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Runhuan Feng

Profile picture for Runhuan Feng

Contact Information

Department of Mathematics
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

Professor, Mathematics

Recent Publications

Chong, W. F., Feng, R., & Jin, L. (2023). Holistic principle for risk aggregation and capital allocation. Annals of Operations Research, 330(1-2), 21-54.

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.

Abdikerimova, S., & Feng, R. (2022). Peer-to-peer multi-risk insurance and mutual aid. European Journal of Operational Research, 299(2), 735-749.

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.

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.

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