Peng Liu

About

Peng Liu is a Lecturer in Actuarial Science and Finance at the University of Essex in the United Kingdom. His research focuses on various aspects of risk measurement and management, as demonstrated by his recent articles on utility transforms, probabilistic distortions, and multivariate risks. Additionally, he explores topics such as robust quantiles and sojourn times in stochastic processes. His work contributes to the advancement of methodologies in risk aggregation and optimal reinsurance strategies.