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., 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., Liu, C., & Taylor, S. (Accepted/In press). Peer-to-peer risk sharing with an application to flood risk pooling. Annals of Operations Research. https://doi.org/10.1007/s10479-022-04841-x
Feng, R., & Li, P. (2022). Sample recycling method – a new approach to efficient nested Monte Carlo simulations. Insurance: Mathematics and Economics, 105, 336-359. https://doi.org/10.1016/j.insmatheco.2022.04.012
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
