Similar Search Results

An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models

Feng, Runhuan - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 304-313

Persistent link: https://www.econbiz.de/10008989314

On the total operating costs up to default in a renewal risk model

Feng, Runhuan - In: Insurance / Mathematics & economics 45 (2009) 2, pp. 305-314

Persistent link: https://www.econbiz.de/10009517563

An introduction to computational risk management of equity-linked insurance

Feng, Runhuan - 2018

Persistent link: https://www.econbiz.de/10011843606

Variable annuity pricing, valuation, and risk management : a survey

Feng, Runhuan; Gan, Guojun; Zhang, Ning - In: Scandinavian actuarial journal 2022 (2022) 10, pp. 867-900

Persistent link: https://www.econbiz.de/10013491041

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

Feng, Runhuan; Yi, Bingji - In: Insurance / Mathematics & economics 85 (2019), pp. 60-73

Persistent link: https://www.econbiz.de/10011990615

Multi-period peer-to-peer risk sharing

Abdikerimova, Samal; Boonen, Tim J.; Feng, Runhuan - 2022

Risk sharing has been practiced in various forms in the financial industry. This paper proposes a multi-period risk-sharing mechanism for a group of participants. The design of risk-sharing strategies is based on mean-variance optimizations of participants' terminal reserves. Such a framework...

Persistent link: https://www.econbiz.de/10013294010

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

Cheung, Eric C. K.; Feng, Runhuan - In: Scandinavian actuarial journal 2019 (2019) 5, pp. 355-386

Persistent link: https://www.econbiz.de/10012194956

Pandemic risk management : resources contingency planning and allocation

Chen, Xiaowei; Chong, Wing Fung; Feng, Runhuan; Zhang, … - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 359-383

Persistent link: https://www.econbiz.de/10012793932

Managing the risk of mortality shocks : editorial

Dacorogna, Michel M.; Feng, Runhuan; Li, Johnny Siu-Hang; … - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 3, pp. 425-427

Persistent link: https://www.econbiz.de/10013469909

Editorial to the virtual special issue on emerging risks and insurance technology

Feng, Runhuan; Laeven, Roger J. A.; Lin, X. Sheldon - In: Insurance / Mathematics & economics 107 (2022), pp. 418-421

Persistent link: https://www.econbiz.de/10013471261