A/Prof Xueyuan Wu
Associate Professor
Department of Economics
51 Scholarly works
2 Projects
HIGHLIGHTS
2026
Journal article
On technological and analytical innovations in insurance research and industry practice
DOI: 10.1017/S17484995261002682013
Journal article
Equilibrium distributions of discrete phase type
DOI: 10.1080/15326349.2013.7832882010
Journal article
Matrix-Form Recursions for a Family of Compound Distributions
DOI: 10.2143/AST.40.1.20492332009
Journal article
On the discounted penalty function in a discrete time renewal risk model with general interclaim times
DOI: 10.1080/034612308024205952006
Journal article
On the first time of ruin in the bivariate compound Poisson model
DOI: 10.1016/j.insmatheco.2005.08.0112003
Journal article
On a discrete-time risk model with interaction between classes of business
DOI: 10.1016/S0167-6687(03)00148-32002
Journal article
On a correlated aggregate claims model with Poisson and Erlang risk processes
DOI: 10.1016/S0167-6687(02)00150-6
RECENT SCHOLARLY WORKS
2025
Journal article
Discrete-Time Risk Model With Time-Varying Premiums: Analysis of Ruin Probabilities
DOI: 10.1002/asmb.29152025
Journal article
Multivariate Zero-Inflated INAR(1) Model with an Application in Automobile Insurance
DOI: 10.1080/10920277.2024.23817262025
Journal article
Optimal Benefit Distribution of a Tontine-like Annuity Fund with Age-Structured Models
DOI: 10.3390/risks130100042025
Journal article
A comparative analysis of several multivariate zero-inflated and zero-modified models with applications in insurance
DOI: 10.1080/03610926.2024.23600792023
Journal article
An assessment of model risk in pricing wind derivatives
DOI: 10.1017/S17484995230001922023
Journal article
Multivariate Poisson model adjusting for unidirectional covariate misrepresentation
DOI: 10.1016/j.spl.2023.1098372023
Journal article
Discrete-time risk models with surplus-dependent premium corrections
DOI: 10.1016/j.amc.2022.1274952023
Journal article
Bayesian Multivariate Mixed Poisson Models with Copula-Based Mixture
DOI: 10.1080/10920277.2022.2112233