Publications and Preprints

• Hao, X.; Zhu, X. Evaluation of credit value adjustment with a random recovery rate in a Lévy default model. 2017.

• Hao, X.; Liang, C.; Wei, L. Evaluation of credit value adjustment in K-forward. Insurance Math. Econom. 76 (2017), 95-103. [PDF]

• Hao, X.; Li, X. Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform. Insurance Math. Econom. 65 (2015), 103-110. [PDF]

• Hao, X.; Li, X.; Shimizu, Y. Finite-time survival probability and credit default swaps pricing under geometric Lévy markets. Insurance Math. Econom. 53 (2013), no. 1, 14-23. [PDF]

• Hao, X.; Tang, Q. Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments. J. Appl. Probab. 49 (2012), no. 4, 939-953. [PDF]

• Hao, X.; Tang, Q. Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation. Astin Bull. 39 (2009), no. 2, 479-494. [PDF]

• Hao, X.; Tang, Q.; Wei, L. On the maximum exceedance of a sequence of random variables over a renewal threshold. J. Appl. Probab. 46 (2009),  no. 2, 559-570. [PDF]

• Hao, X.; Tang, Q. A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. Insurance Math. Econom. 43 (2008), no. 1, 116-120. [PDF]

Book Solutions Manual

• Cryer, J.D.; Hao, X. Solutions Manual for Time Series Analysis: With Applications in R by Jonathan D. Cryer and Kung-Sik Chan, published by Springer-Verlag in 2008.