
2026/08至今,上海财经大学数学学院,助理教授
2024/08-2026/07,香港科技大学(广州)金融科技学域,助理研究员
2026/08至今,上海财经大学数学学院,助理教授
2024/08-2026/07,香港科技大学(广州)金融科技学域,助理研究员
2021/01– 2024/12国家自然科学基金面上项目(基于风险相依性的风险组合的若干问题),参与
【1】Bu, L., Cai, N., Xia, C., & Yang, J. (2026). Perfectly Fitting CDO Prices Across Tranches: A Theoretical Framework with Efficient Algorithms.arXiv preprint arXiv:2602.08039.
【2】Bu, L., Wang, F., & Yang, J. (2026). The joint model of default and prepayment for a mortgage loan and its application in mortgage insurance.Insurance: Mathematics and Economics, 103227.
【3】Xie, J., Fang, J., Yang, J., & Bu, L. (2022). Multivariate composite copulas.ASTIN Bulletin: The Journal of the IAA, 52(1), 145-184.
【4】Xia, C., Zang, X., Bu, L., Duan, Q., & Yang, J. (2025). Limiting Loss Distribution of Default and Prepayment for Loan Portfolios and Its Application in RMBS.Risks, 13(8), 153.