Department of Operations and Risk Management

Prof. LI Jingyuan

Prof. LI Jingyuan

Prof. LI Jingyuan

Professor 

Academic Qualification:

MA (Huazhong Univ. of Sci. & Tech.), PhD (Texas A&M University)

Office Location:

SEK212/8

Telephone:

(852) 2616-8155

Fax:

(852) 2892-2442

E-mail:

[email protected]

Research Interests:

Theory of risk, uncertainty and insurance; formal methods for decision analytics

Prof. Li is Professor of the Department of Operations and Risk Management and Management and the Director of the Hong Kong Institute of Business Studies at Lingnan University, Hong Kong. He received his Ph.D. in Economics from Texas A&M University in 2004 and his M.A. in Quantitative Economics from Huazhong University of Science and Technology in 1999. He served as Associate Editor of the Journal of Risk and Insurance from 2010 to 2018. His research focuses on the theory of risk, uncertainty and insurance, and on applying formal methods—including Lean 4 theorem proving—to managerial decision analytics. He has published in leading journals including Management Science, the International Economic Review, the Journal of Economic Theory, the Journal of Economic Dynamics and Control, the Journal of Mathematical Economics, the Journal of Risk and Insurance, and Insurance: Mathematics and Economics. Courses taught at Lingnan include Life and Health Insurance, Property and Liability Insurance, Personal Risk and Financial Planning, Principles of Risk Management, and Financial Management.

 

Selected Publications
•    Li, J., Tsetlin, I., and Wang, F. (2026). Classical Lottery in Action: Quantifying Risk and Evaluating Uncertainty. Management Science (advance online publication).
•    Li, J., Peter, R., and Zhou, L. (2026). Cross-Prudence and Optimal Prevention. International Economic Review (advance online publication).
•    Li, J., Lin, Q., and Tian, W. (2026). Ambiguity Overprecision and Optimal Capital Requirements in Continuous Time. Journal of Economic Dynamics and Control, 183, 105240.
•    Li, J., Wang, J., and Zhou, L. (2024). Correlation aversion and bivariate stochastic dominance with respect to reference functions. Insurance: Mathematics and Economics, 118, 157–174.
•    Dionne, G., and Li, J. (2014). When Can Expected Utility Handle First-order Risk Aversion? Journal of Economic Theory, 154, 403–422.
•    Li, J. (2011). The Demand for a Risky Asset in the Presence of a Background Risk. Journal of Economic Theory, 146(1), 372–391.

 

Profiles

•    Lingnan Scholars: https://scholars.ln.edu.hk/en/persons/jingyuan-li
•    ORCID: https://orcid.org/0000-0002-4434-2673
•    GitHub: https://github.com/jingyuanli-hk
•    Google Scholar: https://scholar.google.com/citations?user=0OT8lzgAAAAJ
 


 
Back to Faculty Back to Home