Author

Xuemiao Hao

Institution: University of Manitoba

Observed institutions: University of Iowa, University of Manitoba

OpenAlex ID: A5110071414

A uniform asymptotic estimate for discounted aggregate claims with subexponential tails

2008 · Xuemiao Hao, Qihe Tang · Insurance Mathematics and Economics · 80

Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments

2012 · Xuemiao Hao, Qihe Tang · Journal of Applied Probability · 28

Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation

2009 · Xuemiao Hao, Qihe Tang · Astin Bulletin · 19

Finite-time survival probability and credit default swaps pricing under geometric Lévy markets

2013 · Xuemiao Hao, Xuan Li, et al. · Insurance Mathematics and Economics · 13

Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform

2015 · Xuemiao Hao, Xuan Li · Insurance Mathematics and Economics · 5

Evaluation of credit value adjustment in K-forward

2017 · Xuemiao Hao, Chunli Liang, et al. · Insurance Mathematics and Economics · 2

Asymptotic tail probabilities of risk processes in insurance and finance

2009 · Xuemiao Hao · 1

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2015 · Jj Ii, Xuemiao Hao

Works count: 10

Citation count: 148

H-index: 5

I10-index: 4