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

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.