Projects per year
Personal profile
Personal profile
Ran Xu, ASA, received his Ph.D. from the Department of Statistics and Actuarial Science at the University of Hong Kong. Afterward, He worked in the Department of Mathematics and Statistics at Concordia University as a Postdoctoral fellow from Sep. 2018 to Aug. 2019, and joined XJTLU in Sep. 2019.
Research interests
Stochastic Optimal Control in Insurance and Finance
Reinforcement Learning and Machine Learning
Applied Stochastic Processes
Risk and Ruin Theory
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, The University of Hong Kong
Research areas
- Actuarial Science
- Stochastic modeling and applications
- Stochastic Control
- Machine Learning
Person Types
- Staff
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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
Xu, R. (PI)
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
Xu, R. (PI)
1/01/23 → 31/12/25
Project: Governmental Research Project
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Optimal dividend and capital injection problem with regime switching
Xu, R. (PI)
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
Xu, R. (PI)
1/03/21 → 28/02/24
Project: Internal Research Project
Research output
- 15 Article
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Cyber Risk Management and Mitigation via Controlled Stochastic SIS Epidemic Model
Na, S., Jin, Z., Xu, R. & Yang, H., 2 Apr 2026, (Submitted) In: arXiv.Research output: Contribution to journal › Article › peer-review
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Dividend and capital injection control with liquidation under two-sided jump-diffusion models
Feng, N., Liu, Y. & Xu, R., 26 Jun 2026, In: Journal of Industrial and Management Optimization. 22, 7Research output: Contribution to journal › Article › peer-review
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On the recurrence of insolvency episodes under contemporary regulatory frameworks
Wang, W., Chen, P. & Xu, R., 14 Jul 2026, (Submitted) In: Preprint.Research output: Contribution to journal › Article › peer-review
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Optimal bailout ratcheting of dividends under a Brownian risk model
Yan, K., Xu, R. & Yao, J., 28 Jan 2026, In: Scandinavian Actuarial Journal.Research output: Contribution to journal › Article › peer-review
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Optimal Dividend and Capital Injection Strategies with Exit Options in Jump-Diffusion Models
Feng, N. & Xu, R., 27 Jan 2026, In: Mathematics. 14, 3, 447.Research output: Contribution to journal › Article › peer-review
Open Access
Activities
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The Fourth International Conference on Actuarial Science, Quantitative Finance and Risk Management
Xu, R. (Speaker)
4 Jul 2026 → 6 Jul 2026Activity: Talk or presentation › Invited talk
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Dividend Control and Optimal Liquidation under Omega Clock
Xu, R. (Speaker)
29 Jun 2026 → 3 Jul 2026Activity: Talk or presentation › Presentation at conference/workshop/seminar
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International Conference on Insurance and Actuarial Science 2026
Xu, R. (Organiser)
13 Jun 2026 → 16 Jun 2026Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
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MINI-WORKSHOP IN ACTUARIAL SCIENCE & RISK MANAGEMENT
Xu, R. (Organiser)
12 Dec 2025Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
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2025年第三届精算学理论与应用研讨会
Xu, R. (Participant)
31 Oct 2025 → 3 Nov 2025Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …