Xueyuan Wu

Discrete-time risk models with surplus-dependent premium corrections

Dhiti Osatakul, Shuanming Li, Xueyuan Wu

Journal article  |  2023  |  APPLIED MATHEMATICS AND COMPUTATION

This paper studies discrete-time risk models with insurance premiums adjusted according to claims experience. The premium correcti..

Bayesian Multivariate Mixed Poisson Models with Copula-Based Mixture

Pengcheng Zhang, Enrique Calderin-Ojeda, Shuanming Li, Xueyuan Wu

Journal article  |  2022  |  NORTH AMERICAN ACTUARIAL JOURNAL

It is common practice to use multivariate count modeling in actuarial literature when dealing with claim counts from insurance pol..

Dividend and Capital Injection Optimization with Transaction Cost for Levy Risk Processes

Wenyuan Wang, Yuebao Wang, Ping Chen, Xueyuan Wu

Journal article  |  2022  |  JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS

The optimal dividends problem has remained an active research field for decades. For an insurance company with reserve modelled by..

A NEW MULTIVARIATE ZERO-INFLATED HURDLE MODEL WITH APPLICATIONS IN AUTOMOBILE INSURANCE

Pengcheng Zhang, David Pitt, Xueyuan Wu

Journal article  |  2022  |  ASTIN BULLETIN-THE JOURNAL OF THE INTERNATIONAL ACTUARIAL ASSOCIATION

The fact that a large proportion of insurance policyholders make no claims during a one-year period highlights the importance of z..

Discrete-Time Risk Models with Claim Correlated Premiums in a Markovian Environment

Dhiti Osatakul, Xueyuan Wu

Journal article  |  2021  |  RISKS

In this paper we consider a discrete-time risk model, which allows the premium to be adjusted according to claims experience. This..

Optimal implementation delay of taxation with trade-off for spectrally negative Levy risk processes

Wenyuan Wang, Xueyuan Wu, Cheng Chi

Journal article  |  2020  |  EUROPEAN ACTUARIAL JOURNAL

In this paper we consider two cases of optimal implementation delay of taxation with trade-off under spectrally negative Lévy insu..

On the Type I multivariate zero-truncated hurdle model with applications in health insurance

P Zhang, E Calderin, S Li, X Wu

Journal article  |  2020  |  Insurance: Mathematics and Economics

In the general insurance modeling literature, there has been a lot of work based on univariate zero-truncated models, but little h..

A Projection of Future Hospitalisation Needs in a Rapidly Ageing Society: A Hong Kong Experience

X Wu, CK Law, PSF Yip

Journal article  |  2019  |  International Journal of Environmental Research and Public Health

To assess the impact of ageing on hospitalisation in a rapidly ageing society. A study using retrospective and prospective data wa..

A note on joint occupation times of spectrally negative Levy risk processes with tax

Wenyuan Wang, Xueyuan Wu, Xingchun Peng, Kam C Yuen

Journal article  |  2018  |  STATISTICS & PROBABILITY LETTERS

In this paper we consider the joint Laplace transform of occupation times over disjoint intervals for spectrally negative Lévy pro..

On the Compound Binomial Risk Model with Delayed Claims and Randomized Dividends

Kam Pui Wat, Kam Chuen Yuen, Wai Keung Li, Xueyuan Wu

Journal article  |  2018  |  RISKS

This paper extends the work of Yuen et al. (2013), who obtained explicit results for the discount-free Gerber–Shiu function for a ..