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Optimal Reinsurance Subject to...
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Weng, Chengguo
39
Chi, Yichun
28
Ken Seng Tan
14
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7
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6
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5
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5
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3
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Insurance / Mathematics & economics
16
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12
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
7
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4
Astin bulletin : the journal of the International Actuarial Association
3
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3
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ECONIS (ZBW)
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1
The statistics of capture ratios
Jiang, Ruihong
;
Saunders, David M.
;
Weng, Chengguo
- In:
Journal of risk
25
(
2022
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10013549682
Saved in:
2
Tail mean-variance portfolio selection with estimation risk
Huang, Zhenzhen
;
Wei, Pengyu
;
Weng, Chengguo
- In:
Insurance : mathematics and economics
116
(
2024
),
pp. 218-234
Persistent link: https://www.econbiz.de/10015066806
Saved in:
3
Derivatives trading for insurers
Xue, Xiaole
;
Wei, Pengyu
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 40-53
Persistent link: https://www.econbiz.de/10011990431
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4
Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions
Wu, Huiling
;
Weng, Chengguo
;
Zeng, Yan
- In:
OR spectrum : quantitative approaches in management
40
(
2018
)
2
,
pp. 541-582
Persistent link: https://www.econbiz.de/10011868232
Saved in:
5
Optimal multivariate quota-share reinsurance : a nonparametric mean-CVaR framework
Sun, Haoze
;
Weng, Chengguo
;
Zhang, Yi
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 197-214
Persistent link: https://www.econbiz.de/10011694574
Saved in:
6
CDF formulation for solving an optimal reinsurance problem
Weng, Chengguo
;
Zhuang, Sheng Chao
- In:
Scandinavian actuarial journal
(
2017
)
5
,
pp. 395-418
Persistent link: https://www.econbiz.de/10011772196
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7
Optimal hedging with basis risk under mean-variance criterion
Zhang, Jingong
;
Ken Seng Tan
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011740687
Saved in:
8
Optimal investment strategies for participating contracts
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 137-155
Persistent link: https://www.econbiz.de/10011702060
Saved in:
9
Modelling the sustainability of the Canadian crop insurance program : a reserve fund process under a public-private partnership model
Weng, Chengguo
;
Porth, Lysa
;
Ken Seng Tan
;
Samaratunga, Ryan
- In:
The Geneva papers on risk and insurance - issues and …
42
(
2017
)
2
,
pp. 226-246
Persistent link: https://www.econbiz.de/10011735002
Saved in:
10
Marginal Indemnification Function formulation for optimal reinsurance
Zhuang, Sheng Chao
;
Weng, Chengguo
;
Ken Seng Tan
;
Assa, …
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 65-76
Persistent link: https://www.econbiz.de/10011457155
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