Edit Profile (opens in new tab) Ji, Lanpeng Co-Author Distance Author ID: ji.lanpeng Published as: Ji, Lanpeng; Ji, LanPeng; Ji, L. more...less Homepage: https://applicationspub.unil.ch/interpub/noauth/php/Un/UnPers.php?PerNum=1118198... External Links: MGP · dblp Documents Indexed: 42 Publications since 2010, including 5 Additional arXiv Preprints Co-Authors: 18 Co-Authors with 41 Joint Publications 322 Co-Co-Authors all top 5 Co-Authors 1 single-authored 25 Hashorva, Enkelejd 17 Dębicki, Krzysztof 5 Liu, Peng 4 Peng, Xiaofan 4 Zhang, Chunsheng 3 Ling, Chengxiu 3 Rolski, Tomasz 2 Bai, Long 2 Robert, Stephan 2 Tabiś, Kamil 2 Tan, Zhongquan 1 Aivaliotis, Georgios 1 Albin, Patrik 1 Constantinescu, Corina D. 1 Novikov, Svyatoslav M. 1 Piterbarg, Vladimir Il’ich 1 Sun, Guohong 1 Zhang, Yaojun all top 5 Serials 5 Stochastic Processes and their Applications 3 Journal of Applied Probability 3 Statistics & Probability Letters 3 Extremes 2 Insurance Mathematics & Economics 2 Scandinavian Actuarial Journal 2 Stochastic Models 2 Science China. Mathematics 1 Lithuanian Mathematical Journal 1 The Annals of Probability 1 Journal of Computational and Applied Mathematics 1 Transactions of the American Mathematical Society 1 Probability and Mathematical Statistics 1 Chinese Journal of Applied Probability and Statistics 1 Queueing Systems 1 Communications in Statistics. Theory and Methods 1 Test 1 Electronic Communications in Probability 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Markov Processes and Related Fields 1 Applied Stochastic Models in Business and Industry 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Statistics and Its Interface Fields 35 Probability theory and stochastic processes (60-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 33 Publications have been cited 351 times in 169 Documents Cited by ▼ Year ▼ On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input. Zbl 1316.60054 Hashorva, Enkelejd; Ji, Lanpeng; Piterbarg, Vladimir I. 30 2013 Extremes of vector-valued Gaussian processes: exact asymptotics. Zbl 1321.60108 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil 30 2015 Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. Zbl 1306.60033 Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 24 2014 Piterbarg theorems for chi-processes with trend. Zbl 1315.60042 Hashorva, Enkelejd; Ji, Lanpeng 24 2015 Archimedean copulas in finite and infinite dimensions – with application to ruin problems. Zbl 1284.62339 Constantinescu, Corina; Hashorva, Enkelejd; Ji, Lanpeng 20 2011 Extremes of a class of nonhomogeneous Gaussian random fields. Zbl 1341.60044 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 20 2016 Parisian ruin of self-similar Gaussian risk processes. Zbl 1326.60042 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 19 2015 Approximation of passage times of \(\gamma\)-reflected processes with FBM input. Zbl 1303.60027 Hashorva, Enkelejd; Ji, Lanpeng 15 2014 Extremal behavior of hitting a cone by correlated Brownian motion with drift. Zbl 1417.60028 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Rolski, Tomasz 13 2018 Parisian ruin over a finite-time horizon. Zbl 1341.60024 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, LanPeng 12 2016 On the probability of conjunctions of stationary Gaussian processes. Zbl 1296.60088 Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil 12 2014 Gaussian risk models with financial constraints. Zbl 1401.91130 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 12 2015 Extremes of locally stationary chi-square processes with trend. Zbl 1354.60057 Liu, Peng; Ji, Lanpeng 11 2017 The Gerber-Shiu