Optimal Dividend Payments for the Piecewise-Deterministic Poisson Risk Model - Runhuan Feng; Shuaiqi Zhang; Chao Zhu (CoRR, 2011)

Optimal dividend payment problems in piecewise-deterministic compound Poisson risk models. - Runhuan Feng; Shuaiqi Zhang; Chao Zhu 001 (CDC, 2012)

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)

Geometric Brownian motion with affine drift and its time-integral. - Runhuan Feng; Pingping Jiang; Hans Volkmer (Appl. Math. Comput., 2021)

Cyber Risk Assessment for Capital Management. - Wing Fung Chong; Runhuan Feng; Hins Hu; Linfeng Zhang 004 (CoRR, 2022)

Peer-to-peer multi-risk insurance and mutual aid. - Samal Abdikerimova; Runhuan Feng (Eur. J. Oper. Res., 2022)

Peer-to-peer risk sharing with an application to flood risk pooling. - Runhuan Feng; Chongda Liu; Stephen Taylor (Ann. Oper. Res., 2023)

Holistic principle for risk aggregation and capital allocation. - Wing Fung Chong; Runhuan Feng; Longhao Jin (Ann. Oper. Res., 2023)

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)