| Optimal dividend and capital injection strategy with a penalty payment at ruin: Restricted dividend payments R Xu, JK Woo Insurance: Mathematics and Economics 92, 1-16, 2020 | 15 | 2020 |
| General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes W Wang, R Xu J. Ind. Manag. Optim, 2020 | 6 | 2020 |
| Asymptotic correlation structure of discounted Incurred But Not Reported claims under fractional Poisson arrival process ECK Cheung, L Rabehasaina, JK Woo, R Xu European Journal of Operational Research 276 (2), 582-601, 2019 | 5 | 2019 |
| Gerber–Shiu analysis with two-sided acceptable levels JK Woo, R Xu, H Yang Journal of Computational and Applied Mathematics 321, 185-210, 2017 | 5 | 2017 |
| A plan of capital injections based on the claims frequency R Xu, JK Woo, X Han, H Yang Annals of Actuarial Science 12 (2), 296-325, 2018 | 4 | 2018 |
| A threshold-based risk process with a waiting period to pay dividends S Drekic, JK Woo, R Xu Journal of Industrial and Management Optimization 14 (3), 1179-1201, 2018 | 4 | 2018 |
| Optimal singular dividend control with capital injection and affine penalty payment at ruin R Xu Probability in the Engineering and Informational Sciences 37 (2), 462-490, 2023 | 3 | 2023 |
| Optimal dividend strategy under Parisian ruin with affine penalty R Xu, W Wang, J Garrido Methodology and Computing in Applied Probability 24 (3), 1385-1409, 2022 | 3 | 2022 |
| Some capital injection problems for insurance type risk model R Xu HKU Theses Online (HKUTO), 2018 | | 2018 |
Jae-Kyung WooSchool of Risk and Actuarial Studies, UNSW Business SchoolVerified email at unsw.edu.au
