Items where Author is "Liu, Peng"

Article

Liu, Peng (2025) Risk sharing with Lambda value at risk. Mathematics of Operations Research, 50 (1). pp. 313-333. DOI https://doi.org/10.1287/moor.2023.0246

Fadina, Tolulope and Hu, Junlei and Liu, Peng and Xia, Yi (2025) Optimal reinsurance with multivariate risks and dependence uncertainty. European Journal of Operational Research, 321 (1). pp. 231-242. DOI https://doi.org/10.1016/j.ejor.2024.09.037

Debicki, Krzysztof and Hashorva, Enkelejd and Liu, Peng (2023) Sojourns of fractional Brownian motion queues: transient asymptotics. Queueing Systems, 105 (1-2). pp. 139-170. DOI https://doi.org/10.1007/s11134-023-09890-y

Fadina, Tolulope and Liu, Peng and Wang, Ruodu (2023) One axiom to rule them all: A minimalist axiomatization of quantiles. SIAM Journal on Financial Mathematics, 14 (2). pp. 644-662. DOI https://doi.org/10.1137/22M1531567

Debicki, Krzysztof and Hashorva, Enkelejd and Liu, Peng and Michna, Zbigniew (2023) Sojourn times of Gaussian random fields. ALEA : Latin American Journal of Probability and Mathematical Statistics, 20 (1). pp. 249-289. DOI https://doi.org/10.30757/ALEA.v20-10

Chen, Yuyu and Liu, Peng and Tan, Ken Seng and Wang, Ruodu (2023) Trade-off Between Validity and Efficiency of Merging P-Values Under Arbitrary Dependence. Statistica Sinica, 33 (2). pp. 851-872. DOI https://doi.org/10.5705/ss.202021.0071

Chen, Yuyu and Liu, Peng and Liu, Yang and Wang, Ruodu (2022) Ordering and Inequalities for Mixtures on Risk Aggregation. Mathematical Finance, 32 (1). pp. 421-451. DOI https://doi.org/10.1111/mafi.12323

Liu, Peng and Schied, Alexander and Wang, Ruodu (2021) Distributional transforms, probability distortions, and their applications. Mathematics of Operations Research, 46 (4). pp. 1490-1512. DOI https://doi.org/10.1287/moor.2020.1090

Dȩbicki, Krzysztof and Liu, Peng and Michna, Zbigniew (2020) Sojourn Times of Gaussian Processes with Trend. Journal of Theoretical Probability, 33 (4). pp. 2119-2166. DOI https://doi.org/10.1007/s10959-019-00934-9

Liu, Peng and Wang, Ruodu and Wei, Linxiao (2020) Is the inf-convolution of law-invariant preferences law-invariant? Insurance: Mathematics and Economics, 91. pp. 144-154. DOI https://doi.org/10.1016/j.insmatheco.2020.01.004

Ji, Lanpeng and Liu, Peng and Robert, Stephan (2019) Tail asymptotic behavior of the supremum of a class of chi-square processes. Statistics and Probability Letters, 154. p. 108551. DOI https://doi.org/10.1016/j.spl.2019.07.001

Cheng, Dan and Liu, Peng (2019) Extremes of spherical fractional Brownian motion. Extremes, 22 (3). pp. 433-457. DOI https://doi.org/10.1007/s10687-019-00344-4

Bai, Long and Liu, Peng (2019) Drawdown and Drawup for Fractional Brownian Motion with Trend. Journal of Theoretical Probability, 32 (3). pp. 1581-1612. DOI https://doi.org/10.1007/s10959-018-0836-y

Dȩbicki, Krzysztof and Liu, Peng (2019) The time of ultimate recovery in Gaussian risk model. Extremes, 22 (3). pp. 499-521. DOI https://doi.org/10.1007/s10687-019-00343-5

Liu, Peng and Ji, Lanpeng (2016) Extremes of chi-square processes with trend. Probability and Mathematical Statistics, 36. pp. 1-20.

Dębicki, Krzysztof and Liu, Peng (2016) Extremes of stationary Gaussian storage models. Extremes, 19 (2). pp. 273-302. DOI https://doi.org/10.1007/s10687-016-0240-x

Zhang, GuoPeng and Liu, Peng and Yang, Kun and Du, Yao and Hu, YanJun (2015) Orthogonal resource sharing scheme for device-to-device communication overlaying cellular networks: a cooperative relay based approach. Science China Information Sciences, 58 (10). pp. 1-9. DOI https://doi.org/10.1007/s11432-014-5187-4

Zhang, Guopeng and Yang, Kun and Liu, Peng and Wei, Junyi (2015) Power Allocation for Full-Duplex Relaying-Based D2D Communication Underlaying Cellular Networks. IEEE Transactions on Vehicular Technology, 64 (10). pp. 4911-4916. DOI https://doi.org/10.1109/tvt.2014.2373053

Zhang, GuoPeng and Yang, Kun and Liu, Peng and Du, Yao (2015) Using full duplex relaying in device-to-device (D2D) based wireless multicast services: a two-user case. Science China Information Sciences, 58 (8). pp. 1-7. DOI https://doi.org/10.1007/s11432-014-5201-x

Zhang, Guopeng and Yang, Kun and Liu, Peng (2015) A Distributed Algorithm for Bandwidth Resource Sharing in Relay-Aided Wireless Cellular Networks: From the Perspective of Economic Equilibrium Theory. Wireless Personal Communications, 82 (1). pp. 435-449. DOI https://doi.org/10.1007/s11277-014-2234-9

Zhang, Guopeng and Yang, Kun and Liu, Peng and Zhou, Dongdai (2014) Fair and Efficient Spectrum Resource Allocation and Admission Control for Multi-user and Multi-relay Cellular Networks. Wireless Personal Communications, 78 (1). pp. 347-373. DOI https://doi.org/10.1007/s11277-014-1757-4

Zhang, Guopeng and Yang, Kun and Liu, Peng and Feng, Xiaolong (2013) Incentive Mechanism for Multiuser Cooperative Relaying in Wireless Ad Hoc Networks: A Resource-Exchange Based Approach. Wireless Personal Communications, 73 (3). pp. 697-715. DOI https://doi.org/10.1007/s11277-013-1211-z

Monograph

Fadina, Tolulope and Liu, Peng and Wang, Ruodu (2021) One axiom to rule them all: An axiomatization of quantiles. Working Paper. SSRN. (Unpublished)

Conference or Workshop Item

Zhang, Guopeng and Yang, Kun and Wei, Junyi and Xu, Ke and Liu, Peng (2015) Virtual resource allocation for wireless virtualization networks using market equilibrium theory. In: IEEE INFOCOM 2015 - IEEE Conference on Computer Communications Workshops (INFOCOM WKSHPS), 2015-04-26 - 2015-05-01.

Book

Assa, Hirbod and Liu, Peng and Wang, Simon (2025) Quantitative Risk Management in Agricultural Business. Springer Actuarial (1). Springer, Cham. ISBN 978-3-031-80574-5. Official URL: http://doi.org/10.1007/978-3-031-80574-5