Scholar
Liyuan Lin
Google Scholar ID: LJkk2-wAAAAJ
Monash University
Risk Aggregation
Risk Measure
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Homepage
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Google Scholar
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Citations & Impact
All-time
Citations
87
H-index
7
i10-index
3
Publications
18
Co-authors
9
list available
Contact
Email
liyuan.lin@monash.edu
CV
Open ↗
GitHub
Open ↗
Publications
3 items
Empirical estimator of diversification quotient
2025
Cited
0
Optimal sharing, equilibria, and welfare without risk aversion
2024
Cited
3
Risk sharing, measuring variability, and distortion riskmetrics
2023
Cited
5
Resume (English only)
Research Experience
Senior Lecturer - Monash University, 2024.8 - present
Background
Research Interests: Actuarial Science; Dependence and Risk Aggregation; Quantitative Risk Management; Stochastic Control
Miscellany
Email: liyuan.lin@monash.edu
Phone: + (61) 99055042
Office: Room 242, Building 6
Address: 29 Ancora Imparo Way, Clayton, VIC, Australia
Co-authors
9 total
Ruodu Wang
University of Waterloo
Co-author 2
Co-author 3
Co-author 4
Takaaki Koike
Hitotsubashi University
Fangda Liu
Georgia State University
Co-author 7
Chaoyi Zhao
Postdoctoral Associate, MIT Sloan School of Management
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