Feng, Runhuan
- Exponential functionals of Levy processes and variable annuity guaranteed benefits
2016/10/03 by Runhuan Feng, Feng, Runhuan, Alexey Kuznetsov +3 · 2 citations
Economics, Econometrics and Finance · Social Sciences · #60G51 #91B30 #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Stochastic processes and financial applications
- Pandemic risk management: resources contingency planning and allocation
2020/12/06 by Xiaowei Chen, Chen, Xiaowei, Wing Fung Chong +5 · 1 citation
Agricultural and Biological Sciences · Business, Management and Accounting · Health Professions · #Agricultural risk and resilience #Disaster Response and Management #FOS: Economics and business #FOS: Mathematics #Facility Location and Emergency Management #General Economics (econ.GN) #Optimization and Control (math.OC) #Risk Management (q-fin.RM)
- Sample Recycling Method -- A New Approach to Efficient Nested Monte Carlo Simulations
2021/06/10 by Runhuan Feng, Peng Li, Feng, Runhuan +1 · 1 citation
Social Sciences · #Insurance, Mortality, Demography, Risk Management