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 Mathematics&Statistics at Concordia University as a Postdoctoral fellow from Sep. 2018 to Aug. 2019, and joined XJTLU in Sep. 2019.
Qualifications
PhD(HKU)
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 Mathematics&Statistics, Concordia University, Montreal.
Research interests
Risk and Ruin Theory
Stochastic Optimal Control in Insurance and Finance
Applied Stochastic Processes
Machine Learning Techniques in Actuarial Science
Articles
Xu. R. (2022) Optimal singular dividend control with capital injection and affine penalty payment at ruin. Probability in the Engineering and Informational Sciences, Accepted.
Xu, R., Wang, W., Garrido, J. (2021) Optimal dividend strategy under Parisian ruin with affine penalty. Methodology and Computing in Applied Probability, 1-25. https://doi.org/10.1007/s11009-021-09865-7.
Wang W., Xu, R. (2020) General drawdown based dividend control with fixed transaction costs for spectrally negative Levy risk processes. Journal of Industrial and Management Optimization. DOI: 10.3934/jimo.2020179.
Xu, R., Woo, J.-K. (2020) Optimal dividend and capital injection strategy with a penalty payment at ruin: Restricted dividend payments. Insurance：Mathematics and Economics, 92, 1-16.
Cheung, E.C.K., Rabehasaina, L., Woo, J.-K. and Xu, R. (2019) Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process. European Journal of Operational Research. 276(2), 582-601.
Xu, R., Woo, J.-K., Han, X., Yang, H. (2018) A plan of capital injections based on the claim frequency, Annals of Actuarial Science., 12(2), 296-325.
Drekic, S., Woo, J.-K., Xu, R. (2018) A threshold-based risk process with waiting period to pay dividends. Journal of Industrial and Management Optimization. 14(3): 1179-120.
Woo, J.-K., Xu, R., Yang, H. (2017) Gerber-Shiu analysis with two-sided accepted levels. Journal of Computational and Applied Mathematics, 321, pp. 185-210.
Xu, R., Garrido, J. Deep neural networks with LSTM for human mortality modeling. Working paper.
Books, monographs, compilations and manuals
Liu, Yixuan and Liu, Yixuan and Bo, Keyuan and Yi, Qingxin and Wang, Zhiyi and Sun, Yuwen and Xu, Junjie and Zhang, Xueke and Xu, Ran, Predict Health Insurance Purchase with Machine Learning Techniques (September 14, 2021).Technical report for SURF. Available at SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3923317
Grants
PI, 2023.01-2025.12, National Natural Science Foundation of China (NSFC) Young Scientists Fund, No. 12201506
PI, 2021.10-2023.09, The Natural Science Foundation of the Jiangsu Higher Education Institutions of China, General Programme, No. 21KJB110024.
CO-PI, 2022.01-2025.12, Theory of Two-Step Extreme Quantile Regression Model with Applications in Insurance Ratemaking, NSFC Genearl Programme.
PI, 2021.03 -- 2024.02, Research Development Fund (RDF) at XJTLU, No. RDF-20-01-02.
2020 Jiangsu Province Innovation & Entrepreneurship Doctor-Talent Program
Travel Awards 2019 from Risks Journal
Courses taught
MTH113 Intro. Probability and Statistics, XJTLU, 2019/20_S1, 2020/2021_S1
MTH214 Life Insurance Mathematics II, XJTLU, 2021/22 S2
