Projects per year
Personal profile
Personal profile
Dr. Xin Xu is a Teaching lecturer for Actuarial Mathematics in the Department of Financial and Actuarial Mathematics, Xian Jiaotong-Liverpool University. Prior to joining XJTLU, Dr. Xu earned her Ph.D. at the University of Manchester, UK. Xin's research focuses on optimal stopping with applications to insurance and financial problems. She is interested in topics such as Levy processes and Stochastic Optimization.
Research interests
Levy processes
Optimal stopping
Risk Management
Experience
Teaching lecturer, Xian Jiaotong Liverpool University (2022‐Present)
Teaching
MTH214 Life Insurance Mathematics II
MTH303 Linear Statistical Models
Education/Academic qualification
PhD Actuarial Science, the University of Manchester, Manchester, UK
MSc Mathematical Finance, the University of Manchester, Manchester, UK
BA Actuarial Science, Central University of Finance and Economics, Beijing, China
Person Types
- Staff
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
Projects
- 1 Active
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Optimal stopping problems with state-dependent killing
1/01/24 → 31/12/26
Project: Internal Research Project
Research output
- 1 Article
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Optimal stopping of the stable process with state-dependent killing
Xu, X., Watson, A. & van Schaik, K., Feb 2024, (E-pub ahead of print) In: Bernoulli.Research output: Contribution to journal › Article
Activities
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Annual Symposium of XJTLU Research Institute of Quantitative Finance
Xin Xu (Participant)
2 Aug 2024 → 3 Aug 2024Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …
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Application of Levy Processes in Insurance with Omega Killing
Xin Xu (Speaker)
10 May 2024Activity: Talk or presentation › Presentation at conference/workshop/seminar
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2024 International Workshop on Recent Advance of Actuarial Science and Computational Finance
Xin Xu (Participant)
30 Mar 2024Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …
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XJTLU Actuarial and Quantitative Finance Workshop
Xin Xu (Participant)
9 Mar 2024 → 10 Mar 2024Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …
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XJTLU-UOL-XJTU joint workshop
Xin Xu (Participant)
23 Jan 2024 → 24 Jan 2024Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …