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Author ID: liu.peng.1 Recent zbMATH articles by "Liu, Peng"
Published as: Liu, Peng
Homepage: https://www.essex.ac.uk/people/l/p/liupe51704
External Links: Google Scholar · ResearchGate

Publications by Year

Citations contained in zbMATH Open

21 Publications have been cited 136 times in 87 Documents Cited by Year
Uniform tail approximation of homogenous functionals of Gaussian fields. (Uniform tail approximation of homogeneous functionals of Gaussian fields.) Zbl 1425.60036
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
21
2017
Extremes of stationary Gaussian storage models. Zbl 1339.60060
Dębicki, Krzysztof; Liu, Peng
14
2016
Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
14
2017
Extremes of Gaussian random fields with regularly varying dependence structure. Zbl 1373.60069
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
12
2017
Extremes of locally stationary chi-square processes with trend. Zbl 1354.60057
Liu, Peng; Ji, Lanpeng
11
2017
On the \(\gamma\)-reflected processes with fBm input. Zbl 1325.60054
Liu, Peng; Hashorva, Enkelejd; Ji, Lanpeng
10
2015
Sojourn times of Gaussian processes with trend. Zbl 1469.60106
Dȩbicki, Krzysztof; Liu, Peng; Michna, Zbigniew
9
2020
On the compound Poisson risk model with dependence and a threshold dividend strategy. Zbl 1283.91089
Shi, Yafeng; Liu, Peng; Zhang, Chunsheng
7
2013
Extremes of chi-square processes with trend. Zbl 1343.60064
Liu, Peng; Ji, Lanpeng
6
2016
Is the inf-convolution of law-invariant preferences law-invariant? Zbl 1435.91064
Liu, Peng; Wang, Ruodu; Wei, Linxiao
6
2020
Extremes of vector-valued Gaussian processes with trend. Zbl 1396.60055
Bai, Long; Dȩbicki, Krzysztof; Liu, Peng
4
2018
Distributional transforms, probability distortions, and their applications. Zbl 1482.60019
Liu, Peng; Schied, Alexander; Wang, Ruodu
4
2021
Extremes of nonstationary Gaussian fluid queues. Zbl 1444.60024
Dȩbicki, Krzysztof; Liu, Peng
3
2018
Extremes of spherical fractional Brownian motion. Zbl 1488.60092
Cheng, Dan; Liu, Peng
3
2019
Sojourn times of Gaussian and related random fields. Zbl 1515.60152
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng; Michna, Zbigniew
3
2023
A note on ruin problems in perturbed classical risk models. Zbl 1463.91033
Liu, Peng; Zhang, Chunsheng; Ji, Lanpeng
2
2017
The time of ultimate recovery in Gaussian risk model. Zbl 1488.60083
Dȩbicki, Krzysztof; Liu, Peng
2
2019
Trade-off between validity and efficiency of merging p-values under arbitrary dependence. Zbl 07763179
Chen, Yuyu; Liu, Peng; Tan, Ken Seng; Wang, Ruodu
2
2023
Tail asymptotic behavior of the supremum of a class of chi-square processes. Zbl 1458.60042
Ji, Lanpeng; Liu, Peng; Robert, Stephan
1
2019
Sample path properties of reflected Gaussian processes. Zbl 1390.60137
Kosiński, Kamil Marcin; Liu, Peng
1
2018
One axiom to rule them all: a minimalist axiomatization of quantiles. Zbl 1520.91435
Fadina, Tolulope; Liu, Peng; Wang, Ruodu
1
2023
Sojourn times of Gaussian and related random fields. Zbl 1515.60152
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng; Michna, Zbigniew
3
2023
Trade-off between validity and efficiency of merging p-values under arbitrary dependence. Zbl 07763179
Chen, Yuyu; Liu, Peng; Tan, Ken Seng; Wang, Ruodu
2
2023
One axiom to rule them all: a minimalist axiomatization of quantiles. Zbl 1520.91435
Fadina, Tolulope; Liu, Peng; Wang, Ruodu
1
2023
Distributional transforms, probability distortions, and their applications. Zbl 1482.60019
Liu, Peng; Schied, Alexander; Wang, Ruodu
4
2021
Sojourn times of Gaussian processes with trend. Zbl 1469.60106
Dȩbicki, Krzysztof; Liu, Peng; Michna, Zbigniew
9
2020
Is the inf-convolution of law-invariant preferences law-invariant? Zbl 1435.91064
Liu, Peng; Wang, Ruodu; Wei, Linxiao
6
2020
Extremes of spherical fractional Brownian motion. Zbl 1488.60092
Cheng, Dan; Liu, Peng
3
2019
The time of ultimate recovery in Gaussian risk model. Zbl 1488.60083
Dȩbicki, Krzysztof; Liu, Peng
2
2019
Tail asymptotic behavior of the supremum of a class of chi-square processes. Zbl 1458.60042
Ji, Lanpeng; Liu, Peng; Robert, Stephan
1
2019
Extremes of vector-valued Gaussian processes with trend. Zbl 1396.60055
Bai, Long; Dȩbicki, Krzysztof; Liu, Peng
4
2018
Extremes of nonstationary Gaussian fluid queues. Zbl 1444.60024
Dȩbicki, Krzysztof; Liu, Peng
3
2018
Sample path properties of reflected Gaussian processes. Zbl 1390.60137
Kosiński, Kamil Marcin; Liu, Peng
1
2018
Uniform tail approximation of homogenous functionals of Gaussian fields. (Uniform tail approximation of homogeneous functionals of Gaussian fields.) Zbl 1425.60036
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
21
2017
Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
14
2017
Extremes of Gaussian random fields with regularly varying dependence structure. Zbl 1373.60069
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng
12
2017
Extremes of locally stationary chi-square processes with trend. Zbl 1354.60057
Liu, Peng; Ji, Lanpeng
11
2017
A note on ruin problems in perturbed classical risk models. Zbl 1463.91033
Liu, Peng; Zhang, Chunsheng; Ji, Lanpeng
2
2017
Extremes of stationary Gaussian storage models. Zbl 1339.60060
Dębicki, Krzysztof; Liu, Peng
14
2016
Extremes of chi-square processes with trend. Zbl 1343.60064
Liu, Peng; Ji, Lanpeng
6
2016
On the \(\gamma\)-reflected processes with fBm input. Zbl 1325.60054
Liu, Peng; Hashorva, Enkelejd; Ji, Lanpeng
10
2015
On the compound Poisson risk model with dependence and a threshold dividend strategy. Zbl 1283.91089
Shi, Yafeng; Liu, Peng; Zhang, Chunsheng
7
2013
all top 5

