Projects per year
Personal profile
Personal profile
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.
Research interests
Extreme Value Theory, Statistical Analysis, Risk Modelling
Experience
9/2018-Present Lecturer, Xian Jiaotong-Liverpool University, China
9/2015–7/2018 Teaching Assistant, University of Lausanne, Switzerland
6/2014–5/2015 Visiting Researcher, University of Lausanne, Switzerland
Teaching
MTH013 Calculus
MTH014 Multivariable Calculus
MTH120 Theory of Interest
MTH203 Introduction to Operational Research
MTH205 Introduction to Statistical Methods
MTH432 Actuarial Modelling
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
Education/Academic qualification
MSc, Nankai University, China, 2015
PhD, HEC, University of Lausanne, Switzerland, 2018
Person Types
- Staff
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Collaborations and top research areas from the last five years
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Explore the Informative Perspectives of Chinese Active Mutual Funds
1/09/22 → 31/08/25
Project: Internal Research Project
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Asymptotic & Stochastic Analysis of Certain Risk Models
1/01/20 → 31/12/22
Project: Governmental Research Project
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Asymptotic analysis of Gaussian model and its applications
1/09/19 → 31/08/21
Project: Governmental Research Project
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Extreme Behavior of Competing Risks with Random Sample Size
Bai, L., Hu, K., Wen, C., Tan, Z. & Ling, C., 2024, In: Axioms. 13, 08Research output: Contribution to journal › Article › peer-review
Open Access -
Estimation of Change-Point Models
Bai, L., Apr 2022, In: Journal of Mathematical Sciences (United States). 262, 4, p. 425-441 17 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Approximation of Kolmogorov–Smirnov test statistic
Bai, L. & Kalaj, D., 2021, In: Stochastics. 93, 7, p. 993-1027 35 p.Research output: Contribution to journal › Article › peer-review
4 Citations (Scopus) -
Extremes of Gaussian random fields with non-additive dependence structure
Bai, L., Dȩbicki, K. & Liu, P., 2021, (Submitted) In: Advances in Applied Probability.Research output: Contribution to journal › Article › peer-review
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Estimation of change-point models
Bai, L., 2020, In: Fundamental and Applied Mathematics. 23, 1, p. 51-73 23 p.Research output: Contribution to journal › Article › peer-review
Activities
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Annual Symposium of XJTLU Research Institute of Quantitative Finance
Long Bai (Participant)
2 Aug 2024 → 3 Aug 2024Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …
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International conference on extremes, statistics and quantitative risk management
Long Bai (Participant)
29 Jul 2024 → 31 Jul 2024Activity: Participating in or organising an event › Participating in an event e.g. a conference, workshop, …
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International Conference on Insurance and Actuarial Science
Long Bai (Organiser)
14 Jun 2024 → 17 Jun 2024Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …
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Extreme Value Analysis of Certain Risk Models
Long Bai (Supervisor)
1 Jun 2024 → 31 May 2027Activity: Supervision › PhD Supervision
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Smart healthcare: Artificial intelligence leads the modern medical revolution
Long Bai (Organiser)
16 May 2024Activity: Participating in or organising an event › Organising an event e.g. a conference, workshop, …