学术论文

To appear

[103] Jiang, Y., Zhang, Y.* and Zhao, Peng (2022) Optimal Capital Allocation for Individual Risk Model using a Mean-Variance Principle. Journal of Industrial and Management Optimization.

[102] Zhang, X., Xu, M., Su, J.* and Zhao, Peng (2022) Structural models for fog computing based internet of things architectures with insurance and risk management applications. European Journal of Operational Research.

[101] Sun, H., Xu, M.* and Zhao, Peng (2022) A Multivariate Frequency-severity Framework for Healthcare Data Breaches. Annals of Applied Statistics.

[100] Wu, J., Ding, W., Zhang, Y. and Zhao, Peng*  (2021) On Reliability Improvement for Coherent Systems with a Relevation. Naval Research Logistics.

[99] Zhang, Y., Hu, Y. and Zhao, Peng  (2022) Ordering Results on Largest Order Statistics from Multiple-Outlier Gamma Variables. Communications in Mathematics and Statistics.

[98] Wu, Z., Luo, J., Fang, X., Xu, M.* and Zhao, Peng (2021) Modeling Multivariate Cyber Risks: Deep Learning Dating Extreme Value Theory. Journal of Applied Statistics.

[97] Naqvi, S., Ding, W. and Zhao, Peng (2021) Stochastic comparison of parallel systems with Pareto components. Probability in the Engineering and Informational Sciences.

2022年

[96] Chen, J., Lai, X., Wang, M. and Zhao, Peng  (2022) Optimal Allocation of Two Redundancies in a n-component Series System with PHR Lifetimes. Communications in Statistics - Theory and Methods51(9), 2748-2764.

[95] Fang, R., Xu, M. and Zhao, Peng*(2022) Determination of ransomware payment based on Bayesian game models. Computers & Security116, 102685.

[94] Fang, Z., Zhao, Peng, Xu, M., Xu, S., Hu, T. and Fang, X. (2022) Statistical Modeling of Computer Malware Propagation Dynamics in Cyberspace. Journal of Applied Statistics, 49(4), 858-883.

[93] Sun, H, Zhang, Y.*, Zhao, Peng(2022) Allocating hot standbys to randomly weighted k-out-of-n:G systems. Proceedings of the Institution of Mechanical Engineers Part O-Journal of Risk and Reliability, 236(1), 37-54.

[92] Wu, Y., Ding, W., Zhang, Y. and Zhao, Peng*(2022) On Reliability Improvement for Coherent Systems with a Relevation. Naval Research Logistics, 69(4), 654-666.

2021年

[91] Da, G., Xu, M.*and Zhao, Peng (2021) Multivariate Dependence among Cyber Risks based on L-hop Propagation. Insurance: Mathematics and Economics, 101, 525-546.

[90] Li, Y., Hu, X.*and Zhao, Peng (2021) On the Reliability of a Voting System under Cyber Attacks. Reliability Engineering and System Safety, 216, 107996.

[89] Zhang, X., Xu, M., Da, G. and Zhao, Peng*(2021) Ensuring confidentiality and availability of sensitive data over a network system under cyber threats. Reliability Engineering & System Safety, 214, 107697

[88] Ding, W., Xu, M., Huang,Y., Zhao, Peng* and Song, F. (2021) Cyber attacks on PMU placement in a smart grid: Characterization and optimization. Reliability Engineering & System Safety, 212, 107586.

[87] Zhang, T., Zhang, Y.* and Zhao, Peng(2021) Comparisons On Largest Order Statistics From Heterogeneous Gamma Samples.  Probability In The Engineering And Information Sciences, 35(3),611-630.

[86] Ding,W., Fang, R. and  Zhao, Peng*(2021) An Apporoach to Comparing Coherent Systems With Ordered Components by Using Survival Signatures. IEEE Transactions on Reliability70(2), 495-506.

[85] Yan, X., Zhou, Y.*, Pu, X. and Zhao, Peng(2021) Functional Multiple-Outcome Model in Application to Multivariate Growth Curves of Infant Data. ,Journal Of Systems Science & Complexity, 34(4),1555-1577.

[84] Yan, X., Zhang, Y. and Zhao, Peng* (2021) Standby Redundancies at Component Level Versus System Level in Series System. Communications in Statistics - Theory and Methods, 50(2),473-485.

