Author

Peng Liu

1 paper indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Preprint Nov 2026

Robust distortion riskmetrics over Bregman--Wasserstein balls and their intersections

We study the worst-case values of distortion riskmetrics over Bregman--Wasserstein balls around a reference distribution. Unlike the squared $2$-Wasserstein distance, Bregman--Wasserstein divergences can penalize upward and downward deviations differently. Our main result applies to generalized distortion functions $g:...

Peng Liu, S. Vanduffel, C. Bernard · 0 citations