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A Tale of Two Risk Management Strategies: Risk Measure Based
A Tale of Two Risk Management Strategies: Risk Measure Based This abstract describes a paper that provides a quantitative framework in which two risk management strategies are mathematically ...- Authors: Bingji Yi, Runhuan Feng
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Life Insurance
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Generalized Gerber-Shiu Function in Piecewise-deterministic Markov Processes
Generalized Gerber-Shiu Function in Piecewise-deterministic Markov Processes This paper proposes a more generalized Gerber-Shiu G-S function which contains both the G_S expected discounted ...- Authors: Runhuan Feng
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Markov Chain
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Stochastic Annuities: An Exploration of Black-Scholes Model From an Actuarial Perspective
Stochastic Annuities: An Exploration of Black-Scholes Model From an Actuarial Perspective This is the abstract for the presentation on stochastic annuities: an exploration of Black-Scholes model ...- Authors: Runhuan Feng
- Date: Jul 2010
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Have It Both Ways? A Tale of the Speed-Accuracy Trade-Off in the Valuation of Guaranteed Minimum Withdrawal Benefit
Have It Both Ways? A Tale of the Speed-Accuracy Trade-Off in the Valuation of Guaranteed Minimum Withdrawal Benefit This abstract describes a paper that uses a combination of several analytical ...- Authors: Runhuan Feng, Hans Volkmer
- Date: Feb 2014