Bin Li, University of Waterloo

Research

adverse/advantage selection annuitization puzzle behavioral economics contract theory equilibrium pricing extreme risks model uncertainty optimal reinsurance

Latest funding

Stochastic optimal control problems in risk management
NSERC · 2020 · Principal investigator
$105,000
Path-dependent measures of risks: drawdowns, occupation times and Parisian times
NSERC · 2014 · Principal investigator
$90,000

All 2 grants and awards

Stochastic optimal control problems in risk management

Principal investigatorNSERC2020Discovery Grants Program - Individual

Principal investigators: Li, Bin

Keywords: adverse/advantage selection; annuitization puzzle; behavioral economics; contract theory; equilibrium pricing; extreme risks; model uncertainty; optimal reinsurance; time inconsistency; variable annuities

$105,000

Path-dependent measures of risks: drawdowns, occupation times and Parisian times

Principal investigatorNSERC2014Discovery Grants Program - Individual

Principal investigators: Li, Bin

$90,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

A short, specific email works best. This draft uses one of their recent papers; replace the parts in brackets with your own details before sending.

Applying for

Mention their NSERC grant from 2020

Subject: Prospective PhD student: adverse/advantage selection Dear Professor Li, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on adverse/advantage selection connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your NSERC-funded project "Stochastic optimal control problems in risk management" (2020), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]