Edit Profile Weng, Chengguo Compute Distance To: Compute Author ID: weng.chengguo Published as: Weng, ChengGuo; Weng, Chengguo Documents Indexed: 36 Publications since 2004 all top 5 Co-Authors 1 single-authored 12 Tan, Ken Seng 9 Zhang, Yi 3 Lin, Hongcan 2 Cai, Jun 2 Chi, Yichun 2 Saunders, David J. 2 Shen, Zhiyi 2 Xue, Xiaole 2 Yi, Zhang 2 Zeng, Yan 2 Zhuang, Sheng Chao 1 Assa, Hirbod 1 Chen, Shumin 1 Cong, Jianfa 1 Diao, Liqun 1 Han, Dezhao 1 He, Wenjiong 1 Huang, Saihua 1 Lin, Zhengyan 1 Liu, Yanchu 1 Liu, Yukun 1 Neuman, Eyal 1 Pang, Tianxiao 1 Saunders, David A. 1 Schied, Alexander 1 Shen, Xinmei 1 Shen, Yang 1 Sun, Haoze 1 Wei, Pengyu 1 Wirjanto, Tony S. 1 Wu, Huiling 1 Zhang, Jinggong 1 Zhang, Jingong 1 Zhao, Hui 1 Zhu, Yunzhou all top 5 Serials 12 Insurance Mathematics & Economics 5 North American Actuarial Journal 3 Scandinavian Actuarial Journal 2 Methodology and Computing in Applied Probability 2 ASTIN Bulletin 1 Journal of Applied Probability 1 Journal of Multivariate Analysis 1 Systems & Control Letters 1 Statistics & Probability Letters 1 Operations Research Letters 1 Chinese Journal of Applied Probability and Statistics 1 Communications in Statistics. Theory and Methods 1 Stochastic Processes and their Applications 1 International Journal of Theoretical and Applied Finance 1 Quantitative Finance 1 OR Spectrum 1 Science China. Mathematics all top 5 Fields 29 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Statistics (62-XX) 10 Probability theory and stochastic processes (60-XX) 6 Systems theory; control (93-XX) 2 Operations research, mathematical programming (90-XX) 1 General and overarching topics; collections (00-XX) Publications by Year all cited Publications top 5 cited Publications 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 1140.91417Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 89 2008 Approximation of the tail probability of randomly weighted sums and applications. Zbl 1271.62030Zhang, Yi; Shen, Xinmei; Weng, Chengguo 57 2009 Optimality of general reinsurance contracts under CTE risk measure. Zbl 1218.91097Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 32 2011 Marginal indemnification function formulation for optimal reinsurance. Zbl 1348.91196Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; Assa, Hirbod 29 2016 Optimal reinsurance subject to Vajda condition. Zbl 1284.91217Chi, Yichun; Weng, Chengguo 15 2013 Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. Zbl 1224.91093Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 15 2009 Optimal reinsurance with expectile. Zbl 1401.91106Cai, Jun; Weng, Chengguo 12 2016 Optimal investment strategies for participating contracts. Zbl 1416.91205Lin, 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 1367.60088Zhao, Hui; Weng, ChengGuo; Shen, Yang; Zeng, Yan 7 2017 Empirical approach for optimal reinsurance design. Zbl 1414.91234Tan, Ken Seng; Weng, Chengguo 7 2014 Constant proportion portfolio insurance under a regime switching exponential Lévy process. Zbl 1284.91276Weng, Chengguo 5 2013 Characterization of multivariate heavy-tailed distribution families via copula. Zbl 1236.62048Weng, Chengguo; Zhang, Yi 5 2012 CDF formulation for solving an optimal reinsurance problem. Zbl 1401.91200Weng, Chengguo; Zhuang, Sheng Chao 4 2017 Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance. Zbl 1284.62558Huang, Sai-Hua; Pang, Tian-Xiao; Weng, Chengguo 4 2014 Multivariate reinsurance designs for minimizing an insurer’s capital requirement. Zbl 1306.91090Zhu, Yunzhou; Chi, Yichun; Weng, Chengguo 3 2014 VaR-based optimal partial hedging. Zbl 1281.91142Cong, Jianfa; Tan, Ken Seng; Weng, Chengguo 3 2013 An application of the \(\alpha\)-power approximation in multiple life insurance. Zbl 1157.91387Yi, Zhang; Weng, Chengguo 3 2006 On the correlation order. Zbl 1098.62063Yi, Zhang; Weng, Chengguo 3 2006 Dynamic risk-sharing game and reinsurance contract design. Zbl 1411.91270Chen, Shumin; Liu, Yanchu; Weng, Chengguo 2 2019 Derivatives trading for insurers. Zbl 