Bin Li
Management Science and Operations Research · with Landriault · 2013–2016
A researcher in the Science corpus: 3 papers; trusts 17 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 42 citations into it
- Finance — 38 citations into it
- Demography — 26 citations into it
- Economics and Econometrics — 24 citations into it
- Mathematical Physics — 8 citations into it
- General Decision Sciences — 7 citations into it
Whom Bin Li trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Hansjörg Albrecher *
- Andreas E. Kyprianou
- Jim Pitman
- Hans U. Gerber
- David Landriault
- Martijn Pistorius
- Jean-François Renaud
- E. Shiu
- Ronnie Loeffen
- Marc Yor
Who trusts Bin Li overall
Papers from Bin Li's perspective
Ordered by how strongly the researchers Bin Li trusts endorse each paper. Same corpus, a different order for every researcher.
- Introductory Lectures on Fluctuations of Lévy Processes with Applications
- Exit problems for spectrally negative Levy processes and applications to (Canadized) Russian options
- On the optimal dividend problem for a spectrally negative Lévy process
- Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Journal of Applied Probability)
- On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes
- Lévy processes and infinitely divisible distributions
- On Exit and Ergodicity of the Spectrally One-Sided Lévy Process Reflected at Its Infimum
- Randomized observation periods for the compound Poisson risk model: the discounted penalty function
- Randomized Observation Periods for the Compound Poisson Risk Model: Dividends
- OCCUPATION TIMES OF SPECTRALLY NEGATIVE LÉVY PROCESSES WITH APPLICATIONS
Their papers
- The Joint Laplace Transforms for Diffusion Occupation Times (2013) — 53 citations
- Alpha-robust mean-variance reinsurance-investment strategy (2016) — 53 citations
- On magnitude, asymptotics and duration of drawdowns for L\'{e}vy models (2015) — 59 citations