Research output per year
Research output per year
Research output
- 4 Article
Search results
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2024
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 -
2023
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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2022
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 Access -
2021
Optimal Dividend Strategy Under Parisian Ruin with Affine Penalty
Xu, R., Wang, W. & Garrido, J., 10 May 2021, In: Methodology and Computing in Applied Probability. 24, 3, p. 1385 1409 p.Research output: Contribution to journal › Article › peer-review
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2020
Optimal dividend and capital injection strategy with a penalty payment at ruin: Restricted dividend payments
Xu, R. & Woo, J. K., May 2020, In: Insurance: Mathematics and Economics. 92, p. 1-16 16 p.Research output: Contribution to journal › Article › peer-review
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2019
Asymptotic correlation structure of discounted Incurred But Not Reported claims under fractional Poisson arrival process
Cheung, E. C. K., Rabehasaina, L., Woo, J. K. & Xu, R., 16 Jul 2019, In: European Journal of Operational Research. 276, 2, p. 582-601 20 p.Research output: Contribution to journal › Article › peer-review
Open Access -
2018
A plan of capital injections based on the claims frequency
Xu, R., Woo, J. K., Han, X. & Yang, H., 1 Sept 2018, In: Annals of Actuarial Science. 12, 2, p. 296-325 30 p.Research output: Contribution to journal › Article › peer-review
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A threshold-based risk process with a waiting period to pay dividends
Drekic, S., Woo, J. K. & Xu, R., 1 Jul 2018, In: Journal of Industrial and Management Optimization. 14, 3, p. 1179-1201 23 p.Research output: Contribution to journal › Article › peer-review
Open Access -
2017
Gerber–Shiu analysis with two-sided acceptable levels
Woo, J. K., Xu, R. & Yang, H., 1 Sept 2017, In: Journal of Computational and Applied Mathematics. 321, p. 185-210 26 p.Research output: Contribution to journal › Article › peer-review
