Runhuan Feng

According to our database, Runhuan Feng authored at least 9 papers between 2011 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Privacy-Enhancing Collaborative Information Sharing through Federated Learning - A Case of the Insurance Industry.

Panyi Dong, Zhiyu Quan, Brandon Edwards, Hans Shih-Han Wang, Runhuan Feng, Tianyang Wang, Patrick Foley, Prashant Shah

CoRR, 2024

2023

Holistic principle for risk aggregation and capital allocation.

Wing Fung Chong, Runhuan Feng, Longhao Jin

Ann. Oper. Res., November, 2023

Peer-to-peer risk sharing with an application to flood risk pooling.

Runhuan Feng, Chongda Liu, Stephen Taylor

Ann. Oper. Res., February, 2023

2022

Peer-to-peer multi-risk insurance and mutual aid.

Samal Abdikerimova, Runhuan Feng

Eur. J. Oper. Res., 2022

Cyber Risk Assessment for Capital Management.

Wing Fung Chong, Runhuan Feng, Hins Hu, Linfeng Zhang

CoRR, 2022

2021

Geometric Brownian motion with affine drift and its time-integral.

Runhuan Feng, Pingping Jiang, Hans Volkmer

Appl. Math. Comput., 2021

2017

Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior.

Runhuan Feng, Xiaochen Jing, Jan Dhaene

J. Comput. Appl. Math., 2017

2012

Optimal dividend payment problems in piecewise-deterministic compound Poisson risk models.

Runhuan Feng, Shuaiqi Zhang, Chao Zhu

Proceedings of the 51th IEEE Conference on Decision and Control, 2012

2011

Optimal Dividend Payments for the Piecewise-Deterministic Poisson Risk Model

Runhuan Feng, Shuaiqi Zhang, Chao Zhu

CoRR, 2011