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
Jan. 2024 - Present, Associate Professor, Department of Financial and Actuarial Mathematics, Xi’an Jiaotong-Liverpool University, China
Sep. 2019 - Dec. 2023, Assistant Professor in Actuarial Science, Department of Financial and Actuarial Mathematics, Xi’an Jiaotong-Liverpool University, China
Sep.2018 - Aug.2019, Postdoctoral Fellowship, Department of Mathematics and Statistics, Concordia University, Montreal.
Teaching
MTH127 Introduction to Probability, XJTLU
MTH113 Intro. Probability and Statistics, XJTLU
MTH214 Life Insurance Mathematics II, XJTLU
MTH306 Credibility Theory, XJTLU
MTH434 Life Insurance Mathematics, XJTLU
MTH435 Stochastic Modeling in Actuarial Science, XJTLU
Fundamental Mathematics II, Concordia University, 2019 Winter
Education/Academic qualification
PhD(HKU)
Research areas
- Actuarial Science
- Stochastic modeling and applications
- Stochastic Control
- Machine Learning
Person Types
- Staff
Fingerprint
Dive into the research topics where Ran Xu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
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
-
Research on stochastic control problems of life insurance models under hidden Markov chain environment and annuity puzzle problems
Xu, R. (PI)
1/01/24 → 31/12/27
Project: Governmental Research Project
-
Optimal dividend and capital injection with practice constraints and risk management restriction
Xu, R. (PI)
1/01/23 → 31/12/25
Project: Governmental Research Project
-
Optimal dividend and capital injection problem with regime switching
Xu, R. (PI)
1/10/21 → 30/09/23
Project: Governmental Research Project
-
Optimal dividend and capital injection problems with risk related stopping times
Xu, R. (PI)
1/03/21 → 28/02/24
Project: Internal Research Project
Research output
- 13 Article
-
Dividend and capital injection control with transaction costs and optimal exiting strategies
Feng, N. & Xu, R., 1 Aug 2025, (In preparation) In: Preprint.Research output: Contribution to journal › Article › peer-review
-
Optimal bailout ratcheting of dividends under a Brownian risk model
Yan, K., Xu, R. & Yao, J., 2025, (In preparation) In: Preprint.Research output: Contribution to journal › Article › peer-review
-
Optimal dividend and capital injection control with liquidation under two-sided jump-diffusion processes
Feng, N., Liu, Y. & Xu, R., 1 Jun 2025, (Submitted) In: Preprint.Research output: Contribution to journal › Article › peer-review
-
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 Access3 Citations (Scopus) -
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 Access1 Citation (Scopus)
Activities
-
Journal of Industrial and Management Optimization (Journal)
Xu, R. (Reviewer)
21 Jul 2025Activity: Peer-review and editorial work of publications › Editorial work
-
Optimal Dividend and Capital Injection Control With Optimal Stopping Under Two-Sided Jump-Diffusion Processes
Xu, R. (Speaker)
9 Jul 2025 → 12 Jul 2025Activity: Talk or presentation › Presentation at conference/workshop/seminar
-
LSTM-based Coherent Mortality Forecasting for Developing Regions
Xu, R. (Speaker)
19 Jun 2025 → 21 Jun 2025Activity: Talk or presentation › Presentation at conference/workshop/seminar
-
Risks (Journal)
Xu, R. (Reviewer)
26 May 2025Activity: Peer-review and editorial work of publications › Editorial work
-
Scandinavian Actuarial Journal (Journal)
Xu, R. (Reviewer)
4 May 2025Activity: Peer-review and editorial work of publications › Editorial work