Chengguo Weng

Chengguo Weng is a Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, within the Faculty of Mathematics. His research spans actuarial science, finance, probability, and stochastic optimization, with a focus on risk assessment methods for insurance and financial management. He holds a PhD in Actuarial Science (2006–2009) from the University of Waterloo, and prior degrees from Zhejiang University, including a BSc (2001) and MSc (2004) in Statistics.

Key research areas include stochastic optimization in insurance/finance, predictive modeling for risks, high-dimensional portfolio optimization, and statistical inference. Recent work emphasizes reinsurance design, mortality forecasting, and portfolio strategies. He advises multiple PhD and master’s students, including Yechao Meng, Zhiyi Shen, and Danqiao Guo, and collaborates with industry partners on applying academic research to real-world problems. Notably, his papers on optimal reinsurance under risk measures are among the most cited in Insurance: Mathematics and Economics.

Dr. Weng is actively involved in academic events, organizing sessions at conferences like the Canadian Mathematical Society Winter Meeting and presenting on topics such as longevity risk modeling and portfolio selection. His work bridges theoretical research and practical applications, with a focus on industrial partnerships and technological innovation in finance and actuarial science.