Contact Information
227A Illini Hall, MC-382
1409 W. Green Street
Urbana, IL 61801
Research Interests
Risk Analytics
Actuarial Science
Quantitative Finance
Pension and Retirement Planning
Healthcare Data Analytics
Market innovation in FinTech and InsurTech
Additional Campus Affiliations
State Farm Companies Foundation Professor, Mathematics
Director, Actuarial Science Program, Mathematics
Professor, Mathematics
Professor, Industrial and Enterprise Systems Engineering
External Links
Recent Publications
Feng, R., Liu, C., & Taylor, S. (2023). Peer-to-peer risk sharing with an application to flood risk pooling. Annals of Operations Research, 321(1-2), 813-842. https://doi.org/10.1007/s10479-022-04841-x
Abdikerimova, S., & Feng, R. (2022). Peer-to-peer multi-risk insurance and mutual aid. European Journal of Operational Research, 299(2), 735-749. https://doi.org/10.1016/j.ejor.2021.09.017
Dacorogna, M., Feng, R., Li, J. S. H., & Olivieri, A. (2022). Managing the risk of mortality shocks. Annals of Actuarial Science, 16(3), 425-427. https://doi.org/10.1017/S1748499522000197
Feng, R., Figueroa-López, J. E., Guo, J., & Lefèvre, C. (2022). Editorial for special issue on advances in Actuarial Science and quantitative finance. Methodology and Computing in Applied Probability, 24(2), 475-479. https://doi.org/10.1007/s11009-022-09962-1
Feng, R., Laeven, R. J. A., & Lin, X. S. (2022). Editorial to the virtual special issue on emerging risks and insurance technology. Insurance: Mathematics and Economics, 107, 418-421. https://doi.org/10.1016/j.insmatheco.2022.10.001