Libo

2000/09 -- 2004/06          Bachelor’s Degree --- Mathematics and Applications.

School of Mathematics, Nankai University, China

  

2004/09 – 2009/06           Doctor’s Degree --- Statistics and Probability

School of Mathematics, Nankai University, China

2009.9-  Nankai University Lecturer 

My research interests are analysis of stochastic process and their applications. 

A more recent research interest is in the fluctuation theory of spectrally negative Levy process and its applications, and the limit theory of stochastic processes.

"Stochasitc Process", Calculus", "Actuarial Mathematics" and "Risk theory"

NSFC: Study of Omega model and their applications in insurance, 2017.1.1-2019.12.31

1.    B. Li, W. Ni and C. Constantinescu, Risk models with premiums adjusted to claims number. Insurance: Mathematics and Economics 65 (2015) 94–102

2.    B. Li and Z. Palmowski, Fluctuations of Omega-killed spectrally negative Levy processes. Stochastic Processes and their Applications 128 (2018) 3273–3299

3.    C. Cai and B. Li, Occupation Times of Intervals Until Last Passage Times for Spectrally Negative Levy Processes. Journal of Theoretical Probability 31 (2018) 2194-2215

4.    B. Li and X. Zhou, On weighted occupation times for refracted spectrally negative Levy processes. Journal of Mathematical Analysis and Applications 466 (2018) 215-237

5.    B. Li, N.L. Vu, and X. Zhou, Exit problems for general draw-down times of spectrally negative Lévy processes. Journal of Applied Probability, 56(2) (2019) 441-457.

6.    P. Jiang, B. Li and Y. Wang, Exit Times, Undershoots and Overshoots for Reflected CIR Process with Two-Sided Jumps. Methodology and Computing in Applied Probability, 22 (2020) 693–710.

7.    B. Li and X. Zhou, Local Times for Spectrally Negative Levy Processes. Potential Analysis, 52 (2020) 689-711.

8.    B. Li, Y, Hua and X. Zhou, How long does the surplus stay close to its historical high?. To appear in Stochastics.