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

Publications by Year

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 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

Citations by Year