Runhuan Feng

971 total citations
60 papers, 580 citations indexed

About

Runhuan Feng is a scholar working on Demography, Management Science and Operations Research and Finance. According to data from OpenAlex, Runhuan Feng has authored 60 papers receiving a total of 580 indexed citations (citations by other indexed papers that have themselves been cited), including 32 papers in Demography, 28 papers in Management Science and Operations Research and 27 papers in Finance. Recurrent topics in Runhuan Feng's work include Insurance, Mortality, Demography, Risk Management (32 papers), Insurance and Financial Risk Management (20 papers) and Stochastic processes and financial applications (19 papers). Runhuan Feng is often cited by papers focused on Insurance, Mortality, Demography, Risk Management (32 papers), Insurance and Financial Risk Management (20 papers) and Stochastic processes and financial applications (19 papers). Runhuan Feng collaborates with scholars based in United States, China and Canada. Runhuan Feng's co-authors include Jun Cai, Gordon E. Willmot, Hans Volkmer, Yasutaka Shimizu, José Garrido, Eric C.K. Cheung, Zhenyu Cui, Jan Večeř, Peng Li and Huaxiong Huang and has published in prestigious journals such as SHILAP Revista de lepidopterología, European Journal of Operational Research and Journal of Mathematical Analysis and Applications.

In The Last Decade

Runhuan Feng

53 papers receiving 559 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Runhuan Feng United States 15 322 315 246 225 79 60 580
Donatien Hainaut Belgium 14 276 0.9× 119 0.4× 207 0.8× 287 1.3× 34 0.4× 82 611
Haixiang Yao China 15 354 1.1× 363 1.2× 293 1.2× 458 2.0× 56 0.7× 57 739
Knut K. Aase Norway 14 285 0.9× 218 0.7× 504 2.0× 543 2.4× 29 0.4× 69 801
Thorsten Rheinländer United Kingdom 10 115 0.4× 186 0.6× 281 1.1× 514 2.3× 57 0.7× 28 629
Rongming Wang China 13 328 1.0× 349 1.1× 219 0.9× 254 1.1× 53 0.7× 58 491
Salvatore Federico Italy 13 127 0.4× 79 0.3× 229 0.9× 313 1.4× 14 0.2× 48 528
Christian Y. Robert France 12 106 0.3× 169 0.5× 225 0.9× 251 1.1× 83 1.1× 61 498
Abel Cadenillas Canada 17 296 0.9× 373 1.2× 500 2.0× 788 3.5× 34 0.4× 38 1.1k
David Vyncke Belgium 10 232 0.7× 516 1.6× 352 1.4× 488 2.2× 128 1.6× 30 838
Yanlin Shi Australia 13 137 0.4× 119 0.4× 452 1.8× 364 1.6× 13 0.2× 82 711

Countries citing papers authored by Runhuan Feng

Since Specialization
Citations

This map shows the geographic impact of Runhuan Feng's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Runhuan Feng with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Runhuan Feng more than expected).

Fields of papers citing papers by Runhuan Feng

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Runhuan Feng. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Runhuan Feng. The network helps show where Runhuan Feng may publish in the future.

Co-authorship network of co-authors of Runhuan Feng

This figure shows the co-authorship network connecting the top 25 collaborators of Runhuan Feng. A scholar is included among the top collaborators of Runhuan Feng based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Runhuan Feng. Runhuan Feng is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Feng, Runhuan, et al.. (2024). A unified theory of decentralized insurance. Insurance Mathematics and Economics. 119. 157–178. 2 indexed citations
2.
Boonen, Tim J., et al.. (2024). Multiperiod peer‐to‐peer risk sharing. Journal of Risk & Insurance. 91(4). 943–982. 4 indexed citations
3.
Feng, Runhuan, et al.. (2024). Tokenization of distributed insurance by auction. Japanese Journal of Statistics and Data Science. 7(2). 1039–1057.
4.
Feng, Runhuan, et al.. (2024). Optimal investment-withdrawal strategy for variable annuities under a performance fee structure. Journal of Economic Dynamics and Control. 170. 105003–105003. 2 indexed citations
5.
Feng, Runhuan, et al.. (2024). Coping with longevity via hedging: Fair dynamic valuation of variable annuities. Insurance Mathematics and Economics. 117. 154–169. 2 indexed citations
6.
Feng, Runhuan, et al.. (2023). Optimal Risk Pooling of Peer-to-Peer Insurance. SSRN Electronic Journal.
7.
Feng, Runhuan, et al.. (2022). Variable annuity pricing, valuation, and risk management: a survey. Scandinavian Actuarial Journal. 2022(10). 867–900. 14 indexed citations
8.
Feng, Runhuan, et al.. (2022). A Unified Theory of Decentralized Insurance. SSRN Electronic Journal. 9 indexed citations
9.
Feng, Runhuan, et al.. (2021). Holistic principle for risk aggregation and capital allocation. Annals of Operations Research. 330(1-2). 21–54. 11 indexed citations
10.
Feng, Runhuan, et al.. (2019). Quantitative modeling of risk management strategies: Stochastic reserving and hedging of variable annuity guaranteed benefits. Insurance Mathematics and Economics. 85. 60–73. 9 indexed citations
11.
Feng, Runhuan, et al.. (2019). Peer-to-Peer Multi-Risk Insurance and Mutual Aid. SSRN Electronic Journal. 14 indexed citations
12.
13.
Feng, Runhuan & Hans Volkmer. (2015). An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit. Mathematics and Financial Economics. 10(2). 127–149. 15 indexed citations
14.
Feng, Runhuan & Hans Volkmer. (2015). CONDITIONAL ASIAN OPTIONS. International Journal of Theoretical and Applied Finance. 18(6). 1550040–1550040. 3 indexed citations
15.
Feng, Runhuan & Yasutaka Shimizu. (2014). Potential measures for spectrally negative Markov additive processes with applications in ruin theory. Insurance Mathematics and Economics. 59. 11–26. 18 indexed citations
16.
Cheung, Eric C.K. & Runhuan Feng. (2013). A unified analysis of claim costs up to ruin in a Markovian arrival risk model. Insurance Mathematics and Economics. 53(1). 98–109. 22 indexed citations
17.
Feng, Runhuan & Yasutaka Shimizu. (2012). On a Generalization from Ruin to Default in a Lévy Insurance Risk Model. Methodology And Computing In Applied Probability. 15(4). 773–802. 15 indexed citations
18.
Feng, Runhuan. (2010). An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models. Insurance Mathematics and Economics. 48(2). 304–313. 12 indexed citations
19.
Cai, Jun, Runhuan Feng, & Gordon E. Willmot. (2009). On the expectation of total discounted operating costs up to default and its applications. Advances in Applied Probability. 41(2). 495–522. 49 indexed citations
20.
Cai, Jun, Runhuan Feng, & Gordon E. Willmot. (2009). On the expectation of total discounted operating costs up to default and its applications. Advances in Applied Probability. 41(2). 495–522. 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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