2020年

[83] Ding, W.,  Xu, M. and Zhao, Peng* (2020) Cyber Risks of PMU Networks With Observation Errors: Assessment and Mitigation. Reliability Engineering & System Safety198, 106873.

[82] Zhang, Y.*, Ding, W. and Zhao, Peng(2020) On Variability Of Series And Parallel Systems With Heterogeneous Components. Probability In The Engineering And Information Sciences34(4), 626-645.

[81] Naqvi, S., Zhang, Y.* and Zhao, Peng (2020) Ordering Results for Individual Risk Model with Dependent Location-Scale Claim Severities. Communications in Statistics-Theory and Methods49(4), 942-957.

2019年

[80] Chen, J., Zhang, Y.* and Zhao, Peng (2019) Comparisons of Order Statistics from Heterogeneous Negative Binomial Variables with Applications. Statistics53(5), 990-1011.

[79] Zhang, Y. and Zhao, Peng* (2019) Optimal Allocation of Minimal Repairs in Parallel and Series Systems. Naval Research Logistics 66(6), 517-526.

[78] Da, G., Xu, M. and Zhao, Peng* (2019) Modeling Network Systems Under Simultaneous Cyber-Attacks. IEEE Transactions on Reliability68(3), 971-984.

[77] Ding, W., Fang, R and Zhao, Peng* (2019) Reliability Analysis of k-out-of-n Systems Based on A Grouping of Components. Advances in Applied Probability51(2), 339-357.

[76] Zhang, Y.*, Amini‐Seresht, E and Zhao, Peng (2019) On Fail‐safe Systems Under Random Shocks. Applied Stochastic Models in Business and Industry35(3), 591-602.

[75] Zhang, Y., Cai, X. and Zhao, Peng* (2019) Ordering Properties of Extreme Claim Amounts from Heterogeneous Portfolios. ASTIN Bulletin: The Journal of the IAA49(2), 525-554.

[74] Zhang, Y.*, Zhao, Peng and Cheung, K. C. (2019) Comparisons of Aggregate Claim Numbers and Amounts: A Study of Heterogeneity. Scandinavian Actuarial Journal2019(4), 273-290.

[73] Balakrishnan, N., Chen, J., Zhang, Y. and Zhao, Peng (2019) Comparisons of Sample Ranges Arising from Multiple-outlier Models: In Memory of Moshe Shaked. Probability in the Engineering and Informational Sciences33(1), 28-49.

[72] Zhang, Y., Cai, X., Zhao, Peng* and Wang, H. (2019) Stochastic Comparisons of Parallel and Series Systems with Heterogeneous Resilience-Scaled Components. Statistics53(1), 126-147.

2018年

[71] Zhang, Y., Ding, W., and Zhao, Peng* (2018) On Total Capacity of k‐out‐of‐n Systems with Random Weights. Naval Research Logistics 65(4), 347-359.

[70] Ding, W., Zhang, Y., and Zhao, Peng* (2018) Ordering Properties of Spacings from Heterogeneous Geometric Samples. Probability in the Engineering and  Informational Sciences 32(2), 306-322.

[69] Chen, J., Zhang, Y., Zhao, Peng* and Zhou, S. (2018) Allocation Strategies of Standby Redundancies in Series/Parallel System. Communications in Statistics - Theory and Methods 47(3), 708-724.

[68] Balakrishnan, N., Zhang, Y.* and Zhao, Peng (2018) Ordering the Largest Claim Amounts and Ranges from Two Sets of Heterogeneous Portfolios. Scandinavian Actuarial Journal 2018(1), 23-41.

2017年

[67] Ding, W., Zhao, Peng* and Zhou, S. (2017) On Optimal Allocation of Active Redundancies to Multi-state r-out-of-n Systems. Operations Research Letters 45(5), 508-512.

[66] Kong, X., Liu, Z.*, Zhao, Peng and Zhou, W. (2017) Sure Estimates under Dependence and Heteroscedasticity. Journal of Multivariate Analysis 161, 1-11.

[65] Zhao, Peng*, Wang, L. and Zhang, Y. (2017) On Extreme Order Statistics from Heterogeneous Beta Distributions with Applications. Communications in Statistics - Theory and Methods 46(14), 7020-7038. 

