Article

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. ISSN 0960-1627

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. ISSN 0364-765X

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. ISSN 0894-9840

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. ISSN 0167-6687

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. ISSN 0167-7152

Cheng, Dan and Liu, Peng (2019) 'Extremes of spherical fractional Brownian motion.' Extremes, 22 (3). pp. 433-457. ISSN 1386-1999

Bai, Long and Liu, Peng (2019) 'Drawdown and Drawup for Fractional Brownian Motion with Trend.' Journal of Theoretical Probability, 32 (3). pp. 1581-1612. ISSN 0894-9840

Dȩbicki, Krzysztof and Liu, Peng (2019) 'The time of ultimate recovery in Gaussian risk model.' Extremes, 22 (3). pp. 499-521. ISSN 1386-1999

Liu, Peng and Ji, Lanpeng (2016) 'Extremes of chi-square processes with trend.' Probability and Mathematical Statistics, 36. pp. 1-20. ISSN 0208-4147

Dębicki, Krzysztof and Liu, Peng (2016) 'Extremes of stationary Gaussian storage models.' Extremes, 19 (2). pp. 273-302. ISSN 1386-1999

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. ISSN 1674-733X

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. ISSN 0018-9545

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. ISSN 1674-733X

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. ISSN 0929-6212

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. ISSN 0929-6212

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. ISSN 0929-6212

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.