Peng Liu

Orcid: 0000-0002-3980-5557

Affiliations:

University of Lausanne, Department of Actuarial Science, Lausanne, Switzerland

According to our database¹, Peng Liu authored at least 6 papers between 2017 and 2025.

Collaborative distances:

Dijkstra number² of five.
Erdős number³ of four.

Timeline

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Article

PhD thesis

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Bibliography

2025

Risk Sharing with Lambda Value at Risk.

[BibT_eX]

[DOI]

Peng Liu

Math. Oper. Res., 2025

Optimal reinsurance with multivariate risks and dependence uncertainty.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2025

2023

Sojourns of fractional Brownian motion queues: transient asymptotics.

[BibT_eX]

[DOI]

Krzysztof Debicki

Enkelejd Hashorva

Peng Liu

Queueing Syst. Theory Appl., October, 2023

One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles.

[BibT_eX]

[DOI]

Tolulope Fadina

Peng Liu

Ruodu Wang

SIAM J. Financial Math., June, 2023

2021

Distributional Transforms, Probability Distortions, and Their Applications.

[BibT_eX]

[DOI]

Peng Liu

Alexander Schied

Ruodu Wang

Math. Oper. Res., 2021

2017

Lévy-driven GPS queues with heavy-tailed input.

[BibT_eX]

[DOI]

Queueing Syst. Theory Appl., 2017

Peng Liu

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