Projects per year
Personal profile
Personal profile
Ran Xu (Ryan) received his Ph.D. from the Department of Statistics and Actuarial Science at University of Hong Kong. Afterward, He worked in the Department of MathematicsStatistics at Concordia University as a Postdoctoral fellow from Sep. 2018 to Aug. 2019, and joined XJTLU in Sep. 2019.
Research interests
Risk and Ruin Theory
Stochastic Optimal Control in Insurance and Finance
Applied Stochastic Processes
Machine Learning Techniques in Actuarial Science
Experience
Sep. 2019 - Present, Assistant Professor in Actuarial Science, Department of Mathematical Sciences, Xi’an Jiaotong-Liverpool University, China
Sep.2018 - Aug.2019, Postdoctoral Fellowship, Department of MathematicsStatistics, Concordia University, Montreal.
Teaching
MTH113 Intro. Probability and Statistics, XJTLU, 2019/20_S1, 2020/2021_S1
MTH214 Life Insurance Mathematics II, XJTLU, 2021/22 S2
MTH306 Credibility Theory, XJTLU 2019/20_S2, 2020/21_S2
MTH434 Life Insurance Mathematics, XJTLU, 2021/22 S2
MTH435 Stochastic Modeling in Actuarial Science, XJTLU, 2021/22 S1, 2022/23 S1
Fundamental Mathematics II, Concordia University, 2019 Winter
Education/Academic qualification
PhD(HKU)
Person Types
- Staff
Fingerprint
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Research on stochastic control problems of life insurance models under hidden Markov chain environment and annuity puzzle problems
1/01/24 → 31/12/27
Project: Governmental Research Project
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Optimal dividend and capital injection with practice constraints and risk management restriction
1/01/23 → 31/12/25
Project: Governmental Research Project
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Optimal dividend and capital injection problem with regime switching
1/10/21 → 30/09/23
Project: Governmental Research Project
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Optimal dividend and capital injection problems with risk related stopping times
1/03/21 → 28/02/24
Project: Internal Research Project
Research output
- 11 Article
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LSTM-Based Coherent Mortality Forecasting for Developing Countries
Garrido, J., Shang, Y. & Xu, R., 1 Feb 2024, In: Risks. 12, 2, 24 p., 27.Research output: Contribution to journal › Article › peer-review
Open Access -
Optimal dividend and capital injection control for a killed jump–diffusion process with two–sided jumps
Xu, R. & Liu, Y., 2 Feb 2024, (Submitted) In: Preprint.Research output: Contribution to journal › Article › peer-review
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Optimal ratcheting of dividends with capital injection
Wang, W., Xu, R. & Yan, K., 13 Aug 2024, In: Mathematics of Operations Research.Research output: Contribution to journal › Article › peer-review
Open Access -
Optimal singular dividend control with capital injection and affine penalty payment at ruin
Xu, R., 1 Apr 2023, In: Probability in the Engineering and Informational Sciences. 37, 2, p. 462-490 29 p.Research output: Contribution to journal › Article › peer-review
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GENERAL DRAWDOWN BASED DIVIDEND CONTROL WITH FIXED TRANSACTION COSTS FOR SPECTRALLY NEGATIVE LÉVY RISK PROCESSES
Wang, W. & Xu, R., Mar 2022, In: Journal of Industrial and Management Optimization. 18, 2, p. 795-823 29 p.Research output: Contribution to journal › Article › peer-review
Open Access2 Citations (Scopus)
Activities
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The 3rd Conference on Financial Mathematics, Financial Engineering, and Actuarial Science
Ran Xu (Participant)
12 Jul 2024 → 15 Jul 2024Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …
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On the range of a Levy risk process with fair valuation of insurance contracts
Mengni Yang (Invited speaker) & Ran Xu (Speaker)
1 Jul 2024Activity: Talk or presentation › Invited talk
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Optimal dividend and capital injection control for a killed jump–diffusion process with two–sided jumps
Ran Xu (Speaker)
28 Jun 2024Activity: Talk or presentation › Invited talk
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Optimal ratcheting of dividend with capital injection
Ran Xu (Speaker)
27 Jun 2024Activity: Talk or presentation › Presentation at conference/workshop/seminar
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Risk Sciences Colloquium: The Genesis
Ran Xu (Participant)
17 Jun 2024Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …