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Education
- Department of Statistics and Actuarial Science ,
University of Waterloo, Waterloo, ON, Canada.
- Ph.D. (in Actuarial Science), 2011
- Thesis Topic: Optimal Reinsurance Design: from an insurer's perspective
- Supervisor:
Professor Ken Seng Tan
- Department of Mathematics,
Zhejiang University, Hangzhou, Zhejiang, China.
- M.Math. (in Mathematics), 2004
- Thesis Topic: Correlation Risk Order and its Applications.
- Supervisor:
Professor Yi Zhang
- Department of Mathematics,
Zhejiang University, Hangzhou, Zhejiang, China.
- B.S. with Honor (in Statistics), June 2001
Professional Experience
- Assistant Professor, since June 2010, University of Waterloo, Waterloo, ON, Canada.
- Assistant Professor, August 2009-May 2010, Towson University University, Towson, Maryland, USA.
- Lecturer, Summer 2008, University of Waterloo, Waterloo, ON, Canada.
- Lecturer, Aug 2004-Apr 2006, School of Statistics and Mathematics ,
Zhejiang Gongshang University
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Hangzhou, China
- Research Assistant (Full Time), Dec 2003-Jul 2004,
Department of Statistics,
the Chinese University of Hong Kong, China.
Research Interests
- Professor Weng's research interests lie in developing effective quantitative tools in evaluating and managing risks on problems related to insurance and finance. Currently Professor Weng are
particularly interested in these topics: portfolio management; minimum guaranteed return funds; optimal reinsurance; pricing and hedging under regime-switching models; heavy-tailed risks.
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