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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 ...

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    • Authors: Bingji Yi, Runhuan Feng
    • Date: Apr 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Life Insurance
  • Variable Annuities with VIX-linked Fee Structure under a Heston-type Stochastic Volatility Model

    Variable Annuities with VIX-linked Fee Structure under a Heston-type Stochastic Volatility Model This abstract describes a paper that lays out a theoretical basis with a parametric model to ...

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    • Authors: Anne MacKay, Runhuan Feng, Zhenyu Cui
    • Date: Mar 2017
    • Competency: External Forces & Industry Knowledge
    • Topics: Annuities>Variable annuities
  • Nested Stochastic Modeling for Insurance Companies Report

    Nested Stochastic Modeling for Insurance Companies Report This is a nested stochastic modeling for insurance companies research report that's sponsored by the Financial Reporting and ...

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    • Authors: Runhuan Feng
    • Date: Dec 2016
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