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researcher

Peng Liu

2 papers hereh-index 00 citations3 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1
  • last author1

Across the 2 of 2 papers where every author was matched, so the position is known.

fields
  • q-fin.MF1
  • q-fin.RM1
same name
  • Peng Liu — 96 papers, h 80
  • Peng Liu — 32 papers, h 77
  • Peng Liu — 31 papers, h 17
  • Peng Liu — 19 papers, h 9
  • Peng Liu — 12 papers, h 4
  • Peng Liu — 11 papers, h 4

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedRobust Lambda-quantiles and extremal distributions

1 citations · 1 across the 2 of their papers we have counts for

collaborators
Showing q-fin.RMShow all

1 paper · 1 filter

q-fin.RM2025

Pareto-optimal reinsurance under dependence uncertainty

Tim J. Boonen, Xia Han, Peng Liu +1

This paper studies Pareto-optimal reinsurance design in a monopolistic market with multiple primary insurers and a single reinsurer, all with heterogeneous risk preferences. The ri…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.