Contact Information
605 E Springfield Ave
Urbana, IL 61820
Research Areas
Research Interests
Risk Analytics
Actuarial Science
Quantitative Finance
Pension and Retirement Planning
Healthcare Data Analytics
Market innovation in FinTech and InsurTech
Education
Ph.D. University of Waterloo, 2008
Additional Campus Affiliations
Professor, Statistics
Professor, Industrial and Enterprise Systems Engineering
External Links
Recent Publications
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
Feng, R., Gan, G., & Zhang, N. (Accepted/In press). Variable annuity pricing, valuation, and risk management: a survey. Scandinavian Actuarial Journal. https://doi.org/10.1080/03461238.2022.2049635
Chen, X., Chong, W. F., Feng, R., & Zhang, L. (2021). Pandemic Risk Management: Resources Contingency Planning and Allocation. Insurance: Mathematics and Economics, 101, 359-383. https://doi.org/10.1016/j.insmatheco.2021.08.001
Chong, W. F., Feng, R., & Jin, L. (Accepted/In press). Holistic principle for risk aggregation and capital allocation. Annals of Operations Research. https://doi.org/10.1007/s10479-021-03987-4
Feng, R., Jiang, P., & Volkmer, H. (2021). Geometric Brownian motion with affine drift and its time-integral. Applied Mathematics and Computation, 395, [125874]. https://doi.org/10.1016/j.amc.2020.125874
