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Ji, Lanpeng

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Author ID: ji.lanpeng Recent zbMATH articles by "Ji, Lanpeng"
Published as: Ji, L.; Ji, LanPeng; Ji, Lanpeng
Homepage: https://applicationspub.unil.ch/interpub/noauth/php/Un/UnPers.php?PerNum=1118198...
External Links: MGP · dblp
Documents Indexed: 32 Publications since 2010

Publications by Year

Citations contained in zbMATH Open

30 Publications have been cited 251 times in 121 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.
27
2013
Extremes of a class of nonhomogeneous Gaussian random fields. Zbl 1341.60044
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
19
2016
Extremes of vector-valued Gaussian processes: exact asymptotics. Zbl 1321.60108
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil
18
2015
Piterbarg theorems for chi-processes with trend. Zbl 1315.60042
Hashorva, Enkelejd; Ji, Lanpeng
18
2015
Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. Zbl 1306.60033
Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
18
2014
Archimedean copulas in finite and infinite dimensions – with application to ruin problems. Zbl 1284.62339
Constantinescu, Corina; Hashorva, Enkelejd; Ji, Lanpeng
15
2011
Approximation of passage times of \(\gamma\)-reflected processes with FBM input. Zbl 1303.60027
Hashorva, Enkelejd; Ji, Lanpeng
13
2014
Parisian ruin of self-similar Gaussian risk processes. Zbl 1326.60042
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
12
2015
Gaussian risk models with financial constraints. Zbl 1401.91130
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
11
2015
Extremal behavior of hitting a cone by correlated Brownian motion with drift. Zbl 1417.60028
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Rolski, Tomasz
8
2018
Parisian ruin over a finite-time horizon. Zbl 1341.60024
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, LanPeng
8
2016
Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields. Zbl 1408.60041
Hashorva, Enkelejd; Ji, Lanpeng
8
2016
On the \(\gamma\)-reflected processes with fBm input. Zbl 1325.60054
Liu, Peng; Hashorva, Enkelejd; Ji, Lanpeng
8
2015
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
The Gerber-Shiu penalty functions for two classes of renewal risk processes. Zbl 1222.91024
Ji, Lanpeng; Zhang, Chunsheng
8
2010
Extremes of locally stationary chi-square processes with trend. Zbl 1354.60057
Liu, Peng; Ji, Lanpeng
7
2017
On the probability of conjunctions of stationary Gaussian processes. Zbl 1296.60088
Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil
7
2014
Extremes and limit theorems for difference of chi-type processes. Zbl 1356.60042
Albin, Patrik; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu
6
2016
Extremes of order statistics of stationary processes. Zbl 1317.60064
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu
5
2015
Comparison inequalities for order statistics of Gaussian arrays. Zbl 1358.60055
Dębicki, K.; Hashorva, E.; Ji, L.; Ling, C.
4
2017
Extremes of chi-square processes with trend. Zbl 1343.60064
Liu, Peng; Ji, Lanpeng
4
2016
Extremes and first passage times of correlated fractional Brownian motions. Zbl 1319.60081
Hashorva, Enkelejd; Ji, Lanpeng
4
2014
Extremes of threshold-dependent Gaussian processes. Zbl 1402.60042
Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
3
2018
Gaussian approximation of perturbed chi-square risks. Zbl 1326.60043
Debicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
3
2014
A note on ruin problems in perturbed classical risk models. Zbl 06654514
Liu, Peng; Zhang, Chunsheng; Ji, Lanpeng
2
2017
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
On the infinite sums of deflated Gaussian products. Zbl 1266.60069
Hashorva, Enkelejd; Ji, Lanpeng; Tan, Zhongquan
2
2012
Tail asymptotic behavior of the supremum of a class of chi-square processes. Zbl 07109981
Ji, Lanpeng; Liu, Peng; Robert, Stephan
1
2019
Ruin problem of a two-dimensional fractional Brownian motion risk process. Zbl 1386.60138
Ji, Lanpeng; Robert, Stephan
1
2018
Finite-time ruin probability of aggregate Gaussian processes. Zbl 1320.60095
Dębicki, K.; Hashorva, E.; Ji, Lanpeng; Tan, Zhongquan
1
2014
Tail asymptotic behavior of the supremum of a class of chi-square processes. Zbl 07109981
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
8
2018
Extremes of threshold-dependent Gaussian processes. Zbl 1402.60042
Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
3
2018
Ruin problem of a two-dimensional fractional Brownian motion risk process. Zbl 1386.60138
Ji, Lanpeng; Robert, Stephan
1
2018
Extremes of locally stationary chi-square processes with trend. Zbl 1354.60057
Liu, Peng; Ji, Lanpeng
7
2017
Comparison inequalities for order statistics of Gaussian arrays. Zbl 1358.60055
Dębicki, K.; Hashorva, E.; Ji, L.; Ling, C.
4
2017
A note on ruin problems in perturbed classical risk models. Zbl 06654514
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
19
2016
Parisian ruin over a finite-time horizon. Zbl 1341.60024
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, LanPeng
8
2016
Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields. Zbl 1408.60041
Hashorva, Enkelejd; Ji, Lanpeng
8
2016
Extremes and limit theorems for difference of chi-type processes. Zbl 1356.60042
Albin, Patrik; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu
6
2016
Extremes of chi-square processes with trend. Zbl 1343.60064
Liu, Peng; Ji, Lanpeng
4
2016
Extremes of vector-valued Gaussian processes: exact asymptotics. Zbl 1321.60108
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil
18
2015
Piterbarg theorems for chi-processes with trend. Zbl 1315.60042
Hashorva, Enkelejd; Ji, Lanpeng
18
2015
Parisian ruin of self-similar Gaussian risk processes. Zbl 1326.60042
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
12
2015
Gaussian risk models with financial constraints. Zbl 1401.91130
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
11
2015
On the \(\gamma\)-reflected processes with fBm input. Zbl 1325.60054
Liu, Peng; Hashorva, Enkelejd; Ji, Lanpeng
8
2015
Extremes of order statistics of stationary processes. Zbl 1317.60064
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Ling, Chengxiu
5
2015
Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals. Zbl 1306.60033
Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng
18
2014
Approximation of passage times of \(\gamma\)-reflected processes with FBM input. Zbl 1303.60027
Hashorva, Enkelejd; Ji, Lanpeng
13
2014
On the probability of conjunctions of stationary Gaussian processes. Zbl 1296.60088
Dębicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng; Tabiś, Kamil
7
2014
Extremes and first passage times of correlated fractional Brownian motions. Zbl 1319.60081
Hashorva, Enkelejd; Ji, Lanpeng
4
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.
27
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
15
2011
The Gerber-Shiu penalty functions for two classes of renewal risk processes. Zbl 1222.91024
Ji, Lanpeng; Zhang, Chunsheng
8
2010
all top 5

