NoPhotoRunhuan Feng

Assistant Professor

Office: EMS E484
Phone: (414) 229-6109
E-mail: fengr@uwm.edu
Web-Address: http://pantherfile.uwm.edu/fengr/www

Education

Ph.D. in Actuarial Science, University of Waterloo, Ontario, Canada, 2008
M.Sc. in Actuarial Mathematics, Concordia University, Montreal, Canada, 2005
B.Sc. in Statistics, B.Econ. in Insurance, Nankai University, Tianjin, China, 2003

Research Interests

  • Ruin theory,
  • Credit risk modeling,
  • Actuarial mathematics

Selected Service, Projects, and Publications

  • Analysis of the compound Poisson surplus model with liquid reserves, interest and dividents. ASTIN Bulletin, in press, with J. Cai and G. E. Willmot.
  • The compound Poisson surplus model with interest and liquid reserves: analysis of the Gerber-Shiu discounted penalty function, Methodology and Computing in Applied Probability, in press, with J. Cai and G. E. Willmot.

For more information about Runhuan Feng and his research visit http://pantherfile.uwm.edu/fengr/www.

Runhuan Feng on MathSciNet.