Lévy-driven GPS queues with heavy-tailed input. - Krzysztof Debicki; Peng Liu 043; Michel Mandjes; Iwona Sierpinska (Queueing Syst. Theory Appl., 2017)

Distributional Transforms, Probability Distortions, and Their Applications. - Peng Liu 043; Alexander Schied; Ruodu Wang (Math. Oper. Res., 2021)

One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles. - Tolulope Fadina; Peng Liu 043; Ruodu Wang (SIAM J. Financial Math., 2023)

Sojourns of fractional Brownian motion queues: transient asymptotics. - Krzysztof Debicki; Enkelejd Hashorva; Peng Liu 043 (Queueing Syst. Theory Appl., 2023)

Optimal reinsurance with multivariate risks and dependence uncertainty. - Tolulope Fadina; Junlei Hu; Peng Liu 043; Yi Xia (Eur. J. Oper. Res., 2025)

Risk Sharing with Lambda Value at Risk. - Peng Liu 043 (Math. Oper. Res., 2025)