Bo Li

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
An excursion theoretic approach to Parisian ruin problem Insurance Mathematics & Economics	2024-09-18	Paper
Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes Journal of Applied Probability	2024-05-10	Paper
An excursion theoretic approach to Parisian ruin problem	2023-05-12	Paper
On the splitting and aggregating of Hawkes processes Journal of Applied Probability	2023-05-08	Paper
How long does the surplus stay close to its historical high? Stochastics	2022-07-06	Paper
On the explosion of a class of continuous-state nonlinear branching processes Electronic Journal of Probability	2022-02-22	Paper
Functional limit theorems for nonstationary marked Hawkes processes in the high intensity regime Stochastic Processes and their Applications	2021-12-14	Paper
Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime Advances in Applied Probability	2021-11-29	Paper
Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps Methodology and Computing in Applied Probability	2020-08-28	Paper
Local times for spectrally negative Lévy processes Potential Analysis	2020-05-27	Paper
Exit problems for general draw-down times of spectrally negative Lévy processes Journal of Applied Probability	2019-07-31	Paper
Fluctuations of Omega-killed spectrally negative Lévy processes Stochastic Processes and their Applications	2018-10-31	Paper
Occupation times of intervals until last passage times for spectrally negative Lévy processes Journal of Theoretical Probability	2018-10-24	Paper
On weighted occupation times for refracted spectrally negative Lévy processes Journal of Mathematical Analysis and Applications	2018-06-28	Paper
Risk models with premiums adjusted to claims number Insurance Mathematics & Economics	2015-12-14	Paper
Behaviors near explosion of nonlinear CSBPs with regularly varying mechanisms (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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