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researcher

Bin Li

5 papers hereh-index 15591 citations33 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author5

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • q-fin.MF2
  • math.PR1
  • q-fin.PR1
  • q-fin.RM1
same name
  • Bin Li — 36 papers, h 21
  • Bin Li — 29 papers, h 13
  • Bin Li — 28 papers, h 10
  • Bin Li — 25 papers, h 13
  • Bin Li — 21 papers, h 10
  • Bin Li — 16 papers, h 11

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20142019
most citedOn magnitude, asymptotics and duration of drawdowns for Lévy models

56 citations · 103 across the 4 of their papers we have counts for

collaborators
Showing 2019 · q-fin.RMShow all

1 paper · 2 filters

q-fin.RM2019

On occupation times in the red of Lévy risk models

David Landriault, Bin Li, Mohamed Amine Lkabous

In this paper, we obtain analytical expression for the distribution of the occupation time in the red (below level 0) up to an (independent) exponential horizon for spectrally ne…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.