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DR XUEYUAN WU



Contact Details

Organization: Economics
Position: LECTURER IN ACTUARIAL STUDIES
Email:
Homepage: http://www.economics.unimelb.edu.au/who/profile.cfm?sid=76
Work: 8344 7939
Fax: 8344 6899
Room: 531
Level: 05
Building: Economics And Commerce
Campus: Parkville

Research Expertise and International Linkages

Research Expertise

Research Interest Country of Expertise
Ruin theory, Correlated risk models Australia

International Linkages

Country Establishment Collaboration
China Nankai University Research
Hong Kong The University of Hong Kong Research

Qualifications, Honours, Fellowships and Other Awards

Qualifications

Title Institution Date Awarded Abbreviation
Doctor of Philosophy The University of Hong Kong 12-Dec-2004
Master of Science Nankai University 01-Jul-2000
Bachelor of Science Nankai University 01-Jul-1997

Memberships

Membership Type Membership Body Description Start Date End Date
Member Institute of Actuaries of Australia Affiliate member 22-Feb-2006

Other Awards

Award Type Awarding Body Comments Date Awarded
Scholarship Wang Kechang Foundation Wang Kechang Scholarship 1994-1995 03-Jan-1994
Scholarship Nankai University Nankai University Scholarship 1995-1996 02-Jan-1995
Scholarship Peking University Guanghua Scholarship 1997-1999 01-Jan-1997
Other (Award) Nankai University Outstanding Student of Nankai University 01-Jan-1997
Scholarship The University of Hong Kong Research Grant Council Scholarship 2000-2003 03-Jan-2000

Government Research Classifications

Research Fields, Courses and Discipline Classifications

Socio-Economic Objective Classifications

Publications

Publications produced at the University of Melbourne and reported in the Annual Publications Collection and 'Research Report' since 2001. The Themis Publications module, released in November 2006, allows additional publications from previous institutions and publications from past years to be entered.

Publications in 2009

Journal Articles

Publications in 2008

Journal Articles

  • Discussion of "The Time of Recovery and the Maximum Severity or Ruin in a Sparre Andersen Model"
    Year: 2008
    Journal: North American Actuarial Journal
    Volume: 12
    Issue: 4
    Page numbers: 425-427
    Author(s):
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  • Optimal dividends under reinsurance
    Year: 2008
    Journal: Bulletin of the Swiss Association of Actuaries
    Issue: 2
    Page numbers: 149-166
    Author(s):
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Reports

  • On a discrete-time Sparre Anderson model with phase-type claims
    Year: 2008
    Report No:: 169
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:

Publications in 2007

Reports

  • On the Discounted Penalty Function in a Discrete Time Renewal Risk Model with General Interclaim Times
    Year: 2007
    Report No:: 163
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:
  • Optimal dividends under reinsurance
    Year: 2007
    Report No:: 154
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:

Publications in 2006

Journal Articles

  • On the first time of ruin in the bivariate compound Poisson model
    Year: 2006
    Journal: Insurance: Mathematics & Economics
    Volume: 38
    Issue: 2
    Page numbers: 298 - 308
    Author(s):
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Reports

  • On a discrete time risk model with delayed claims and a constant dividend barrier
    Year: 2006
    Report No:: 145
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:

Publications in 2004

Conference Publications/Papers

  • An interaction risk model with delayed claims
    Year: 2004
    Event name: The 35th ASTIN Colloquium
    Conference Publication: The 35th ASTIN Colloquium
    Page numbers: 1-17
    Publisher: International Actuarial Association(Ottawa)
    Author(s):

Publications in 2003

Journal Articles

  • On a discrete-time risk model with interaction between classes of business


    Year: 2003
    Journal: Insurance: Mathematics & Economics
    Volume: 33
    Issue: 1
    Page numbers: 117-133
    Author(s):
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Publications in 2002

Journal Articles

  • On a correlated aggregate claims model with Poisson and Erlang risk processes
    Year: 2002
    Journal: Insurance: Mathematics & Economics
    Volume: 31
    Issue: 2
    Page numbers: 205-214
    Author(s):
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Conference Publications/Papers

  • Ruin probabilities for a correlated claims model
    Year: 2002
    Event name: Transactions of the 27th: International Congress of Actuaries and the 33rd International ASTIN Colloquium
    Conference Publication: Transactions of the 27th: International Congress of Actuaries and the 33rd International ASTIN Colloquium
    Page numbers: 1-15
    Publisher: International Actuarial Association(Ottawa)
    Author(s):
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