Runhuan Feng

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 7

Top Topics

Risk Assessment

Optimal Stopping

Information Sharing

Top Venues

Ann. Oper. Res.

J. Comput. Appl. Math.

Appl. Math. Comput.

Publications

Panyi Dong, Zhiyu Quan, Brandon Edwards, Hans Shih-Han Wang, Runhuan Feng, Tianyang Wang, Patrick Foley, Prashant Shah
Privacy-Enhancing Collaborative Information Sharing through Federated Learning - A Case of the Insurance Industry. CoRR (2024)
Runhuan Feng, Chongda Liu, Stephen Taylor
Peer-to-peer risk sharing with an application to flood risk pooling. Ann. Oper. Res. 321 (1) (2023)
Wing Fung Chong, Runhuan Feng, Longhao Jin
Holistic principle for risk aggregation and capital allocation. Ann. Oper. Res. 330 (1) (2023)
Samal Abdikerimova, Runhuan Feng
Peer-to-peer multi-risk insurance and mutual aid. Eur. J. Oper. Res. 299 (2) (2022)
Wing Fung Chong, Runhuan Feng, Hins Hu, Linfeng Zhang
Cyber Risk Assessment for Capital Management. CoRR (2022)
Runhuan Feng, Pingping Jiang, Hans Volkmer
Geometric Brownian motion with affine drift and its time-integral. Appl. Math. Comput. 395 (2021)
Runhuan Feng, Xiaochen Jing, Jan Dhaene
Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior. J. Comput. Appl. Math. 311 (2017)
Runhuan Feng, Shuaiqi Zhang, Chao Zhu
Optimal dividend payment problems in piecewise-deterministic compound Poisson risk models. CDC (2012)
Runhuan Feng, Shuaiqi Zhang, Chao Zhu
Optimal Dividend Payments for the Piecewise-Deterministic Poisson Risk Model CoRR (2011)