المؤلفون: Chengguo Weng

المصدر: Statistical Theory and Related Fields, Vol 4, Iss 1, Pp 16-19 (2020)

مصطلحات موضوعية: Probabilities. Mathematical statistics, QA273-280

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2475-4269; https://doaj.org/toc/2475-4277

URL الوصول: https://doaj.org/article/8b2bfb35267449928b860ae6c6760770

المؤلفون: Liqun Diao, Yechao Meng, Chengguo Weng, Tony Wirjanto

المصدر: North American Actuarial Journal. :1-20

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Statistics, Probability and Uncertainty

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::548d9830139ea8c310965a29504eab34
https://doi.org/10.1080/10920277.2023.2167832

المؤلفون: Chengguo Weng, Jingong Zhang, Ken Seng Tan

المصدر: European Journal of Operational Research. 297:325-337

مصطلحات موضوعية: Stochastic control, 050210 logistics & transportation, education.field_of_study, Mathematical optimization, 021103 operations research, Information Systems and Management, General Computer Science, Longevity risk, Computer science, Stochastic modelling, 05 social sciences, Population, 0211 other engineering and technologies, 02 engineering and technology, Management Science and Operations Research, Industrial and Manufacturing Engineering, Dynamic programming, Modeling and Simulation, Bellman equation, 0502 economics and business, Trading strategy, education, Hedge (finance), Basis risk

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f3b2d47063b30c1b193f5453e1ab453f
https://doi.org/10.1016/j.ejor.2021.05.055

المؤلفون: Chengguo Weng, Hongcan Lin, David Saunders

المصدر: Operations Research Letters. 48:130-135

مصطلحات موضوعية: Mathematical optimization, Geometric Brownian motion, 021103 operations research, Logarithm, Applied Mathematics, 0211 other engineering and technologies, Markov process, 02 engineering and technology, Management Science and Operations Research, 01 natural sciences, Industrial and Manufacturing Engineering, 010104 statistics & probability, Exponential utility, symbols.namesake, Square root, Constant elasticity of variance model, Market price, symbols, Portfolio, 0101 mathematics, Software, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::2b44339226eb544e97b1ccec4186f2ae
https://doi.org/10.1016/j.orl.2020.01.001

المؤلفون: Ruihong Jiang, David Saunders, Chengguo Weng

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: History, Polymers and Plastics, Business and International Management, Industrial and Manufacturing Engineering

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2484bda057fc56ecbd671ef045d064d5
https://doi.org/10.2139/ssrn.4277936

المؤلفون: Ruihong Jiang, David Saunders, Chengguo Weng

المصدر: Journal of Risk.

مصطلحات موضوعية: Strategy and Management, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::581b68901b1d5cda7d17b543d8360e06
https://doi.org/10.21314/jor.2022.039

المؤلفون: Chengguo Weng, Zhiyi Shen

المصدر: Quantitative Finance. 20:147-171

مصطلحات موضوعية: Stochastic control, Mathematical optimization, 050208 finance, Group (mathematics), 05 social sciences, Markov process, Monotonic function, Least squares monte carlo, Upper and lower bounds, Convexity, symbols.namesake, Variable (computer science), Polaris, Bellman equation, Convergence (routing), 0502 economics and business, symbols, Economics, 050207 economics, Bang bang, General Economics, Econometrics and Finance, Mathematical economics, Finance, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::941de20eb787d92604366c0a20a441ec
https://doi.org/10.1080/14697688.2019.1635709

المؤلفون: Yukun Liu, Zhiyi Shen, Chengguo Weng

المصدر: North American Actuarial Journal. 23:364-385

مصطلحات موضوعية: Estimation, Statistics and Probability, Economics and Econometrics, 050208 finance, Risk measure, Interval estimation, 05 social sciences, food and beverages, 01 natural sciences, Quantitative risk management, Tail value at risk, 010104 statistics & probability, Empirical likelihood, Nonparametric inference, 0502 economics and business, Econometrics, 0101 mathematics, Statistics, Probability and Uncertainty, High order, Value at risk, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4d84113ba19d8e6f252436ed61287ac4
https://doi.org/10.1080/10920277.2019.1566075

المؤلفون: Chengguo Weng, Yanchu Liu, Shumin Chen

المصدر: Insurance: Mathematics and Economics. 86:216-231

مصطلحات موضوعية: Statistics and Probability, Reinsurance, Stochastic control, Economics and Econometrics, 050208 finance, Actuarial science, media_common.quotation_subject, 05 social sciences, Control (management), Differential (mechanical device), Expected value, 01 natural sciences, 010104 statistics & probability, symbols.namesake, Nash equilibrium, Cash, 0502 economics and business, Economics, symbols, Risk sharing, 0101 mathematics, Statistics, Probability and Uncertainty, media_common

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::ad1a025190e0bd565d856a87e515641e
https://doi.org/10.1016/j.insmatheco.2019.03.004

المؤلفون: Chengguo Weng, Tony S. Wirjanto, Guo D

مصطلحات موضوعية: applied_mathematics, Economics, Econometrics, Portfolio optimization, Modern portfolio theory, Stock (geology), Factor analysis

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::873ba319feb2da0f0e7f46b662822648
https://doi.org/10.20944/preprints202105.0031.v1

المؤلفون: Xiaole Xue, Pengyu Wei, Chengguo Weng

المصدر: Insurance: Mathematics and Economics. 84:40-53

مصطلحات موضوعية: Statistics and Probability, Stochastic control, Reinsurance, Economics and Econometrics, Stochastic volatility, 05 social sciences, Equity (finance), Business risks, 01 natural sciences, 010104 statistics & probability, 0502 economics and business, Economics, Econometrics, Constant absolute risk aversion, 050207 economics, 0101 mathematics, Statistics, Probability and Uncertainty

