Runhuan 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.