1419.91387Xue, Xiaole; Wei, Pengyu; Weng, Chengguo 2 2019 Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications. Zbl 1281.60048Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 2 2013 Regression tree credibility model. Zbl 1410.91264Diao, Liqun; Weng, Chengguo 1 2019 Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions. Zbl 1415.91272Wu, Huiling; Weng, Chengguo; Zeng, Yan 1 2018 Optimal hedging with basis risk under mean-variance criterion. Zbl 1394.91242Zhang, Jingong; Tan, Ken Seng; Weng, Chengguo 1 2017 Dynamic risk-sharing game and reinsurance contract design. Zbl 1411.91270Chen, Shumin; Liu, Yanchu; Weng, Chengguo 2 2019 Derivatives trading for insurers. Zbl 1419.91387Xue, Xiaole; Wei, Pengyu; Weng, Chengguo 2 2019 Regression tree credibility model. Zbl 1410.91264Diao, Liqun; Weng, Chengguo 1 2019 Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions. Zbl 1415.91272Wu, Huiling; Weng, Chengguo; Zeng, Yan 1 2018 Optimal investment strategies for participating contracts. Zbl 1416.91205Lin, 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 1367.60088Zhao, Hui; Weng, ChengGuo; Shen, Yang; Zeng, Yan 7 2017 CDF formulation for solving an optimal reinsurance problem. Zbl 1401.91200Weng, Chengguo; Zhuang, Sheng Chao 4 2017 Optimal hedging with basis risk under mean-variance criterion. Zbl 1394.91242Zhang, Jingong; Tan, Ken Seng; Weng, Chengguo 1 2017 Marginal indemnification function formulation for optimal reinsurance. Zbl 1348.91196Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; Assa, Hirbod 29 2016 Optimal reinsurance with expectile. Zbl 1401.91106Cai, Jun; Weng, Chengguo 12 2016 Empirical approach for optimal reinsurance design. Zbl 1414.91234Tan, Ken Seng; Weng, Chengguo 7 2014 Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance. Zbl 1284.62558Huang, Sai-Hua; Pang, Tian-Xiao; Weng, Chengguo 4 2014 Multivariate reinsurance designs for minimizing an insurer’s capital requirement. Zbl 1306.91090Zhu, Yunzhou; Chi, Yichun; Weng, Chengguo 3 2014 Optimal reinsurance subject to Vajda condition. Zbl 1284.91217Chi, Yichun; Weng, Chengguo 15 2013 Constant proportion portfolio insurance under a regime switching exponential Lévy process. Zbl 1284.91276Weng, Chengguo 5 2013 VaR-based optimal partial hedging. Zbl 1281.91142Cong, Jianfa; Tan, Ken Seng; Weng, Chengguo 3 2013 Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications. Zbl 1281.60048Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 2 2013 Characterization of multivariate heavy-tailed distribution families via copula. Zbl 1236.62048Weng, Chengguo; Zhang, Yi 5 2012 Optimality of general reinsurance contracts under CTE risk measure. Zbl 1218.91097Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 32 2011 Approximation of the tail probability of randomly weighted sums and applications. Zbl 1271.62030Zhang, Yi; Shen, Xinmei; Weng, Chengguo 57 2009 Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. Zbl 1224.91093Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 15 2009 Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 89 2008 An application of the \(\alpha\)-power approximation in multiple life insurance. Zbl 1157.91387Yi, Zhang; Weng, Chengguo 3 2006 On the correlation order. Zbl 1098.62063Yi, Zhang; Weng, Chengguo 3 2006 all cited Publications top 5 cited Publications 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 all top 5 Cited in 14 Fields 199 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 98 Statistics (62-XX) 68 Probability theory and stochastic processes (60-XX) 18 Systems theory; control (93-XX) 14 Operations research, mathematical programming (90-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 4 Numerical analysis (65-XX) 2 Approximations and expansions (41-XX) 2 Biology and other natural sciences (92-XX) 1 Real functions (26-XX) 1 Partial differential equations (35-XX) 1 Difference and functional equations (39-XX) 1 Integral transforms, operational calculus (44-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year