Cui, Zhenyu; Feng, Runhuan; MacKay, Anne Variable annuities with VIX-linked fee structure under a Heston-type stochastic volatility model. (English) Zbl 1414.91176 N. Am. Actuar. J. 21, No. 3, 458-483 (2017). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{Z. Cui} et al., N. Am. Actuar. J. 21, No. 3, 458--483 (2017; Zbl 1414.91176) Full Text: DOI OpenURL
Feng, Runhuan A comparative study of risk measures for guaranteed minimum maturity benefits by a PDE method. (English) Zbl 1414.91184 N. Am. Actuar. J. 18, No. 4, 445-461 (2014). MSC: 91B30 91G60 65M99 PDF BibTeX XML Cite \textit{R. Feng}, N. Am. Actuar. J. 18, No. 4, 445--461 (2014; Zbl 1414.91184) Full Text: DOI OpenURL
Feng, Runhuan; Garrido, Jose Actuarial applications of epidemiological models. (English) Zbl 1213.91089 N. Am. Actuar. J. 15, No. 1, 112-136 (2011). MSC: 91B30 92D30 62P05 62P10 PDF BibTeX XML Cite \textit{R. Feng} and \textit{J. Garrido}, N. Am. Actuar. J. 15, No. 1, 112--136 (2011; Zbl 1213.91089) Full Text: DOI Link OpenURL