معرفی
Peng Liu is a Lecturer in the School of Mathematics, Statistics and Actuarial Science (SMSAS) at the University of Essex. He holds a PhD from Nankai University (2015), an MSc from Nankai University (2012), and a BSc from Zhengzhou University (2009). Before joining Essex in 2020, he served as a Postdoctoral Fellow at the University of Waterloo (2018–2020) and a Senior SNSF Researcher at the University of Lausanne (2016–2018).
His research focuses on quantitative risk management, stochastic processes, and extreme value theory, with applications in finance and insurance. Key areas include robust risk metrics, Gaussian processes, and risk-sharing mechanisms. His work often addresses ambiguity, dependence uncertainty, and practical challenges in financial modeling.
Peng has published extensively, with recent contributions on lambda quantiles, distortion risk metrics, and queueing systems. His research bridges theoretical advancements and practical applications in risk assessment and management.
