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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"Risks : open access journal"
~person:"Weng, Chengguo"
~subject:"Messung"
~subject:"Probability theory"
~subject:"Risk management"
~subject:"Zinsstruktur"
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Portfolio selection
Messung
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Reinsurance
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Weng, Chengguo
Lucas, André
20
Haan, Laurens de
17
Vries, Casper G. de
15
Liang, Zongxia
12
Zeng, Yan
10
Daníelsson, Jón
9
Li, Zhongfei
9
Cheung, Eric C. K.
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7
Dhaene, Jan
7
Furman, Edward
7
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7
Lefevre, Claude
7
Mao, Tiantian
7
Cheung, Ka Chun
6
Cossette, Hélène
6
Denuit, Michel
6
Feng, Runhuan
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Hu, Taizhong
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Landriault, David
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Shushi, Tomer
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Sordo, Miguel A.
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Tan, Ken Seng
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Wang, Ruodu
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Yam, Sheung Chi Phillip
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Young, Virginia R.
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Zhu, Qiji Jim
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Albrecher, Hansjörg
5
Balbás de la Corte, Alejandro
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Cai, Jun
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Journal of financial and quantitative analysis : JFQA
Discussion paper / Tinbergen Institute
Insurance / Mathematics & economics
Journal of risk and financial management : JRFM
Risks : open access journal
European journal of operational research : EJOR
1
Quantitative finance
1
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ECONIS (ZBW)
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1
Two-phase selection of representative contracts for valuation of large variable annuity portfolios
Jiang, Ruihong
;
Saunders, David M.
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 293-309
Persistent link: https://www.econbiz.de/10014466217
Saved in:
2
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:
3
Marginal Indemnification Function formulation for optimal reinsurance
Zhuang, Sheng Chao
;
Weng, Chengguo
;
Tan, Ken Seng
; …
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 65-76
Persistent link: https://www.econbiz.de/10011457155
Saved in:
4
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:
5
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
Saved in:
6
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
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