Cited by 105 Authors

25 Dębicki, Krzysztof
16 Liu, Peng
15 Hashorva, Enkelejd
8 Ji, Lanpeng
7 Bai, Long
6 Michna, Zbigniew
6 Wang, Ruodu
5 Peng, Xiaofan
4 Piterbarg, Vladimir Il’ich
4 Tan, Zhongquan
3 Jasnovidov, Grigori
3 Ragulina, Olena
3 Rodionov, Igor’ Vladimirovich
3 Rolski, Tomasz
2 Bisewski, Krzysztof
2 Kobel’kov, Sergeĭ Georgievich
2 Kosiński, Kamil Marcin
2 Kriukov, Nikolai
2 Ling, Chengxiu
2 Mao, Tiantian
2 Popivoda, Goran
2 Robert, Stephan
2 Stamatović, Siniša
2 Wang, Longmin
1 Anugu, Sumith Reddy
1 Bellini, Fabio
1 Calì, Camilla
1 Castagnoli, Erio
1 Cattelan, Giacomo
1 Chang, Chung
1 Chen, Guohai
1 Chen, Hanshu
1 Chen, Liwen
1 Chen, Shengzhong
1 Cheng, Dan
1 Durante, Fabrizio
1 Fadina, Tolulope
1 Fang, Yusi
1 Fu, Zuopeng
1 Gao, Niushan
1 Han, Xia
1 Hu, Taizhong
1 Huang, Yujuan
1 Kalaj, David
1 Karagodin, N. A.
1 Karagodin, Nikita
1 Koch Medina, Pablo
1 Korshunov, Dmitriĭ Alekseevich
1 Krystecki, Konrad
1 Landriault, David
1 Leung, Denny H.
1 Li, Bin
1 Li, Lei
1 Li, Shuanming
1 Lifshits, Mikhail A.
1 Lin, Liyuan
1 Liu, Fangda
1 Longobardi, Maria
1 Lu, Tianshi
1 Lu, Yi
1 Luo, Li
1 Ma, Chunsheng
1 Maccheroni, Fabio
1 Marcus, Michael B.
1 Meng, Zeng
1 Moresco, Marlon Ruoso
1 Munari, Cosimo
1 Navickienė, Olga
1 Nendel, Max
1 Olenko, Andriy Yakovych
1 Omari, Dareen
1 Pang, Guodong
1 Park, Yongseok
1 Peng, Zuoxiang
1 Qiao, Wanli
1 Righi, Marcelo Brutti
1 Rosen, Jay S.
1 Seleznjev, Oleg
1 Sendova, Kristina P.
1 Shao, Jiamin
1 Shi, Tianxiang
1 Šiaulys, Jonas
1 Sprindys, Jonas
1 Streicher, Jan
1 Svindland, Gregor
1 Tabiś, Kamil
1 Tang, Linjun
1 Tebaldi, Claudio
1 Tseng, George C.
1 Tudor, Ciprian A.
1 Vidmar, Matija
1 Wang, Fangfang
1 Wang, Yizao
1 Wei, Linxiao
1 Xia, Zichao
1 Xie, Jiehua
1 Xu, Di
1 Xu, Zhengchun
1 Yang, Dixiong
1 Yu, Wenguang
...and 5 more Authors

Citations by Year