[64] Ding, W., Fang, R. and  Zhao, Peng* (2017) Relative Aging of Coherent Systems. Naval Research Logistics 64(4), 345-354.

[63] Zhang, Y. and Zhao, Peng* (2017) On the Maxima of Heterogeneous Gamma Variables.  

Communications in Statistics - Theory and Methods 46(10), 5056-5071.  

[62] Cai, X., Zhang, Y. and Zhao, Peng* (2017) Hazard Rate Ordering of the Second Order Statistics from Multiple-outlier PHR Samples. Statistics 51(3), 615-626.

[61] Hu, X., Xu, M.,  Xu, S. and Zhao, Peng* (2017) Multiple Cyber Attacks Against a Target with Observation Errors and Dependent Outcomes: Characterization and Optimization. Reliability Engineering & System Safety 159, 119-133.

[60] Zhao, Peng*, Zhang, Y. and Chen, J. (2017) Optimal Allocation Policy of One Redundancy in a n-component Series System. European Journal of Operational Research 257(2), 656-668.

2016年

[59] Zhao, Peng*, Zhang, Y. and Qiao, J. (2016) On Extreme Order Statistics from Heterogeneous Weibull Variables. Statistics 50, 1376-1386.

[58] Amini-Seresht, E., Qiao, J., Zhang, Y. and Zhao, Peng (2016) On the Skewness of Order Statistics in Multiple-outlier PHR Models. Metrika 79, 817-836.

[57] Wang. J, Zhao, Peng. (2016) On Likelihood Ratio Ordering of Parallel Systems with Exponential Components. Mathematical Methods of Statistics 25(2), 145-150.

[56] Zhao, Peng*, Qiao, J. and Balakrishnan, N. (2016) Likelihood Ratio Order of the Second Spacing in Multiple-outlier Exponential Models. Statistics 50, 206-218.

2015年

[55] Zhang, Y. and Zhao, Peng* (2015) Comparisons on Aggregate Risks from Two Sets of Heterogeneous Portfolios. Insurance: Mathematics and Economics 64, 124-135.

[54] Zhao, Peng*, Hu, Y. and Zhang, Y. (2015) Some New Results on Largest Order Statistics from Multiple-outlier Gamma Models. Probability in the Engineering and Informational Sciences 29, 597-621.

[53] Zhao, Peng* and Balakrishnan, N. (2015) Comparisons of Largest Order Statistics from Multiple-outlier Gamma Models. Methodology and Computing in Applied Probability 17, 617-645.

[52] Zhao, Peng*, Zhang, Y. and Li, L. (2015) Redundancy Allocation at Component Level versus System Level. European Journal of Operational Research 241, 402-411.

2014年

[51] Ling X. and Zhao, Peng (2014) On General Multivariate Mixture Models with Applications. Communications in Statistics - Theory and Methods 43, 4223-4240.

[50] Zhao, Peng* and Li, X. (2014) Ordering properties of convolutions from heterogeneous populations:A review on some recent developments. Communications in Statistics - Theory and Methods 43, 2260-2273.

[49] Zhao, Peng and Balakrishnan, N. (2014) A Stochastic Inequality for the Largest Order Statistics

 from Heterogeneous Gamma Samples. Journal of Multivariate Analysis 129, 145–150.

[48] Zhao, Peng and Zhang, Y. (2014) On the Maxima of Heterogeneous Gamma Variables with 

Different Shape and Scale Parameters. Metrika 77, 811-836

[47] Zhao, Peng and Balakrishnan, N. (2014) On the Right Spread Ordering of Parallel Systems with 

Two Heterogeneous Components. Statistics 48(2), 447-455. 

[46] Zhao, Peng and Su, F. (2014) On Maximum Order Statistics from Heterogeneous Geometric 

Sample. Annals of Operations Research 212, 215-223.

2013年

[45] Zhao, Peng, Chan, P. S., Li, L. and Ng, H. K. T. (2013) Allocation of Two Redundancies in Two-component Series Systems. Naval Research Logistics 60, 588-598. 

[44] Zhao, Peng, Chan, P. S., Li, L. and Ng, H. K. T. (2013) On Allocation of Redundancies in Two-component Series Systems. Operations Research Letters 41, 690-693. 

[43] Yan, R., Da, G. and Zhao, Peng (2013) Further Results for Parallel Systems with Two

Heterogeneous Exponential Components. Statistics 47(5), 1128-1140.

