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
External Links
Recent Publications
Chong, W. F., Feng, R., & Jin, L. (2023). Holistic principle for risk aggregation and capital allocation. Annals of Operations Research, 330(1-2), 21-54. https://doi.org/10.1007/s10479-021-03987-4
Feng, R., Liu, C., & Taylor, S. (2023). Peer-to-peer risk sharing with an application to flood risk pooling. Annals of Operations Research, 321(1-2), 813-842. https://doi.org/10.1007/s10479-022-04841-x
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
Dacorogna, M., Feng, R., Li, J. S. H., & Olivieri, A. (2022). Managing the risk of mortality shocks. Annals of Actuarial Science, 16(3), 425-427. https://doi.org/10.1017/S1748499522000197
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
