Liyuan Lin

Senior Lecturer

MONASH UNIVERSITY

Australia

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Dr. Liyuan Lin is a Senior Lecturer at Monash University, Australia. His research focuses on risk metrics, diversification, and correlation measures, addressing themes such as risk sharing, variability, and negative dependence. Recent publications include studies on quantifying diversification and risk aggregation under dependence uncertainty.

Articles (6)

Year:

2025

Year:

2025

Year:

2024

Year:

2024

Year:

2023

Year:

2021

Collaborators (1)

Ruodu Wang

Assistant Professor

University of Waterloo

CANADA

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Liyuan Lin

Research Interests

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Articles (6)

Risk Sharing, Measuring Variability, and Distortion Riskmetrics

Diversification Quotients: Quantifying Diversification via Risk Measures

Invariant correlation under marginal transforms

Joint Mixability and Notions of Negative Dependence

Diversification quotients based on VaR and ES

Risk aggregation under dependence uncertainty and an order constraint

Collaborators (1)

Ruodu Wang

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