Scholar
Ben Mingbin Feng
Google Scholar ID: tGO2XIIAAAAJ
Associate Professor, University of Waterloo
Citations & Impact
Citations
332
H-index
10
i10-index
12
Publications
20
Co-authors
9
list available
Publications
Browse publications on Google Scholar (top-right) ↗
Resume (English only)
Academic Achievements
- - Feng & Song (2024). Optimal Nested Simulation Experiment Design via Likelihood Ratio Method. Accepted by INFORMS Journal on Computing (IJOC) in May 2024.
- - Dang, Feng, & Hardy (2023). Two-Stage Nested Simulation of Tail Risk Measurement: A Likelihood Ratio Approach. Insurance: Mathematics and Economics (IME), Volume 108, pg. 1-24.
- - Feng, Li, & Zhou (2022). Green Nested Simulation via Likelihood Ratio: Applications to Longevity Risk Management. Insurance: Mathematics and Economics (IME), Volume 106, pg. 285-301.
- - Feng & Staum (2021). Green Simulation with Database Monte Carlo. ACM Transactions on Modeling and Computer Simulation (TOMACS), Volume 21, Issue 1, pg. 1-26.
- - Feng, Tan, and Zheng (2020). Efficient Simulation Designs for Valuation of Large Variable Annuity Portfolios. North American Actuarial Journal (NAAJ), Volume 24, Issue 2: Predictive Analytics, Pages 275-289.
Research Experience
- Corporate Finance (Undergrad): Winter 2018, Fall 2018, Winter 2017; Investment Science & Corporate Finance (Undergrad): Fall 2021, Winter 2020, Fall 2019; Financial Mathematics 2 (Master's): Winter 2024, Winter 2021, Winter 2020, Winter 2019; Portfolio Optimization (PhD): Spring 2020
Education
- Ph.D.
Background
- Associate Professor of Actuarial Science with research interests in Monte Carlo simulation design and analysis, nested simulation, green simulation and simulation analytics, derivative pricing and risk management, machine learning and statistics, robust and stochastic optimization.
Miscellany
- Contact Information:
- - Email: ben.feng@uwaterloo.ca
- - Address: University of Waterloo, 200 University Ave W, M3 3141, Waterloo, ON N2L 3G1
