- Bachelor in Mathematics, University of Zhengzhou, China, 2012
- Master in Probability and Statistics, Nankai University, China , 2015
- Ph.D. in Actuarial Science, HEC, University of Lausanne, Switzerland, 2018
- 6/2014–5/2015 Visiting researcher, University of Lausanne, Switzerland
- 9/2015–7/2018 Teaching Assistant, University of Lausanne, Switzerland
- Extreme Value Theory, Risk modelling, Ruin probability
- Bai Long & Liu Peng (2018). Drawdown and drawup for fractional Brownian motion with trend. Journal of Theoretical Probability. In Press.
- Bai Long, Debicki Krzysztof, Hashorva Enkelejd & Ji Lanpeng (2018). Extremes of threshold-dependent Gaussian processes. Science China Mathematics. In Press.
- Bai Long (2018). Estimation of change-point models. Fundamental and Applied Mathematics. Accepted in a special issue.
- Bai Long (2018). Extremes of L p -norm of vector-valued Gaussian processes with trend. Stochastics: An International Journal of Probability and Stochastic Processes. In Press.
- Bai Long & Luo Li (2017). Parisian ruin of the Brownian motion risk model with constant force of interest. Statistics & Probability Letters, 120, 34-44.
- Bai Long (2017). Extremes of α(t)-locally stationary Gaussian processes with non-constant variances. Journal of Mathematical Analysis and Applications, 446, 248-263.
- Bai Long, Debicki Krzysztof & Liu Peng (2018). Extremes of vector-valued Gaussian processes with trend. Journal of Mathematical Analysis and Applications. 465, 47-74.
- Bai Long, Debicki Krzysztof, Hashorva Enkelejd & Luo Li (2018). On generalised Piterbarg constants. Methodology and Computing in Applied Probability, 20, 137-164.
- Bai Long (2018). Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon. Scandinavian Actuarial Journal. 2018, 514-528.
Suzhou Dushu Lake Science and Education Innovation District
Suzhou Industrial Park