Runhuan Feng

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Personal profile

Research Interests

Risk Analytics
Actuarial Science
Quantitative Finance
Pension and Retirement Planning
Healthcare Data Analytics
Market innovation in FinTech and InsurTech

Office Address

Department of Mathematics
227A Illini Hall, MC-382
1409 W. Green Street
Urbana, IL 61801

Office Phone

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Research Output

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 journalArticle

  • 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 journalArticle

  • 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/Conference proceedingBook

    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 journalArticle