Cited by 110 Authors

34 Hashorva, Enkelejd
27 Dębicki, Krzysztof
19 Ji, Lanpeng
14 Liu, Peng
9 Bai, Long
9 Tan, Zhongquan
7 Ling, Chengxiu
5 Jiang, Wuyuan
5 Loisel, Stéphane
5 Piterbarg, Vladimir Il’ich
4 Cheung, Eric C. K.
4 Egídio dos Reis, Alfredo D.
4 Kosiński, Kamil Marcin
4 Lefèvre, Claude
4 Peng, Zuoxiang
3 Luo, Li
3 Michna, Zbigniew
3 Yang, Zhaojun
2 Arendarczyk, Marek
2 Bergel, Agnieszka I.
2 Castañer, Anna
2 Claramunt, M. Mercè
2 Furman, Edward
2 Korshunov, Dmitry
2 Kozubowski, Tomasz J.
2 Nadarajah, Saralees
2 Peng, Xiaofan
2 Popivoda, Goran
2 Robert, Stephan
2 Rodionov, Igor’ Vladimirovich
2 Stamatović, Siniša
2 Wang, Longmin
2 Weng, Zhichao
2 Zhang, Zhimin
1 Albin, Patrik
1 Albrecher, Hansjörg
1 Azaïs, Jean-Marc
1 Bai, Yizhou
1 Boxma, Onno Johan
1 Cao, Daomin
1 Cardoso, Rui M. R.
1 Chen, Yang
1 Cheng, Dan
1 Cheng, Zailei
1 Constantinescu, Corina D.
1 Deng, Pingjin
1 Dong, Hua
1 Dutang, Christophe
1 Eryılmaz, Serkan N.
1 Farkas, Julia
1 Feng, Runhuan
1 Gao, Xiaoshan
1 Gebizlioglu, Omer L.
1 Honnappa, Harsha
1 Huang, Feimin
1 Jasnovidov, Grigori
1 Kacem, Manel
1 Kizilersü, Ayşe
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 Lu, Yingyin
1 Ma, Chaoqun
1 Marri, Fouad
1 Maume-Deschamps, Véronique
1 Mourareau, Stéphane
1 Olenko, Andriy Yakovych
1 Omari, Dareen
1 Palmowski, Zbigniew
1 Panorska, Anna K.
1 Qian, Haoyu H.
1 Qiao, Wanli
1 Raaijmakers, Youri
1 Ratovomirija, Gildas
1 Ren, Jiandong
1 Rodríguez-Martínez, Eugenio V.
1 Rolski, Tomasz
1 Rønn-Nielsen, Anders
1 Sendova, Kristina P.
1 Seol, Youngsoo
1 Shi, Tianxiang
1 Su, Jianxi
1 Tabiś, Kamil
1 Tamraz, Maissa
1 Tang, Linjun
1 Thomas, Anthony W.
1 van der Hofstad, Remco W.
1 Vatamidou, Eleni
1 Vedel Jensen, Eva Bjørn
1 Viet-Hung Pham
1 Wang, Yizao
1 Woo, Jae-Kyung
1 Xu, Di
...and 10 more Authors

Citations by Year