The following pages link to Runhuan Feng (Q253094):
Displaying 28 items.
- An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit (Q253095) (← links)
- Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation (Q282266) (← links)
- A short proof of duality relations for hypergeometric functions (Q298109) (← links)
- Stochastic integral representations of the extrema of time-homogeneous diffusion processes (Q340115) (← links)
- Applications of central limit theorems for equity-linked insurance (Q343984) (← links)
- Risk theory and reinsurance. Translated from the French by Urmie Ray (Q371431) (← links)
- Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits (Q506067) (← links)
- On the total operating costs up to default in a renewal risk model (Q659143) (← links)
- Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
- The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function (Q835683) (← links)
- Exponential functionals of Lévy processes and variable annuity guaranteed benefits (Q1713470) (← links)
- Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits (Q1735033) (← links)
- Peer-to-peer multi-risk insurance and mutual aid (Q2077948) (← links)
- Sample recycling method -- a new approach to efficient nested Monte Carlo simulations (Q2155860) (← links)
- An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (Q2276235) (← links)
- Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach (Q2445353) (← links)
- A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
- Analytical calculation of risk measures for variable annuity guaranteed benefits (Q2447419) (← links)
- On a generalization from ruin to default in a Lévy insurance risk model (Q2513640) (← links)
- Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602) (← links)
- Geometric Brownian motion with affine drift and its time-integral (Q2663830) (← links)
- Pandemic risk management: resources contingency planning and allocation (Q2665864) (← links)
- (Q2801426) (← links)
- Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends (Q3067089) (← links)
- (Q3195635) (← links)
- SPECTRAL METHODS FOR THE CALCULATION OF RISK MEASURES FOR VARIABLE ANNUITY GUARANTEED BENEFITS (Q5214828) (← links)
- On the expectation of total discounted operating costs up to default and its applications (Q5320662) (← links)
- Holistic principle for risk aggregation and capital allocation (Q6148774) (← links)