معرفی
Liang Peng serves as a Professor and Thomas P. Bowles Chair Professor of Actuarial Science at the Maurice R. Greenberg School of Risk Science within the Robinson College of Business at Georgia State University. He has held this position since August 2014 while also maintaining adjunct professor appointments at Georgia State University's Department of Mathematics and Statistics and Georgia Institute of Technology's School of Mathematics.
His academic credentials include:
- Ph.D. in mathematical statistics from Erasmus University Rotterdam (1993-1998) under Professor Laurens de Haan
- M.S. in probability from Peking University (1990-1993) under Professor Shihong Cheng
- B.S. in mathematics from Zhejiang University (1986-1990)
Dr. Peng's research program spans Actuarial science, Nonparametric statistics, Financial econometrics, Extreme value theory in finance and insurance, and Copula and tail copula in risk management. His work uniquely bridges theoretical statistical methodology with practical applications in financial risk assessment and insurance modeling. He has developed innovative approaches for analyzing extreme events and dependencies in financial and insurance contexts, with particular emphasis on tail risk measurement and optimal risk transfer mechanisms.
Analysis of his recent publications (2023-2025) reveals a consistent focus on advanced statistical methodology applied to financial and insurance risk problems. His work demonstrates expertise in time series modeling, copula applications, quantile regression techniques, and statistical inference methods specifically designed for extreme value analysis. The publications appear in leading journals across statistics, econometrics, actuarial science, and finance, reflecting the interdisciplinary nature of his contributions.
With an extensive publication record exceeding 140 papers, Dr. Peng has established himself as a leading researcher in statistical methods for risk analysis. His work shows consistent productivity and relevance, with ongoing research activity evident through publications scheduled for 2025.
