Chengguo Weng

Chengguo Weng

University of Waterloo

Chengguo Weng is a full professor in the Department of Statistics and Actuarial Science at the University of Waterloo. He served as the Associate Chair, Actuarial Science, in his home department of the university from 2019 to 2022. He obtained a Ph.D. degree in 2009 from the University of Waterloo. His research interests span relevant scientific disciplines from actuarial science, and finance to statistics and stochastic optimization. He published intensively in leading actuarial journals. His actuarial research has focused on heavy-tailed risks, index insurance design, optimal insurance and reinsurance, complex variable annuity products valuation, and machine learning methods for premium rating in P&C and mortality forecasting. Currently, he is particularly interested in research problems arising from applied projects and innovative applications of machine learning methods to insurance and finance.

Follow Chengguo

Articles by Chengguo Weng

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here