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::e958b9586957229123430e89d02a17b8
https://doi.org/10.1016/j.insmatheco.2018.11.001

المؤلفون: Chengguo Weng, Yi Zhang

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.stats.uwaterloo.ca/%7Ec2weng/papers/2012_Weng_Zhang.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1081.198; http://www.stats.uwaterloo.ca/%7Ec2weng/papers/2012_Weng_Zhang.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1081.198
http://www.stats.uwaterloo.ca/%7Ec2weng/papers/2012_Weng_Zhang.pdf

المؤلفون: Ken Seng Tan, Chengguo Weng

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.stats.uwaterloo.ca/%7Ec2weng/papers/2012_Tan_Weng.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1048.7817; http://www.stats.uwaterloo.ca/%7Ec2weng/papers/2012_Tan_Weng.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1048.7817
http://www.stats.uwaterloo.ca/%7Ec2weng/papers/2012_Tan_Weng.pdf

المؤلفون: Ken Seng Tan, Chengguo Weng, Yi Zhang

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.stats.uwaterloo.ca/%7Ec2weng/papers/2011_Tan_Weng_Zhang.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1079.4041; http://www.stats.uwaterloo.ca/%7Ec2weng/papers/2011_Tan_Weng_Zhang.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.1079.4041
http://www.stats.uwaterloo.ca/%7Ec2weng/papers/2011_Tan_Weng_Zhang.pdf

المؤلفون: Chengguo Weng, Yi Zhang, Ken Seng Tan

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.math.zju.edu.cn/webpagenew/UploadFiles/AttachFiles/2008630213225259.pdf.

مصطلحات موضوعية: Discrete time risk model, ruin probability, regular variation distributions, index of upper tail dependence

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.566.2575; http://www.math.zju.edu.cn/webpagenew/UploadFiles/AttachFiles/2008630213225259.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.566.2575
http://www.math.zju.edu.cn/webpagenew/UploadFiles/AttachFiles/2008630213225259.pdf

المؤلفون: Huiling Wu, Chengguo Weng, Yan Zeng

المصدر: OR Spectrum. 40:541-582

مصطلحات موضوعية: Consumption (economics), Computer Science::Computer Science and Game Theory, Optimization problem, 05 social sciences, Regime switching, Function (mathematics), Management Science and Operations Research, Investment (macroeconomics), symbols.namesake, Nash equilibrium, 0502 economics and business, Econometrics, symbols, Economics, Business, Management and Accounting (miscellaneous), Portfolio, Asset (economics), 050207 economics, 050205 econometrics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::766a0aa12fb880189e1cb93d3d413da4
https://doi.org/10.1007/s00291-017-0502-2

المؤلفون: Jingong Zhang, Ken Seng Tan, Chengguo Weng

المصدر: Insurance: Mathematics and Economics. 75:1-15

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Mathematical optimization, 050208 finance, Actuarial science, Longevity risk, business.industry, 05 social sciences, 01 natural sciences, Market neutral, 010104 statistics & probability, symbols.namesake, Subgame, Nash equilibrium, Replicating portfolio, 0502 economics and business, symbols, Economics, Portfolio, 0101 mathematics, Statistics, Probability and Uncertainty, business, Basis risk, Risk management

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::e2d552796088e34441bedd0099a3ea2e
https://doi.org/10.1016/j.insmatheco.2017.03.008

المؤلفون: Chengguo Weng, Hongcan Lin, David Saunders

المصدر: Insurance: Mathematics and Economics. 73:137-155

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, 050208 finance, Actuarial science, Investment strategy, 05 social sciences, 01 natural sciences, Martingale (betting system), 010104 statistics & probability, Portfolio insurance, Replicating portfolio, Insurance policy, 0502 economics and business, Portfolio, Post-modern portfolio theory, Business, 0101 mathematics, Statistics, Probability and Uncertainty, Portfolio optimization

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::bfaa5ae08c01c517613d5373a3dc58dd
https://doi.org/10.1016/j.insmatheco.2017.02.001

المؤلفون: Lysa Porth, Ryan Samaratunga, Chengguo Weng, Ken Seng Tan

المصدر: The Geneva Papers on Risk and Insurance - Issues and Practice. 42:226-246

مصطلحات موضوعية: Crop insurance, Reinsurance, Finance, Economics and Econometrics, Actuarial science, business.industry, 05 social sciences, General insurance, General Business, Management and Accounting, Accounting, Insurance policy, 0502 economics and business, Auto insurance risk selection, Economics, Casualty insurance, Statutory reserve, 050202 agricultural economics & policy, 050207 economics, business, Bond insurance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::071ac81673e49b6c098ed16b818aaa7f
https://doi.org/10.1057/s41288-017-0044-5

المؤلفون: Yechao Meng, Chengguo Weng, Liqun Diao

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Computer science, Mortality forecasting, Lee–Carter model, Target population, Machine learning, computer.software_genre, 01 natural sciences, Digital Signature Algorithm, 010104 statistics & probability, 03 medical and health sciences, Statistics, Feature (machine learning), Mortality prediction, 0101 mathematics, Selection (genetic algorithm), 030304 developmental biology, Common factor model, 0303 health sciences, business.industry, social sciences, Artificial intelligence, Statistics, Probability and Uncertainty, business, computer

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f14247e3ddcc08bfb4976087ac236772
https://doi.org/10.2139/ssrn.3537368