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Peng Liu
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Cited by
Cited by
Year
Uniform tail approximation of homogenous functionals of Gaussian fields
K Dȩbicki, E Hashorva, P Liu
Advances in Applied Probability 49 (4), 1037-1066, 2017
352017
Extremes of γ-reflected Gaussian processes with stationary increments
K Debicki, E Hashorva, P Liu
ESAIM: probability and Statistics 21, 495--535, 2017
352017
Extremes of stationary Gaussian storage models
K Dębicki, P Liu
Extremes 19, 273-302, 2016
252016
Extremes of chi-square processes with trend
P Liu, L Ji
Probability and Mathematical Statistics 1, 1-20, 2016
212016
Extremes of Gaussian random fields with regularly varying dependence structure
K Dȩbicki, E Hashorva, P Liu
Extremes 20, 333-392, 2017
202017
Extremes of locally stationary chi-square processes with trend
P Liu, L Ji
Stochastic Processes and their Applications 127 (2), 497-525, 2017
192017
Sojourn times of Gaussian processes with trend
K Debicki, P Liu, Z Michna
Journal of Theoretical Probability 33, pages 2119–2166, 2020
172020
Distributional transforms, probability distortions, and their applications
P Liu, A Schied, R Wang
Mathematics of Operations Research, 2021
162021
Is the Inf-convolution of Law-invariant Preferences Law-invariant?
P Liu, R Wang, L Wei
Insurance: Mathematics and Economics 91, 144-154, 2020
152020
On the γ-reflected processes with fBm input
P Liu, E Hashorva, L Ji
Lithuanian Mathematical Journal 55, 402-412, 2015
152015
On the compound Poisson risk model with dependence and a threshold dividend strategy
Y Shi, P Liu, C Zhang
Statistics & Probability Letters 83 (9), 1998-2006, 2013
112013
Extremes of Spherical Fractional Brownian Motion
D Cheng, P Liu
Extremes 22, 433-457, 2019
72019
Extremes of vector-valued Gaussian processes with trend
L Bai, K Dȩbicki, P Liu
Journal of Mathematical Analysis and Applications 465 (1), 47-74, 2018
72018
Sojourn times of Gaussian related random fields
K Dȩbicki, E Hashorva, P Liu, Z Michna
ALEA: Latin American Journal of Probability and Mathematical Statistics 20 …, 2023
62023
The time of ultimate recovery in Gaussian risk models
K Debicki, P Liu
Extremes 22, 499-521, 2019
62019
One axiom to rule them all: A minimalist axiomatization of quantiles
T Fadina, P Liu, R Wang
SIAM Journal on Financial Mathematics, 2023
5*2023
Trade-off between validity and efficiency of merging p-values under arbitrary dependence
Y Chen, P Liu, KS Tan, R Wang
Statistica Sinica, 2020
42020
Tail asymptotic behavior of the supremum of a calss of chi-square processes.
L Ji, P Liu, S Robert
Statistics and Probability Letters 154, 108551, 2019
42019
Sample path properties of reflected Gaussian processes
KM Kosiński, P Liu
ALEA, Lat. Am. J. Probab. Math. Stat 15, 453-478, 2018
42018
A note on ruin problems in perturbed classical risk models
P Liu, C Zhang, L Ji
Statistics & Probability Letters 120, 28-33, 2017
42017
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Articles 1–20