[42] Balakrishnan, N. and Zhao, Peng (2013) Ordering properties of order statistics from 

heterogeneous populations: A review with an emphasis on some recent developments. 

Probability in the Engineering and Informational Sciences 27, 403-443 (with Discussions).

[41] Zhao, Peng and Li, X. (2013) On Sample Range from Two Heterogeneous Exponential Variables. 

In: Lecture Notes in Statistics (Eds: H. Li and X. Li) 208, 125-139. Stochastic Orders in Reliability and Risk. In honor of Professor Moshe Shaked on his 70th Birthday, Springer.

[40] Ling, X., Zhao, Peng and Li, P. (2013) A Note on Stochastic Properties of Scale Change Random Effects

 Model. Statistics and Probability Letters 83, 2407-2414

[39] Zhang, S., Feng, X. and Zhao, Peng (2013) On mixture representation of conditional inactivity

 time of coherent system. Statistics and Probability Letters 83, 2297-2307.

[38] Ding, W., Da, G. and Zhao, Peng (2012+) On sample ranges from two sets of heterogenous random variables. Journal of Multivariate Analysis 116, 63-73.

[37] Ding, W., Zhang, Y. and  Zhao, Peng  (2013) Comparisons of k-out-of-n systems with heterogenous components. Statistics and Probability Letters 83, 493-502.

[36] Balakrishnan, N. and  Zhao, Peng (2013) Hazard Rate Comparison of Parallel Systems with Heterogeneous Gamma Components. Journal of Multivariate Analysis 113, 153-160.

2012年

[35] Li, X., Da, G. and Zhao Peng (2012) Competing between Two Groups of Individuals Following Frailty Models. Methodology and Computing in Applied Probability 14, 1033-1051.

[34] Zhao, Peng and Zhang, Y. (2012) On Sample Range in Multi-outlier Models. Journal of Multivariate Analysis 111, 335-349.

[33] Du, B., Zhao, Peng and Balakrishnan, N. (2012) Likelihood Ratio and Hazard Rate Orderings of the Maxima in Two Multiple-Outlier Geometric Samples. Probability in the Engineering and Informational Sciences 26, 375-391.

[32] Zhao, Peng and Balakrishnan, N. (2012) Stochastic Comparisons of Largest Order Statistics from Multiple-outlier Exponential Models. Probability in the Engineering and Informational Sciences 26, 159-182.

[31] Zhao, Peng, Chan, P. S. and Ng, H. K. T. (2012) Optimal Allocation of Redundancies in Series Systems. European Journal of Operational Research 220, 673-683.

[30] Ling, X., Zhao, Peng and Li, X. (2012) On a System of Nonhomogeneous Components Sharing a Common Frailty. Journal of Statistical Planning and Inference 142, 1330-1338.

2011年

[29] Zhao, Peng and Balakrishnan, N. (2011) Some Characterization Results for Parallel Systems with Two Heterogeneous Exponential Components. Statistics 45(6), 593-604.

[28] Zhao, Peng and Balakrishnan, N. (2011) Dispersive Ordering of Fail-Safe Systems with Heterogeneous Exponential Components. Metrika 74, 203-210.

[27] Zhao, Peng, Li, X. and Da, G. (2011) Right Spread Order of the Second Order Statistic From Heterogeneous Exponential Random Variables. Communications in Statistics - Theory and Methods 47, 3070-3081.

[26] Zhao, Peng (2011) On Parallel Systems with Heterogeneous Gamma Components. Probability in the Engineering and Informational Sciences 25, 369-391.

[25] Zhao, Peng (2011) Some New Results on Convolutions of Heterogeneous Gamma Random Variables. Journal of Multivariate Analysis 102, 958-976.

[24] Zhao, Peng, Chan, P. S. and Ng, H. K. T. (2011) Peakedness for weighted sums of independent random variables. Journal of Statistical Planning and Inference 141, 1737-1743.

[23] Zhao, Peng and Balakrishnan, N. (2011) New Results on Comparisons of Parallel Systems with Heterogeneous Gamma Components. Statistics and Probability Letters 81, 36-44.

[22] Li, X. and Zhao Peng (2011) On Mixture of Proportional Odds Models. Communications in Statistics - Theory and Methods 40, 333-344.

