Office:

Room 3136

M3-200 University Avenue West, Waterloo, ON, N2L 3G1, Canada.

Tel: 

519-888-4567 ext. 31132

Email: 

chengguo.weng@uwaterloo.ca

Website:

www.chengguoweng.com

Social links:

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Welcome!

 

I am an Associate Professor of Actuarial Science in the Department of Statistics and Actuarial Science at the University of Waterloo.

I am interested in not only academic research in those areas including probability, statistics, actuarial science, finance and optimization, but also industry consulting projects and commercial adventure in relevant industries. 

BROAD RESEARCH INTERESTS

 

My research interests span a broad spectrum of scientific disciplines from actuarial science, finance to probability, statistics and stochastic optimization. I am interested in both theoretical and applied research topics. My latest research focuses on developing innovative risk assessment methods and prioritization strategies for actuarial and financial risk management. 

ENTHUSIASM IN INDUSTRIAL PARTNERSHIP

I am enthusiastic in applying cutting-edge technology and knowledge developed by academia into real problems via industrial partnership. 

DIVERSITY OF ​EDUCATION EXPERIENCES

My education experiences span a wide spectrum of disciplines including probability, statistics, actuarial science, finance, and optimization. I have a Ph.D. degree in actuarial science, a master degree  and a bachelor degree in statistics. ​

News                                                                                    
Click Here for Archived News

2020-06-14

[Influential Papers] Dr. Chengguo Weng's paper entitled Optimal reinsurance under VaR and CTE risk measures coauthored with Dr. Jun Cai, Dr. Ken Seng Tan, and Dr. Yi Zhang, is among the 50 most cited among papers ever published on the actuarial leading journal Insurance: Mathematics and Economics (IME), as of June 2020. The paper is ranked at the 31st place. The same paper is also among the 50 most cited IME papers in the last two years and ranked at 37th place on the list. Dr. Chengguo Weng's other paper entitled Marginal Indemnification Function formulation for optimal reinsurance coauthored with 

Dr. Zhuang, Dr. Tan, and Dr. Assa, is also among the 50 most cited IME papers in the last two years and ranked at 23rd place on the list. The above information is released by CitEc (stands for Citations in Economics) that provides citation analysis for documents distributed in the RePEc digital library. The IME list can be found by clicking Here.

2020-06-14

[Student Award] Congratulate Mr. Yechao Meng, a Ph.D. student under the joint supervision of Dr. Chengguo Weng and Dr. Liqun Diao, for being selected as one of the SOA 2020-2021 James C. Hickman Scholars. Each selected Hickman Scholar will receive a $20,000 stipend for the 2020-2021 academic year and the award is renewable up to four times. The receipts were chosen from a significant number of highly qualified applicants currently in (or applying to) actuarial science (or related field) doctoral programs in the United States or Canada. Recipients have made good progress toward, or have already attained, an actuarial designation, such as associated (ASA) or fellow (FSA). Click Here for a official description of the Hickman Scholar program. 

© 2019 by Chengguo Weng.  This website is updated on June 15th, 2020.

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