My research interests are in the fields of actuarial science, applied probability, and mathematical finance. In particular, my current research is mainly in insurance and finance driven problems using various stochastic control and stochastic analysis techniques.
 Li, B.; Luo, P.; Xiong, D. Equilibrium strategies for the alphamaxmin expected utility maximization. SIAM Journal on Financial Mathematics, forthcoming.
 Landriault, D.; Li, B.; Wong, J.T.Y.; Xu, D. (2018). Poissonian potential measures for Lévy Risk Models. Insurance: Mathematics and Economics, 82, 152166.
 Landriault, D.; Li, B.; Li, D.; Young, V.R. (2018). Equilibrium strategies for the meanvariance investment problem over a random horizon. SIAM Journal on Financial Mathematics, 9(3), 10461073.

Landriault, D.; Li, B.; Wong, J.T.Y.; Xu, D. (2018). Poissonian potential measures for Lévy Risk Models. Insurance: Mathematics and Economics, 82, 152166.

Landriault, D.; Li, B.; Li, D.; Young, V.R. (2018). Equilibrium strategies for the meanvariance investment problem over a random horizon. SIAM Journal on Financial Mathematics, 9(3), 10461073.
 Landriault, D.; Li, B.; Li, S. (2018). Expected utility of the drawdownbased regimeswitching risk model with statedependent termination. Insurance: Mathematics and Economics, 79, 137147.
 Li, B.; Willmot, G.E.; Wong, J.T.Y. (2018). A temporal approach to the Parisian risk model. Journal of Applied Probability, 55(1), 302317.
 Li, B.; Wang, L.; Xiong, D. (2018). Robust utility maximization with extremely ambiguityloving or ambiguityaversion preferences. Stochastics, 90(4), 524538.

Landriault, D.; Li, B.; Zhang, H. (2017). A general approach for drawdown (drawup) of timehomogeneous Markov processes. Journal of Applied Probability, 54(2), 603626.

Landriault, D.; Li, B.; Loke, S.H.; Willmot, G.E.; Xu, D. (2017). A note on the convexity of ruin probabilities. Insurance: Mathematics and Economics, 74, 16.

Landriault, D.; Li, B.; Zhang, H. (2017). On magnitude, asymptotics and duration of drawdowns for Lévy models. Bernoulli, 23(1), 432458.

Landriault, D.; Li, B.; Li, S. (2017). Drawdown risk analysis for the renewal insurance risk process. Scandinavian Actuarial Journal, no. 3, 267285.

Li, B.; Li, D.; Xiong, D. (2016). Alpharobust meanvariance reinsuranceinvestment strategies. Journal of Economic Dynamics and Control, 70, 101123.

Landriault, D.; Li, B.; Li, D.; Li, D. (2016). A pair of optimal reinsuranceinvestment strategies in the twosided exit framework. Insurance: Mathematics and Economics, 71, 284294.

Chen, X.; Landriault, D.; Li, B.; Li, D. (2015). On minimizing drawdown risks of lifetime investments. Insurance: Mathematics and Economics, 65, 4654.

Landriault, D.; Li, B.; Li, S. (2015). Analysis of a drawdownbased regimeswitching Lévy insurance model. Insurance: Mathematics and Economics, 60, 98107.

Landriault, D.; Li, B.; Zhang, H. (2015). On the frequency of drawdowns for Brownian motion processes. Journal of Applied Probability, 52(1), 191208.

Li, B.; Tang, Q.; Wang, L.; Zhou, X. (2014). Liquidation risk in the presence of Chapters 7 and 11 of the US bankruptcy code. Journal of Financial Engineering, 1(3), 1450023 (19 pages).

Li, B.; Zhou, X. (2013). The joint Laplace transforms for diffusion occupation times. Advances in Applied Probability, 45(4), 10491067.

Li, B.; Tang, Q.; Zhou, X. (2013). A timehomogeneous diffusion model with tax. Journal of Applied Probability, 50(1), 195207.