Research Output per year

## Fingerprint Fingerprint is based on mining the text of the expert's scholarly documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

- 1 Similar Profiles

Insurance
Mathematics

Compound Poisson
Mathematics

Risk Measures
Mathematics

Equity
Mathematics

Dividend
Mathematics

Gerber-Shiu Function
Mathematics

Ruin Theory
Mathematics

Model
Mathematics

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## Research Output 2009 2019

## Exponential functionals of Lévy processes and variable annuity guaranteed benefits

Feng, R., Kuznetsov, A. & Yang, F., Feb 2019, In : Stochastic Processes and their Applications. 129, 2, p. 604-625 22 p.Research output: Contribution to journal › Article

Brownian movement

Geometric Brownian Motion

Equity

Asian Options

Black-Scholes Model

## Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times

Cheung, E. C. K. & Feng, R., May 28 2019, In : Scandinavian Actuarial Journal. 2019, 5, p. 355-386 32 p.Research output: Contribution to journal › Article

Renewal

Costs

Ladder Height

Compound Poisson

Risk Process

## Quantitative modeling of risk management strategies: Stochastic reserving and hedging of variable annuity guaranteed benefits

Feng, R. & Yi, B., Mar 2019, In : Insurance: Mathematics and Economics. 85, p. 60-73 14 p.Research output: Contribution to journal › Article

Hedging

Risk Management

Risk Measures

Modeling

Insurance

## An introduction to computational risk management of equity-linked insurance

Feng, R., 2018, CRC Press, Boca Raton, FL. (Chapman Hall/CRC Financial Mathematics Series)Research output: Book/Report › Book

## Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits

Feng, R. & Jing, X., Jan 1 2017, In : Insurance: Mathematics and Economics. 72, p. 36-48 13 p.Research output: Contribution to journal › Article

Hedging

Valuation

Lifetime

Equity

Monte Carlo Simulation