penalty functions for two classes of renewal risk processes. Zbl 1222.91024 Ji, Lanpeng; Zhang, Chunsheng 10 2010 On the \(\gamma\)-reflected processes with fBm input. Zbl 1325.60054 Liu, Peng; Hashorva, Enkelejd; Ji, Lanpeng 10 2015 Extremes of order statistics of stationary processes. Zbl 1317.60064 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu 10 2015 Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields. Zbl 1408.60041 Hashorva, Enkelejd; Ji, Lanpeng 9 2016 Extremes and limit theorems for difference of chi-type processes. Zbl 1356.60042 Albin, Patrik; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu 9 2016 Comparison inequalities for order statistics of Gaussian arrays. Zbl 1358.60055 Dębicki, K.; Hashorva, E.; Ji, L.; Ling, C. 8 2017 Analysis of the multiple roots of the Lundberg fundamental equation in the PH(\(n\)) risk model. Zbl 1286.91067 Ji, Lanpeng; Zhang, Chunsheng 8 2012 Exact asymptotics of component-wise extrema of two-dimensional Brownian motion. Zbl 1468.60100 Dȩbicki, Krzysztof; Ji, Lanpeng; Rolski, Tomasz 7 2020 Ruin problem of a two-dimensional fractional Brownian motion risk process. Zbl 1386.60138 Ji, Lanpeng; Robert, Stephan 6 2018 Extremes and first passage times of correlated fractional Brownian motions. Zbl 1319.60081 Hashorva, Enkelejd; Ji, Lanpeng 6 2014 Extremes of chi-square processes with trend. Zbl 1343.60064 Liu, Peng; Ji, Lanpeng 6 2016 Extremes of threshold-dependent Gaussian processes. Zbl 1402.60042 Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 5 2018 Gaussian approximation of perturbed chi-square risks. Zbl 1326.60043 Debicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 3 2014 On the cumulative parisian ruin of multi-dimensional Brownian motion risk models. Zbl 1454.91196 Ji, Lanpeng 3 2020 On the infinite sums of deflated Gaussian products. Zbl 1266.60069 Hashorva, Enkelejd; Ji, Lanpeng; Tan, Zhongquan 2 2012 Asymptotics of the finite-time ruin probability for the Sparre Andersen risk model perturbed by an inflated stationary chi-process. Zbl 1293.91095 Hashorva, Enkelejd; Ji, Lanpeng 2 2014 A note on ruin problems in perturbed classical risk models. Zbl 1463.91033 Liu, Peng; Zhang, Chunsheng; Ji, Lanpeng 2 2017 Finite-time ruin probability of aggregate Gaussian processes. Zbl 1320.60095 Dębicki, K.; Hashorva, E.; Ji, Lanpeng; Tan, Zhongquan 1 2014 Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend. Zbl 1527.60024 Ji, Lanpeng; Peng, Xiaofan 1 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 Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend. Zbl 1527.60024 Ji, Lanpeng; Peng, Xiaofan 1 2023 Exact asymptotics of component-wise extrema of two-dimensional Brownian motion. Zbl 1468.60100 Dȩbicki, Krzysztof; Ji, Lanpeng; Rolski, Tomasz 7 2020 On the cumulative parisian ruin of multi-dimensional Brownian motion risk models. Zbl 1454.91196 Ji, Lanpeng 3 2020 Tail asymptotic behavior of the supremum of a class of chi-square processes. Zbl 1458.60042 Ji, Lanpeng; Liu, Peng; Robert, Stephan 1 2019 Extremal behavior of hitting a cone by correlated Brownian motion with drift. Zbl 1417.60028 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Rolski, Tomasz 13 2018 Ruin problem of a two-dimensional fractional Brownian motion risk process. Zbl 1386.60138 Ji, Lanpeng; Robert, Stephan 6 2018 Extremes of threshold-dependent Gaussian processes. Zbl 1402.60042 Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 5 2018 Extremes of locally stationary chi-square processes with trend. Zbl 1354.60057 Liu, Peng; Ji, Lanpeng 11 2017 Comparison inequalities for order statistics of Gaussian arrays. Zbl 1358.60055 