[21] Zhao, Peng and Balakrishnan, N. (2011) MRL Ordering of Parallel Systems with Two Heterogeneous Components. Journal of Statistical Planning and Inference 141, 631-638.

2010年

[20] Wang, Y. and Zhao, Peng (2010) Multivariate Likelihood Ratio Order of Conditional Order Statistics. Journal of Systems Science and Complexity 23, 1143-1152.

[19] Mao, T., Hu, T. and Zhao Peng (2010) Ordering Convolutions of Heterogeneous Exponential and Geometric Distributions Revisited. Probability in the Engineering and Informational Sciences 24, 329-348.

[18] Zhao, Peng and Balakrishnan, N. (2010) Ordering Properties of Convolutions of Heterogeneous Erlang and Pascal Random Variables. Statistics and Probability Letters 80, 969-974.

[17] Li, X., Da, G. and Zhao Peng (2010) On Reversed Hazard Rate in General Mixture Models.Statistics and Probability Letters80, 654-661.

[16] Wang, Y. and Zhao, Peng (2010) A Note on DRHR Preservation Property of Generalized Order Statistics. Communications in Statistics - Theory and Methods 39, 815-822.

[15] Li, X., Zhao Peng and Li, L. (2010) Resilience and Reliability Analysis of P2P Network Systems. Operations Research Letters 38, 20-26.

[14] Zhao, Peng and Hu, T. (2010) On Hazard Rate Ordering of the Sums of Heterogeneous Geometric Random Variables. Journal of Multivariate Analysis 101, 44-51.

2009年

[13] Zhao, Peng and Balakrishnan, N. (2009) Characterization of MRL Order of Fail-safe Systems with Heterogeneous Exponentially Distributed Components. Journal of Statistical Planning and Inference 139, 3027-3037.

[12] Zhao, Peng and Balakrishnan, N. (2009) Likelihood Ratio Ordering of Convolutions of Heterogeneous Exponential and Geometric Random Variables. Statistics and Probability Letters 79,1717-1723.

[11] Zhao, Peng and Balakrishnan, N. (2009) Stochastic Comparisons and Properties of Conditional Generalized Order Statistics. Journal of Statistical Planning and Inference 139, 2920-2932.

[10] Zhao, Peng and Balakrishnan, N. (2009) Mean Residual Life Order of Convolutions of Heterogeneous Exponential Random Variables. Journal of Multivariate Analysis 100, 1792-1801.

[9] Zhao, Peng, Li, X. and Balakrishnan, N. (2009) Likelihood Ratio order of the Second Order Statistic from Heterogeneously Exponential Random Variables. Journal of Multivariate Analysis 100, 952-962.

[8] Zhao, Peng and Balakrishnan, N. (2009) Stochastic Comparison and Monotonicity of Inactive Record Values. Statistics and Probability Letters 79, 566-572.

[7] Zhao, Peng and Li, X. (2009) Stochastic Order of Sample Range from Heterogeneous Exponential Random Variables. Probability in the Engineering and Informational Sciences 23, 17-29.

2008年

[6] Zhao, Peng, Li, X. and Balakrishnan, N. (2008) Conditional Ordering of k-out-of-n Systems with Independent but Non-identical Components. Journal of Applied Probability 45, 1113-1125.

[5] Zhao, Peng, Li, X., Li, Z. and Xu, M (2008) Stochastic Comparisons of Spacings of Record Values from One or Two Sample Sequences. Statistics 42, 167-177.

[4] Li, X. and Zhao, Peng (2008) Stochastic Comparisons on General Inactivity Time and General Residual Life of k-out-of-n Systems. Communications in Statistics-Simulation and Computation 37, 1005-1019.

2007年

[3] Li, Z. and Zhao, Peng (2007) Reliability Analysis on the δ-shock Model of Complex Systems. IEEE Transactions on Reliability 55, 340-348.

[2] Xu, M., Li, X., Zhao, Peng and Li, Z (2007) Likelihood Ratio Order of m-Spacings in Multipleoutlier Models. Communications in Statistics-Theory and Methods 36, 1507-1525.

2006年

[1] Li, X. and Zhao, Peng (2006) Some Aging Properties of the Residual Life of k-out-of-n Systems. IEEE Transactions on Reliability 55, 535-541.