李波 - 南开大学 - 数学科学学院

个人简介

教育经历 2000-2004年南开大学本科数学与应用数学 2004-2009年南开大学博士研究生概率论与数理统计专业指导教授吴荣工作经历 2009.9- 南开大学数学科学学院副教授主讲过的课程《随机过程》、《数学分析习题课》；《一元函数微积分》、《多元函数微积分》、《场论与无穷级数》；《精算数学》、《风险理论基础》现在主要承担南开大学公共课《高等数学》教学工作科研项目国家自然科学基金青年基金项目，“Omega模型的研究及其在金融风险中的应用”，2017.1.1-2019.12.31，结项，主持

研究领域

随机过程理论及其在保险精算中的应用主要研究兴趣：谱负Levy过程及其应用，随机过程极限理论

近期论文

查看导师新发文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

How long does the surplus stay close to its historical high? Bo Li,Yun Hua &Xiaowen Zhou Pages 402-427 | Received 24 Nov 2018, Accepted 16 Mar 2020, Published online: 27 Mar 2020 https://doi.org/10.1080/17442508.2020.1744603 B. Li and X. Zhou, Local Times for Spectrally Negative Levy Processes. Potential Analysis, 52 (2020) 689-711. P. Jiang, B. Li and Y. Wang, Exit Times, Undershoots and Overshoots for Reflected CIR Process with Two-Sided Jumps. Methodology and Computing in Applied Probability, 22 (2020) 693–710. B. Li, N.L. Vu, and X. Zhou, Exit problems for general draw-down times of spectrally negative Lévy processes. Journal of Applied Probability, 56(2) (2019) 441-457. B. Li and X. Zhou, On weighted occupation times for refracted spectrally negative Levy processes. Journal of Mathematical Analysis and Applications 466 (2018) 215-237 C. Cai and B. Li, Occupation Times of Intervals Until Last Passage Times for Spectrally Negative Levy Processes. Journal of Theoretical Probability 31 (2018) 2194-2215 B. Li and Z. Palmowski, Fluctuations of Omega-killed spectrally negative Levy processes. Stochastic Processes and their Applications 128 (2018) 3273–3299