-Hua; Pang, Tian-Xiao; Weng, Chengguo
4
2014
Multivariate reinsurance designs for minimizing an insurer’s capital requirement. Zbl 1306.91090
Zhu, Yunzhou; Chi, Yichun; Weng, Chengguo
3
2014
Optimal reinsurance subject to Vajda condition. Zbl 1284.91217
Chi, Yichun; Weng, Chengguo
15
2013
Constant proportion portfolio insurance under a regime switching exponential Lévy process. Zbl 1284.91276
Weng, Chengguo
5
2013
VaR-based optimal partial hedging. Zbl 1281.91142
Cong, Jianfa; Tan, Ken Seng; Weng, Chengguo
3
2013
Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications. Zbl 1281.60048
Weng, Chengguo; Zhang, Yi; Tan, Ken Seng
2
2013
Characterization of multivariate heavy-tailed distribution families via copula. Zbl 1236.62048
Weng, Chengguo; Zhang, Yi
5
2012
Optimality of general reinsurance contracts under CTE risk measure. Zbl 1218.91097
Tan, Ken Seng; Weng, Chengguo; Zhang, Yi
32
2011
Approximation of the tail probability of randomly weighted sums and applications. Zbl 1271.62030
Zhang, Yi; Shen, Xinmei; Weng, Chengguo
57
2009
Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. Zbl 1224.91093
Weng, Chengguo; Zhang, Yi; Tan, Ken Seng
15
2009
Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417
Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi
89
2008
An application of the \(\alpha\)-power approximation in multiple life insurance. Zbl 1157.91387
Yi, Zhang; Weng, Chengguo
3
2006
On the correlation order. Zbl 1098.62063
Yi, Zhang; Weng, Chengguo
3
2006
all top 5

Cited by 346 Authors

16 Weng, Chengguo
15 Tan, Ken Seng
13 Cheung, Ka Chun
12 Chi, Yichun
9 Asimit, Alexandru V.
7 Yam, Sheung Chi Phillip
7 Zhuang, Sheng Chao
6 Boonen, Tim J.
5 Assa, Hirbod
5 Cai, Jun
5 Cheng, Dongya
5 Hu, Junlei
5 Lo, Ambrose
5 Mao, Tiantian
5 Yang, Yang
5 Yin, Chuancun
5 Yuen, Kam Chuen
5 Zhang, Yi
4 Badescu, Alexandru M.
4 Chong, Wing Fung
4 Gao, Qingwu
4 Ghossoub, Mario
4 Li, Jinzhu
4 Liang, Zhibin
4 Wang, Yuebao
3 Balbás, Alejandro
3 Balbás, Beatriz
3 Brandtner, Mario
3 Chen, Yiqing
3 Cheng, Fengyang
3 Cui, Wei
3 Hu, Xiang
3 Jiang, Wenjun
3 Kim, Eunseok
3 Kürsten, Wolfgang
3 Liang, Zongxia
3 Lin, Zhengyan
3 Liu, Fangda
3 Liu, Haiyan
3 Ren, Jiandong
3 Shen, Yang
3 Šiaulys, Jonas
3 Tang, Qihe
3 Wang, Dingcheng
3 Wang, Kaiyong
3 Yang, Yang
3 Yuen, Fei Lung
3 Zhang, Lianzeng
3 Zhu, Yunzhou
2 Balbás, Raquel
2 Centeno, M. L.
2 Chen, Lv
2 Chen, Yu
2 Chong, Terence Tai-Leung
2 Cong, Jianfa
2 Dong, Yinghui
2 Fang, Ying
2 Guerra, Manuel
2 Guo, Fenglong
2 Hashorva, Enkelejd
2 He, Lin
2 Heras, Antonio
2 Hong, Hanping
2 Jin, Na
2 Jin, Zhuo
2 Leipus, Remigijus
2 Lemieux, Christiane
2 Lin, X. Sheldon
2 Lu, Zhiyi
2 Ma, Ming
2 Meng, Hui
2 Meng, Lili
2 Pang, Tianxiao
2 Qian, Linyi
2 Rischau, Robert
2 Shen, Qingjie
2 Shen, Xinmei
2 Siu, Tak Kuen
2 Su, Jianxi
2 Sung, K. C. J.
2 Wang, Guojing
2 Wang, Ruodu
2 Wang, Shijie
2 Wang, Yinfeng
2 Wu, Lan
2 Wu, Yonghong
2 Xu, Zuoquan
2 Yang, Hailiang
2 Yang, Haizhong
2 Yang, Jingping
2 Yang, Yang
2 Yang, Yang
2 Yu, Changjun
2 Yung, Siu Pang
2 Zeng, Yan
2 Zhang, Caibin
2 Zhang, Danna
2 Zhang, Yiying
2 Zhao, Hui
2 Zhao, Xia
...and 246 more Authors
all top 5

Cited in 55 Serials

62 Insurance Mathematics & Economics
21 Scandinavian Actuarial Journal
15 Journal of Computational and Applied Mathematics
12 ASTIN Bulletin
10 Statistics & Probability Letters
9 North American Actuarial Journal
8 Communications in Statistics. Theory and Methods
7 European Journal of Operational Research
6 Mathematical Problems in Engineering
4 Advances in Applied Probability
4 Journal of Applied Probability
4 Acta Mathematicae Applicatae Sinica. English Series
4 Extremes
4 Methodology and Computing in Applied Probability
4 Journal of the Korean Statistical Society
4 European Actuarial Journal
3 Journal of Mathematical Analysis and Applications
3 Lithuanian Mathematical Journal
3 Abstract and Applied Analysis
2 SIAM Journal on Control and Optimization
2 Annals of Operations Research
2 Discrete Dynamics in Nature and Society
2 Probability in the Engineering and Informational Sciences
2 Journal of Systems Science and Complexity
2 Journal of Applied Mathematics and Computing
2 Journal of Function Spaces
1 Rocky Mountain Journal of Mathematics
1 Journal of Multivariate Analysis
1 Operations Research
1 Journal of Time Series Analysis
1 Chinese Annals of Mathematics. Series B
1 Stochastic Analysis and Applications
1 Automation and Remote Control
1 Communications in Statistics. Simulation and Computation
1 Test
1 Applied Mathematics. Series B (English Edition)
1 International Journal of Theoretical and Applied Finance
1 Econometric Theory
1 The ANZIAM Journal
1 Nonlinear Analysis. Modelling and Control
1 Quantitative Finance
1 Journal of Applied Mathematics
1 OR Spectrum
1 Journal of Industrial and Management Optimization
1 Stochastics
1 Journal of Biological Dynamics
1 Frontiers of Mathematics in China
1 Mathematics and Financial Economics
1 Journal of Statistical Theory and Practice
1 Electronic Journal of Statistics
1 Science China. Mathematics
1 Numerical Algebra, Control and Optimization
1 Statistics & Risk Modeling
1 ISRN Probability and Statistics
1 Modern Stochastics. Theory and Applications

Citations by Year