Here is a little experiment I made earlier this year. I purchased VRay as a faster and more GI-stable renderer, but the fur required some work because VRay does not support the native fake-fur of C4D.

What is fake fur? Fur in C4D (and elsewhere) is controlled in several layers. First are the guides, which you can brush in shape. Then there are "hairs" which are interpolated between guides, and take care of the actual hair physics. And finally there is the fill hair which is actually a fake, a shader effect designed to optically interpolate between hairs when hair itself is too sparse.

This method has advantages and disadvantages. The advantage is that the fill hair shader can create the illusion of a dense, fine hair easily, with backlight and semi-transparence, but without the actual effort of creating geometry. The disadvantage is... well, it doesn't work in VRay. You have to use polygonal hair for everything, plus the shaders tend to get a bit complicated since the VRay shader must link back to a C4D hair shader in order to use the underlying object's UV maps!

This little bean here contains no fill hair, but actual geometry. 100 000 hairs with 20 polys each, spread over a relatively small surface. The hair color is controlled by an underlying bitmap but not identical with the actual skin color (you can see the skin shining through in some places).

If you want to do a fully furred figure, calculate a lot more hair... and perhaps for closeups, a finer and more dense furring too. A real animal has, after all, significantly more single hairs!