Ran Xu

Ran Xu

Xi'an Jiaotong-Liverpool University - Suzhou / China
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5282227
西交利物浦大学
person_outline Ran Xu's MOST POPULAR ARTICLES
1-) Optimal dividend and capital injection strategy with a penalty payment at ruin: Restricted dividend paymentsR Xu, JK WooInsurance: Mathematics and Economics 92, 1-16, 2020152020
2-) Gerber–Shiu analysis with two-sided acceptable levelsJK Woo, R Xu, H YangJournal of Computational and Applied Mathematics 321, 185-210, 201772017
3-) General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processesW Wang, R XuJ. Ind. Manag. Optim, 202062020
4-) Asymptotic correlation structure of discounted Incurred But Not Reported claims under fractional Poisson arrival processECK Cheung, L Rabehasaina, JK Woo, R XuEuropean Journal of Operational Research 276 (2), 582-601, 201952019
5-) A plan of capital injections based on the claims frequencyR Xu, JK Woo, X Han, H YangAnnals of Actuarial Science 12 (2), 296-325, 201852018