Huifu Xu

The Chinese University of Hong Kong

Huifu Xu received a BSc degree and MSc degree in computational mathematics from Nanjing University, Nanjing, China in 1986 and 1989, and a Ph.D. degree in numerical optimization University of Ballarat (Federation University), Ballarat, Australia in 1999. He is currently a Professor at The Chinese University of Hong Kong. His research interest is mainly in developing mathematical models and computational methods for optimal decision-making under uncertainty including stochastic programming, risk management, distributionally robust optimization and preference robust optimization.

Articles by Huifu Xu

Original research

A robust distorted Orlicz premium: modeling, computational scheme and applications

This paper introduces the distorted Orlicz premium in an extension of Bellini et al's robust Orcliz premium and extend this to the Haezendonck–Goovaerts risk measure.

08 Oct 2025

Original research

Randomization of spectral risk measures and distributional robustness

The authors offer a means to describe a decision maker's risk preferences with a randomized spectral risk measure.

12 Jun 2025