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Publications by Runhuan Feng

Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits With Dynamic Policyholder Behavior

Journal of Computational and Applied Mathematics

Computational Mathematics

Applied Mathematics

English

On the Expectation of Total Discounted Operating Costs Up to Default and Its Applications

Advances in Applied Probability

Applied Mathematics

English

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Valuing Variable Annuities With Guaranteed Minimum Lifetime Withdrawal Benefits

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A Comonotonic Image of Independence for Additive Risk Measures

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Comonotonic Measures of Multivariate Risks

Mathematical Finance

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Valuation of Guaranteed Annuity Options in Affine Term Structure Models

SSRN Electronic Journal

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Longevity Annuity: An Annuity for Everyone?

SSRN Electronic Journal

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Variational Approximations for Generalized Linear Latent Variable Models

Journal of Computational and Graphical Statistics

Discrete Mathematics

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The Longevity Annuity: An Annuity for Everyone?

Financial Analysts Journal

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Optimal Annuity Portfolio Under Inflation Risk

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Policyholder Exercise Behavior in Life Insurance: The State of Affairs

North American Actuarial Journal

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