| Peer-to-peer multi-risk insurance and mutual aid S Abdikerimova, R Feng European Journal of Operational Research 299 (2), 735-749, 2022 | 68 | 2022 |
| On the expectation of total discounted operating costs up to default and its applications J Cai, R Feng, GE Willmot Advances in Applied Probability 41 (2), 495-522, 2009 | 67 | 2009 |
| Actuarial Applications of Epidemiological Models R Feng, J Garrido North American Actuarial Journal 15 (1), 112-136, 2008 | 57 | 2008 |
| Analytical calculation of risk measures for variable annuity guarantee benefits R Feng, HW Volkmer Insurance: Mathematics and Economics, 2012 | 54 | 2012 |
| Variable annuities with VIX-linked fee structure under a Heston-type stochastic volatility model Z Cui, R Feng, A MacKay North American Actuarial Journal 21 (3), 458-483, 2017 | 41 | 2017 |
| Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits R Feng, X Jing Insurance: Mathematics and Economics 72, 36-48, 2017 | 41 | 2017 |
| Pandemic risk management: resources contingency planning and allocation X Chen, WF Chong, R Feng, L Zhang Insurance: Mathematics and Economics 101, 359-383, 2021 | 35 | 2021 |
| A unified analysis of claim costs up to ruin in a Markovian arrival risk model ECK Cheung, R Feng Insurance: Mathematics and Economics 53 (1), 98-109, 2013 | 32 | 2013 |
| The compound Poisson surplus model with interest and liquid reserves: analysis of the Gerber–Shiu discounted penalty function J Cai, R Feng, GE Willmot Methodology and Computing in Applied Probability 11, 401-423, 2009 | 32 | 2009 |
| An introduction to computational risk management of equity-linked insurance R Feng CRC press, 2018 | 31 | 2018 |
| Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits R Feng, HW Volkmer ASTIN Bulletin: The Journal of the IAA 44 (3), 653-681, 2014 | 31 | 2014 |
| A comparative study of risk measures for guaranteed minimum maturity benefits by a PDE method R Feng North American Actuarial Journal 18 (4), 445-461, 2014 | 29 | 2014 |
| An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit R Feng, HW Volkmer Mathematics and Financial Economics 10, 127-149, 2016 | 27 | 2016 |
| Potential measures for spectrally negative Markov additive processes with applications in ruin theory R Feng, Y Shimizu Insurance: Mathematics and Economics 59, 11-26, 2014 | 25 | 2014 |
| A unified theory of decentralized insurance R Feng, M Liu, N Zhang Available at SSRN 4013729, 2022 | 24 | 2022 |
| On a generalization from ruin to default in a Lévy insurance risk model R Feng, Y Shimizu Methodology and Computing in Applied Probability, 2012 | 24 | 2012 |
| On the total operating costs up to default in a renewal risk model R Feng Insurance: Mathematics and Economics 45 (2), 305-314, 2009 | 24 | 2009 |
| Peer-to-peer risk sharing with an application to flood risk pooling R Feng, C Liu, S Taylor Annals of Operations Research 321 (1), 813-842, 2023 | 23 | 2023 |
| Variable annuity pricing, valuation, and risk management: a survey R Feng, G Gan, N Zhang Scandinavian Actuarial Journal 2022 (10), 867-900, 2022 | 23 | 2022 |
| A matrix operator approach to the analysis of ruin-related quantities in the phase-type renewal risk model R Feng Schweizerische Aktuarvereinigung Mitteilungen 19 (1), 71, 2009 | 23 | 2009 |
Gordon WillmotProfessor, University of Waterloo在 uwaterloo.ca 的电子邮件经过验证
