M3-200 University Avenue West, Waterloo, ON, N2L 3G1, Canada.
519-888-4567 ext. 31132
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.
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[Joint Publications] Dr. Chengguo Weng is very happy to announce two joint publications with his wife Dr. Liqun Diao. One is a research paper entitled "A DSA Algorithm for Mortality Forecasting" accepted by the North American Actuarial Journal for publication. A preliminary version of the paper can be downloaded at https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3537368. The other is baby Emilia who arrived at the world on July 25th.