Dębicki, K.; Hashorva, E.; Ji, L.; Ling, C. 8 2017 A note on ruin problems in perturbed classical risk models. Zbl 1463.91033 Liu, Peng; Zhang, Chunsheng; Ji, Lanpeng 2 2017 Extremes of a class of nonhomogeneous Gaussian random fields. Zbl 1341.60044 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 20 2016 Parisian ruin over a finite-time horizon. Zbl 1341.60024 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, LanPeng 12 2016 Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields. Zbl 1408.60041 Hashorva, Enkelejd; Ji, Lanpeng 9 2016 Extremes and limit theorems for difference of chi-type processes. Zbl 1356.60042 Albin, Patrik; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu 9 2016 Extremes of chi-square processes with trend. Zbl 1343.60064 Liu, Peng; Ji, Lanpeng 6 2016 Extremes of vector-valued Gaussian processes: exact asymptotics. Zbl 1321.60108 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil 30 2015 Piterbarg theorems for chi-processes with trend. Zbl 1315.60042 Hashorva, Enkelejd; Ji, Lanpeng 24 2015 Parisian ruin of self-similar Gaussian risk processes. Zbl 1326.60042 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 19 2015 Gaussian risk models with financial constraints. Zbl 1401.91130 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 12 2015 On the \(\gamma\)-reflected processes with fBm input. Zbl 1325.60054 Liu, Peng; Hashorva, Enkelejd; Ji, Lanpeng 10 2015 Extremes of order statistics of stationary processes. Zbl 1317.60064 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu 10 2015 Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. Zbl 1306.60033 Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 24 2014 Approximation of passage times of \(\gamma\)-reflected processes with FBM input. Zbl 1303.60027 Hashorva, Enkelejd; Ji, Lanpeng 15 2014 On the probability of conjunctions of stationary Gaussian processes. Zbl 1296.60088 Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil 12 2014 Extremes and first passage times of correlated fractional Brownian motions. Zbl 1319.60081 Hashorva, Enkelejd; Ji, Lanpeng 6 2014 Gaussian approximation of perturbed chi-square risks. Zbl 1326.60043 Debicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng 3 2014 Asymptotics of the finite-time ruin probability for the Sparre Andersen risk model perturbed by an inflated stationary chi-process. Zbl 1293.91095 Hashorva, Enkelejd; Ji, Lanpeng 2 2014 Finite-time ruin probability of aggregate Gaussian processes. Zbl 1320.60095 Dębicki, K.; Hashorva, E.; Ji, Lanpeng; Tan, Zhongquan 1 2014 On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input. Zbl 1316.60054 Hashorva, Enkelejd; Ji, Lanpeng; Piterbarg, Vladimir I. 30 2013 Analysis of the multiple roots of the Lundberg fundamental equation in the PH(\(n\)) risk model. Zbl 1286.91067 Ji, Lanpeng; Zhang, Chunsheng 8 2012 On the infinite sums of deflated Gaussian products. Zbl 1266.60069 Hashorva, Enkelejd; Ji, Lanpeng; Tan, Zhongquan 2 2012 Archimedean copulas in finite and infinite dimensions – with application to ruin problems. Zbl 1284.62339 Constantinescu, Corina; Hashorva, Enkelejd; Ji, Lanpeng 20 2011 The Gerber-Shiu penalty functions for two classes of renewal risk processes. Zbl 1222.91024 Ji, Lanpeng; Zhang, Chunsheng 10 2010 all cited Publications top 5 cited Publications all top 5 Cited by 145 Authors 40 Hashorva, Enkelejd 36 Dębicki, Krzysztof 25 Ji, Lanpeng 15 Liu, Peng 15 Tan, Zhongquan 11 Bai, Long 8 Lefèvre, Claude 8 Ling, Chengxiu 7 Loisel, Stéphane 6 Jiang, Wuyuan 6 Peng, Xiaofan 5 Peng, Zuoxiang 5 Piterbarg, Vladimir Il’ich 4 Egídio dos Reis, Alfredo D. 4 Kosiński, Kamil Marcin 4 Michna, Zbigniew 