Dr. Long Bai has been engaged in theoretical and applied research on extreme value theory, risk management, and actuarial science since 2014. He joined XJTLU in 2018 and has received support from the National Natural Science Foundation of China(NSFC) and several other projects.
Qualifications
MSc, Nankai University, China, 2015
PhD, HEC, University of Lausanne, Switzerland, 2018
Experience
9/2018-Present Lecturer, Xi'an Jiaotong-Liverpool University, China
9/2015–7/2018 Teaching Assistant, University of Lausanne, Switzerland
6/2014–5/2015 Visiting Researcher, University of Lausanne, Switzerland
Research interests
Extreme Value Theory, Statistical Analysis, Risk Modelling
Articles
Bai Long & Kalaj David (2021). Approximation of Kolmogorov-Smirnov Test Statistics. Stochastics: An International Journal Of Probability And Stochastic Processes. 93, 993-1027.
Bai Long (2020). Extremes of multifractional Brownian motion. Statistics & Probability Letters. 159,108697.
Bai Long (2019). Extremes of Gaussian chaos processes with trend. Journal of Mathematical Analysis and Applications. 473(2),1358-1376.
Bai Long & Liu Peng (2019). Drawdown and drawup for fractional Brownian motion with trend. Journal of Theoretical Probability. 32(3),1581-1612.
Bai Long, Debicki Krzysztof, Hashorva Enkelejd & Ji Lanpeng (2018). Extremes of threshold-dependent Gaussian processes. Science China Mathematics. 61(11),1971-2002.
Bai Long (2018). Estimation of change-point models. Fundamental and Applied Mathematics. Accepted in a special issue.
Bai Long (2018). Extremes of L p -norm of vector-valued Gaussian processes with trend. Stochastics: An International Journal of Probability and Stochastic Processes. 90(8),1111-1144.
Bai Long, Debicki Krzysztof & Liu Peng (2018). Extremes of vector-valued Gaussian processes with trend. Journal of Mathematical Analysis and Applications. 465, 47-74.
Bai Long, Debicki Krzysztof, Hashorva Enkelejd & Luo Li (2018). On generalised Piterbarg constants. Methodology and Computing in Applied Probability, 20, 137-164.
Bai Long (2018). Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon. Scandinavian Actuarial Journal. 2018, 514-528.
Bai Long & Luo Li (2017). Parisian ruin of the Brownian motion risk model with constant force of interest. Statistics & Probability Letters, 120, 34-44.
Bai Long (2017). Extremes of α(t)-locally stationary Gaussian processes with non-constant variances. Journal of Mathematical Analysis and Applications, 446, 248-263.
Grants
Research Development Fund, Principle Investigator, Sep,2022-Aug,2025
Natural Science Foundation of the Jiangsu Higher Education Institutions of China (NO. 19KJB110022), Principle Investigator, Sep, 2019-Aug, 2021
National Natural Science Foundation of China (NSFC) Youth Science Foundation Project (NO.11901469) , Principle Investigator, Jan, 2020-Dec, 2022
Teaching activities
MTH013 Calculus
MTH014 Multivariable Calculus
MTH120 Theory of Interest
MTH203 Introduction to Operational Research
MTH205 Introduction to Statistical Methods
MTH432 Actuarial Modelling
Courses taught
MTH432 Actuarial Modelling
MTH203 Introduction to Operational Research
MTH120 Theory of Interest
MTH205 Introduction to Statistical Methods
MTH014 Multivariable Calculus
MTH013 Calculus
Awards and honours
2019 Jiangsu Province Innovation & Entrepreneurship Doctor
