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Author

Bin Li

Observed name: Li, Bin
Institution: Griffith University
ORCID: 0000-0002-6518-3894
Observed ORCID: 0000-0002-6518-3894
OpenAlex ID: A5100365201
Alpha-robust mean-variance reinsurance-investment strategy
2016 · Bin Li, Danping Li, et al. · Journal of Economic Dynamics and Control · 54
On magnitude, asymptotics and duration of drawdowns for Lévy models
2016 · David Landriault, Bin Li, et al. · Bernoulli · 53
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Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon
2018 · David Landriault, Bin Li, et al. · SIAM Journal on Financial Mathematics · 43
A unified approach for drawdown (drawup) of time-homogeneous Markov processes
2017 · David Landriault, Bin Li, et al. · Journal of Applied Probability · 26
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Optimal reinsurance under the α-maxmin mean-variance criterion
2021 · Liming Zhang, Bin Li · Insurance Mathematics and Economics · 24
Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization
2019 · Bin Li, Peng Luo, et al. · SIAM Journal on Financial Mathematics · 19
Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion
2021 · Lv Chen, David Landriault, et al. · Mathematical Finance · 18
On the Frequency of Drawdowns for Brownian Motion Processes
2015 · David Landriault, Bin Li, et al. · Journal of Applied Probability · 13
A dynamic pricing game for general insurance market
2020 · Danping Li, Bin Li, et al. · Journal of Computational and Applied Mathematics · 11
Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution
2022 · Guohui Guan, Bin Li · Journal of Economic Dynamics and Control · 8
A pair of optimal reinsurance–investment strategies in the two-sided exit framework
2016 · David Landriault, Bin Li, et al. · Insurance Mathematics and Economics · 8
GM-DF: Generalized Multi-Scenario Deepfake Detection
2024 · Lai, Yingxin, Yu, Zitong, et al. · arXiv (Cornell University) · 6
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Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences
2017 · Bin Li, Lihe Wang, et al. · Stochastics · 5
Testing the Real Interest Parity Hypothesis in Six Developed Countries
2012 · Qi Shi, Bin Li, et al. · RMIT Research Repository (RMIT University Library) · 5
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Evaluating structural vector autoregression models in monetary economies
2008 · Bin Li · 3
Cross-market overnight time-series momentum
2025 · Dezhong Xu, Bin Li, et al. · Journal of International Financial Markets Institutions and Money · 1
Look-back stopping times and their applications to liquidation risk and exotic options
2013 · Bin Li · 1
Cross-Market Intraday Time-Series Momentum
2024 · dezhong xu, Bin Li, et al. · SSRN Electronic Journal
Cross-Market Intraday Time-Series Momentum
2024 · dezhong xu, Bin Li, et al. · SSRN Electronic Journal
Optimal Stopping for Exponential Lévy Models with Weighted Discounting
2023 · David Landriault, Bin Li, et al. · SIAM Journal on Financial Mathematics
Cross-Market Intraday Time-Series Momentum
2023 · dezhong xu, Bin Li, et al. · SSRN Electronic Journal
Two-Factor Risk Model
2007 · Yi Tang, Bin Li · RePEc: Research Papers in Economics
The Heath-Jarrow-Morton Framework
2007 · Yi Tang, Bin Li · RePEc: Research Papers in Economics
The Black-Scholes Framework and Extensions
2007 · Yi Tang, Bin Li · World Scientific Book Chapters
Martingale Arbitrage Pricing in Real Market
2007 · Yi Tang, Bin Li · World Scientific Book Chapters
Works count: 27
Citation count: 298
H-index: 9
I10-index: 9
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