Lanpeng Ji
Lanpeng Ji
School of Mathematics, University of Leeds
Zweryfikowany adres z leeds.ac.uk
TytułCytowane przezRok
On the supremum of γ-reflected processes with fractional Brownian motion as input
E Hashorva, L Ji, VI Piterbarg
Stochastic Processes and their Applications 123 (11), 4111-4127, 2013
412013
Extremes of vector-valued Gaussian processes: Exact asymptotics
K Dȩbicki, E Hashorva, L Ji, K Tabiś
Stochastic Processes and their Applications 125 (11), 4039-4065, 2015
382015
Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals
K Dębicki, E Hashorva, L Ji
Extremes 17 (3), 411-429, 2014
352014
Archimedean copulas in finite and infinite dimensions—with application to ruin problems
C Constantinescu, E Hashorva, L Ji
Insurance: Mathematics and Economics 49 (3), 487-495, 2011
292011
Extremes of a class of nonhomogeneous Gaussian random fields
K Debicki, E Hashorva, L Ji
The Annals of Probability 44 (2), 984-1012, 2016
272016
Piterbarg theorems for chi-processes with trend
E Hashorva, L Ji
Extremes 18 (1), 37-64, 2015
262015
Gaussian risk models with financial constraints
K Dȩbicki, E Hashorva, L Ji
Scandinavian Actuarial Journal 2015 (6), 469-481, 2015
222015
Approximation of passage times of γ-reflected processes with fBm input
E Hashorva, L Ji
Journal of Applied Probability 51 (3), 713-726, 2014
192014
Analysis of the multiple roots of the Lundberg fundamental equation in the PH (n) risk model
L Ji, C Zhang
Applied Stochastic Models in Business and Industry 28 (1), 73-90, 2012
192012
Parisian ruin of self-similar Gaussian risk processes
K Dębicki, E Hashorva, L Ji
Journal of Applied Probability 52 (3), 688-702, 2015
172015
The Gerber–Shiu penalty functions for two classes of renewal risk processes
L Ji, C Zhang
Journal of computational and applied mathematics 233 (10), 2575-2589, 2010
172010
On the probability of conjunctions of stationary Gaussian processes
K Dȩbicki, E Hashorva, L Ji, K Tabiś
Statistics & Probability Letters 88, 141-148, 2014
142014
Extremes of chi-square processes with trend
P Liu, L Ji
arXiv preprint arXiv:1407.6501, 2014
132014
Extremal behaviour of hitting a cone by correlated brownian motion with drift
K Debicki, E Hashorva, L Ji, T Rolski
Stochastic processes and their applications, 2018
122018
Extremes of 𝛼 (𝑡)-locally stationary Gaussian random fields
E Hashorva, L Ji
Transactions of the American Mathematical Society 368 (1), 1-26, 2016
122016
Extremes of locally stationary chi-square processes with trend
P Liu, L Ji
Stochastic Processes and their Applications 127 (2), 497-525, 2017
112017
On the γ-reflected processes with fBm input
P Liu, E Hashorva, L Ji
Lithuanian Mathematical Journal 55 (3), 402-412, 2015
112015
Extremes of order statistics of stationary processes
K Dȩbicki, E Hashorva, L Ji, C Ling
Test 24 (2), 229-248, 2015
112015
Parisian ruin over a finite-time horizon
K Dębicki, E Hashorva, LP Ji
Science China Mathematics 59 (3), 557-572, 2016
102016
Extremes of threshold-dependent Gaussian processes
L Bai, K Debicki, E Hashorva, L Ji
Science China Mathematics, 2017
82017
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