Long Bai Ph.D.

Assistant Professor

Dr. Long Bai has been engaged in theoretical and applied research on extreme value theory, risk management, and actuarial science since 2014. He joined XJTLU in 2018 and has received support from the National Natural Science Foundation of China(NSFC) and several other projects.


  • MSc, Nankai University, China, 2015
  • PhD, HEC, University of Lausanne, Switzerland, 2018


  • 9/2018-Present Lecturer, Xi'an Jiaotong-Liverpool University, China
  • 9/2015–7/2018 Teaching Assistant, University of Lausanne, Switzerland
  • 6/2014–5/2015 Visiting Researcher, University of Lausanne, Switzerland


  • Extreme Value Theory, Statistical Analysis, Risk Modelling


  • Bai Long & Kalaj David (2021). Approximation of Kolmogorov-Smirnov Test Statistics. Stochastics: An International Journal Of Probability And Stochastic Processes. 93, 993-1027.
  • Bai Long (2020). Extremes of multifractional Brownian motion. Statistics & Probability Letters. 159,108697.
  • Bai Long (2019). Extremes of Gaussian chaos processes with trend. Journal of Mathematical Analysis and Applications. 473(2),1358-1376.
  • Bai Long & Liu Peng (2019). Drawdown and drawup for fractional Brownian motion with trend. Journal of Theoretical Probability. 32(3),1581-1612.
  • Bai Long, Debicki Krzysztof, Hashorva Enkelejd & Ji Lanpeng (2018). Extremes of threshold-dependent Gaussian processes. Science China Mathematics. 61(11),1971-2002.
  • 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. 90(8),1111-1144.
  • 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.
  • 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.


  • Research Development Fund, Principle Investigator, Sep,2022-Aug,2025
  • Natural Science Foundation of the Jiangsu Higher Education Institutions of China (NO. 19KJB110022), Principle Investigator, Sep, 2019-Aug, 2021
  • National Natural Science Foundation of China (NSFC) Youth Science Foundation Project (NO.11901469) , Principle Investigator, Jan, 2020-Dec, 2022


  • MTH013 Calculus
  • MTH014 Multivariable Calculus
  • MTH120 Theory of Interest
  • MTH203 Introduction to Operational Research
  • MTH205 Introduction to Statistical Methods
  • MTH432 Actuarial Modelling


  • MTH432 Actuarial Modelling
  • MTH203 Introduction to Operational Research
  • MTH120 Theory of Interest
  • MTH205 Introduction to Statistical Methods
  • MTH014 Multivariable Calculus
  • MTH013 Calculus


  • 2019 Jiangsu Province Innovation & Entrepreneurship Doctor
Long Bai