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
- 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.