Chengguo Weng

Management Science and Operations Research · 2008–2016

A researcher in the Science corpus: 6 papers; trusts 17 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 62 citations into it; #3,723 of 11,946 by trust here, #2,873 by citations
• Economics and Econometrics — 58 citations into it; #8,542 of 23,481 by trust here, #10,386 by citations
• Demography — 41 citations into it; #3,663 of 4,236 by trust here, #3,224 by citations
• Finance — 17 citations into it; #8,934 of 10,518 by trust here, #7,920 by citations
• General Decision Sciences — 5 citations into it

Whom Chengguo Weng trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jun Cai
2. Marek Kaluszka
3. Ken Seng Tan
4. Guillaume Carlier
5. Dirk Tasche
6. Qihe Tang
7. R. Tyrrell Rockafellar
8. Dariusz Zagrodny
9. Alexander J. McNeil
10. Rose-Anne Dana

Who trusts Chengguo Weng overall

1. Yichun Chi
2. Jun Cai
3. Ken Seng Tan
4. Ka Chun Cheung

Papers from Chengguo Weng's perspective

Ordered by how strongly the researchers Chengguo Weng trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risk Measures and Comonotonicity: A Review
2. On the significance of expected shortfall as a coherent risk measure
3. Optimal reinsurance under mean-variance premium principles
4. Expected shortfall and beyond
5. Making and Evaluating Point Forecasts
6. Optimal reinsurance under VaR and CTE risk measures
7. Quantitative Risk Management: Concepts, Techniques, and Tools
8. Conditional Value-at-Risk for General Loss Distributions
9. Value-at-risk versus expected shortfall: A practical perspective
10. Mean-Variance Optimal Reinsurance Arrangements

Their papers

• Approximation of the tail probability of randomly weighted sums and applications (2009) — 119 citations
• Optimal reinsurance under VaR and CTE risk measures (2008) — 276 citations
• Optimal reinsurance with expectile (2016) — 54 citations
• Marginal Indemnification Function formulation for optimal reinsurance (2016) — 108 citations
• Optimality of general reinsurance contracts under CTE risk measure (2011) — 86 citations
• VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (2009) — 66 citations