3 Cheung, Eric C. K. 3 Claramunt, M. Mercè 3 Jasnovidov, Grigori 3 Kriukov, Nikolai 3 Krystecki, Konrad 3 Luo, Li 3 Popivoda, Goran 3 Stamatović, Siniša 3 Yang, Zhaojun 2 Arendarczyk, Marek 2 Bergel, Agnieszka I. 2 Bisewski, Krzysztof 2 Castañer, Anna 2 Chen, Yang 2 Furman, Edward 2 Korshunov, Dmitry Alekseevich 2 Kozubowski, Tomasz J. 2 Lu, Yingyin 2 Montesinos, Pierre 2 Nadarajah, Saralees 2 Robert, Stephan 2 Rodionov, Igor’ Vladimirovich 2 Rolski, Tomasz 2 Shao, Jiamin 2 Simon, Matthieu 2 Tabiś, Kamil 2 Tang, Linjun 2 Wang, Longmin 2 Weng, Zhichao 2 Yang, Yang 2 Zhang, Zhimin 2 Zhdanov, Aleksandr Ivanovich 2 Zheng, Shengchao 1 Albin, Patrik 1 Albrecher, Hansjörg 1 Anugu, Sumith Reddy 1 Azaïs, Jean-Marc 1 Bai, Yizhou 1 Bender, Christian 1 Boxma, Onno Johan 1 Cardoso, Rui M. R. 1 Chen, Liwen 1 Cheng, Dan 1 Cheng, Zailei 1 Cheung, Eric C. K. 1 Constantinescu, Corina D. 1 Deng, Pingjin 1 Dong, Hua 1 Dutang, Christophe 1 Eryılmaz, Serkan N. 1 Farkas, Julia 1 Feng, Runhuan 1 Gebizlioğlu, Ömer L. 1 He, Yue 1 Honnappa, Harsha 1 Jasiulis-Gołdyn, Barbara Helena 1 Kacem, Manel 1 Kalaj, David 1 Karagodin, Nikita 1 Kawai, Reiichiro 1 Kȩpczyński, Krzysztof 1 Kizilersü, Ayşe 1 Konakov, Valentin 1 Kortschak, Dominik 1 Kreer, Markus 1 Landriault, David 1 Li, Bin 1 Li, Shuanming 1 Li, Xiaoou 1 Li, Xinping 1 Lin, Fuming 1 Liu, Zaiming 1 Lu, Yi 1 Ma, Chaoqun 1 Mandjes, Michel Robertus Hendrikus 1 Marcus, Michael B. 1 Marri, Fouad 1 Maume-Deschamps, Véronique 1 Misiewicz, Jolanta K. 1 Mourareau, Stéphane 1 Ning, Zijun 1 Olenko, Andriy Yakovych 1 Omari, Dareen 1 Omey, Edward ...and 45 more Authors all top 5 Cited in 45 Serials 17 Extremes 13 Statistics & Probability Letters 12 Stochastic Processes and their Applications 12 Scandinavian Actuarial Journal 11 Methodology and Computing in Applied Probability 8 Journal of Applied Probability 8 Insurance Mathematics & Economics 6 Journal of Mathematical Analysis and Applications 6 Queueing Systems 5 Probability and Mathematical Statistics 5 Journal of Theoretical Probability 5 Stochastic Models 5 ALEA. Latin American Journal of Probability and Mathematical Statistics 4 Journal of Multivariate Analysis 4 Communications in Statistics. Theory and Methods 4 Stochastics 3 Statistics 3 Applied Mathematics. Series B (English Edition) 3 Science China. Mathematics 2 Advances in Applied Probability 2 Lithuanian Mathematical Journal 2 The Annals of Probability 2 Journal of Mathematical Sciences (New York) 2 Filomat 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Acta Mathematica Scientia. Series B. (English Edition) 2 European Actuarial Journal 2 Dependence Modeling 1 Applicable Analysis 1 Indian Journal of Pure & Applied Mathematics 1 Theory of Probability and its Applications 1 Acta Mathematica Vietnamica 1 Journal of Computational and Applied Mathematics 1 Results in Mathematics 1 Transactions of the American Mathematical Society 1 Stochastic Analysis and Applications 1 Acta Mathematicae Applicatae Sinica. English Series 1 Test 1 Theory of Probability and Mathematical Statistics 1 Electronic Communications in Probability 1 Doklady Mathematics 1 ASTIN Bulletin 1 Hacettepe Journal of Mathematics and Statistics 1 Frontiers of Mathematics in China 1 Mathematica Applicanda all top 5 Cited in 11 Fields 152 Probability theory and stochastic processes (60-XX) 55 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 34 Statistics (62-XX) 6 Operations research, mathematical programming (90-XX) 4 Numerical analysis (65-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Partial differential equations (35-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) Citations by Year