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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of monetary economics"
~language:"eng"
~person:"Weng, Chengguo"
~subject:"Theory"
~subject:"United States"
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Weng, Chengguo
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Multivariate reinsurance designs for minimizing an insurer's capital requirement
Zhu, Yunzhou
;
Chi, Yichun
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 144-155
Persistent link: https://www.econbiz.de/10010469146
Saved in:
2
Optimality of general reinsurance contracts under CTE risk measure
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Yi
- In:
Insurance / Mathematics & economics
49
(
2011
)
2
,
pp. 175-187
Persistent link: https://www.econbiz.de/10009242047
Saved in:
3
Constant proportion portfolio insurance under a regime switching exponential Lévy process
Weng, Chengguo
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 508-521
Persistent link: https://www.econbiz.de/10009763599
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