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An application of the -power approximation in multiple life insurance
Yi, Zhang; Weng, Chengguo - In: Insurance / Mathematics & economics 38 (2006) 1, pp. 98-112
Persistent link: https://www.econbiz.de/10006872191
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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/10010119399
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Optimal reinsurance subject to Vajda condition
Chi, Yichun; Weng, Chengguo - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 179-189
Persistent link: https://www.econbiz.de/10010148978
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Optimal reinsurance analysis from a crop insurer's perspective
Porth, Lysa; Tan, Ken Seng; Weng, Chengguo - In: Agricultural finance review 73 (2013) 2, pp. 310-328
Persistent link: https://www.econbiz.de/10010185225
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Optimal reinsurance under VaR and CTE risk measures
Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi - In: Insurance / Mathematics & economics 43 (2008) 1, pp. 185
Persistent link: https://www.econbiz.de/10008082349
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Enhancing Insurer Value Using Reinsurance and Value-at-Risk Criterion
Tan, Ken Seng; Weng, Chengguo - In: The Geneva risk and insurance review 37 (2012) 1, pp. 109-141
Persistent link: https://www.econbiz.de/10009836315
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Optimality of general reinsurance contracts under CTE risk measure
Tan, Ken Seng; Weng, Chengguo; Zhang, Yi - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 175-188
Persistent link: https://www.econbiz.de/10009164490
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Optimal reinsurance under VaR and CTE risk measures
Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi - In: Insurance / Mathematics & economics 43 (2008) 1, pp. 185-197
Persistent link: https://www.econbiz.de/10008883780