Uniform tail approximation of homogenous functionals of Gaussian fields K Dȩbicki, E Hashorva, P Liu Advances in Applied Probability 49 (4), 1037-1066, 2017 | 35 | 2017 |
Extremes of γ-reflected Gaussian processes with stationary increments K Debicki, E Hashorva, P Liu ESAIM: probability and Statistics 21, 495--535, 2017 | 35 | 2017 |
Extremes of stationary Gaussian storage models K Dębicki, P Liu Extremes 19, 273-302, 2016 | 25 | 2016 |
Extremes of chi-square processes with trend P Liu, L Ji Probability and Mathematical Statistics 1, 1-20, 2016 | 22 | 2016 |
Extremes of Gaussian random fields with regularly varying dependence structure K Dȩbicki, E Hashorva, P Liu Extremes 20, 333-392, 2017 | 20 | 2017 |
Extremes of locally stationary chi-square processes with trend P Liu, L Ji Stochastic Processes and their Applications 127 (2), 497-525, 2017 | 19 | 2017 |
Is the Inf-convolution of Law-invariant Preferences Law-invariant? P Liu, R Wang, L Wei Insurance: Mathematics and Economics 91, 144-154, 2020 | 18 | 2020 |
Distributional transforms, probability distortions, and their applications P Liu, A Schied, R Wang Mathematics of Operations Research, 2021 | 17 | 2021 |
Sojourn times of Gaussian processes with trend K Debicki, P Liu, Z Michna Journal of Theoretical Probability 33, pages 2119–2166, 2020 | 17 | 2020 |
On the γ-reflected processes with fBm input P Liu, E Hashorva, L Ji Lithuanian Mathematical Journal 55, 402-412, 2015 | 15 | 2015 |
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 | 12 | 2013 |
Trade-off between validity and efficiency of merging p-values under arbitrary dependence Y Chen, P Liu, KS Tan, R Wang Statistica Sinica, 2020 | 8 | 2020 |
Extremes of Spherical Fractional Brownian Motion D Cheng, P Liu Extremes 22, 433-457, 2019 | 7 | 2019 |
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 | 7 | 2018 |
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 | 6 | 2023 |
The time of ultimate recovery in Gaussian risk models K Debicki, P Liu Extremes 22, 499-521, 2019 | 6 | 2019 |
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 |
Ordering and Inequalities for Mixtures on Risk Aggregation Y Chen, P Liu, Y Liu, R Wang Mathematical Finance, 2021 | 5 | 2021 |
A note on ruin problems in perturbed classical risk models P Liu, C Zhang, L Ji Statistics & Probability Letters 120, 28-33, 2017 | 5 | 2017 |
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 | 4 | 2019 |