Xu, R., Wang, W., Garrido, J. (2021) Optimal dividend strategy under Parisian ruin with affine penalty. Methodology and Computing in Applied Probability, accepted.
Wang W., Xu, R. (2020) General drawdown based dividend control with fixed transaction costs for spectrally negative Levy risk processes. Journal of Industrial &Management Optimization. DOI: 10.3934/jimo.2020179.[link]
Xu, R., Woo, J.-K. (2020) Optimal dividend and capital injection strategy with a penalty payment at ruin: Restricted dividend payments. Insurance: Mathematics and Economics, 92, 1-16. [link]
Cheung, E.C.K., Rabehasaina, L., Woo, J.-K. and Xu, R. (2019) Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process. European Journal of Operational Research. 276(2), 582-601 . [link]
Xu, R., Woo, J.-K., Han, X. and Yang, H. (2018) A plan of capital injections based on the claim frequency, Annals of Actuarial Science., 12(2), 296-325. [link]
Drekic, S., Woo, J.-K. and Xu, R. (2018) A threshold-based risk process with waiting period to pay dividends. Journal of Industrial and Management Optimization. 14(3): 1179-120. [link]
Woo, J.-K., Xu, R., and Yang, H. (2017) Gerber-Shiu analysis with two-sided accepted levels. Journal of Computational and Applied Mathematics, 321, pp. 185-210. [link]
2021 May. School of Statistics and Data Science, Nankai University, Tianjin, China .
2021 Apr. Joint Statistical Workshop, Soochow University, Suzhou.
2019 Apr. Department of Mathematics and Statistics, University of Calgary, Calgary, Canada.
2018 Feb. Department of Risk Management and Insurance, Georgia State University, Atlanta, USA.
July 2021, General Drawdown Based Dividend Control with Fixed Transaction Costs for Spectrally Negative LĂ©vy Risk Processes(online). 24th International Congress on Insurance: Mathematics and Economics
July 2019, Deep neural networks with Long Short-Term Memory for human mortality modeling and forecasting. 23rd International Congress on Insurance: Mathematics and Economics, Munich, Germany.
July 2018, Optimal dividend and capital injection strategy with penalty payment at ruin: Bounded dividend case. 22nd International Congress on Insurance: Mathematics and Economics, Sydney, Australia.
July 2016, Periodic capital injection strategy embedded at claim instants. 20th International Congress on Insurance: Mathematics and Economics, Atlanta, USA.
June 2015, A truncated type of Gerber-Shiu function in the classical risk model with surplus-dependent premium. 19th International Congress on Insurance: Mathematics and Economics, Liverpool, UK.