Xueyuan Wu is an Associate Professor in the Department of Economics at the University of Melbourne's Faculty of Business and Economics, where he also directs the Graduate Research program in Actuarial Studies within the Centre for Actuarial Studies. He earned his PhD in Actuarial Science from the University of Hong Kong in 2004, with a thesis on insurance risk models with correlated classes of business. Prior degrees include an MSc in Probability and Statistics (2000) and a BSc in Probability and Mathematical Statistics (1997), both from Nankai University in China. Wu joined the University of Melbourne in January 2006 as a Lecturer at the Centre for Actuarial Studies, advanced to Senior Lecturer in September 2010, and continues in his current role as Associate Professor. He is an Associate of the Institute of Actuaries of Australia (AIAA). His teaching portfolio encompasses actuarial studies subjects at undergraduate, honours, and postgraduate levels, including Financial Mathematics, Actuarial Modelling, Contingencies, and Risk Theory. Administratively, he has served as Distance Education Coordinator for the Centre (2010-2014), Honours Convenor (2016), and Program Director for the Master of Actuarial Science and Graduate Diploma in Actuarial Science at Melbourne Business School (2018-2020). Earlier in his career, he held tutoring and lecturing positions at the University of Hong Kong (2000-2003) and the University of South Australia (2003-2005).

Wu's research focuses on discrete-time risk models, ruin probabilities, matrix analytical methods, phase-type distributions, and their applications in actuarial science. Additional interests include actuarial statistics, public health modeling, and machine learning techniques for non-life insurance problems such as claim severity and frequency modeling. His influential publications include "On a correlated aggregate claims model with Poisson and Erlang risk processes" (Yuen, Guo, Wu; Insurance: Mathematics and Economics, 2002), "On the first time of ruin in the bivariate compound Poisson model" (Yuen, Guo, Wu; 2006), "A discrete-time risk model with interaction between classes of business" (Wu, Yuen; 2003), "On the discounted penalty function in a discrete time renewal risk model with general interclaim times" (Wu, Li; Scandinavian Actuarial Journal, 2009), "Optimal dividends under reinsurance" (Beveridge, Dickson, Wu; 2008), and more recent work like "A new multivariate zero-inflated hurdle model with applications in automobile insurance" (Zhang, Pitt, Wu; ASTIN Bulletin, 2022). He received the Dean's Certificate for Excellence in Teaching from the Faculty of Business and Economics in 2010. Wu contributes as a referee for prominent actuarial journals including ASTIN Bulletin, Insurance: Mathematics and Economics, and Scandinavian Actuarial Journal.

Professional Email: xueyuanw@unimelb.edu.au