Xiaofan Peng

Available identifiers

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6146321	2024-02-05	Paper
On the maxima of suprema of dependent Gaussian models	2023-12-14	Paper
Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend	2023-03-14	Paper
Extrema of a Gaussian random field: Berman's sojourn time method	2022-08-04	Paper
Extrema of multi-dimensional Gaussian processes over random intervals	2022-04-01	Paper
Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend	2022-03-30	Paper
Approximation of sojourn times of Gaussian processes	2020-05-04	Paper
Finite time Parisian ruin of an integrated Gaussian risk model	2017-02-28	Paper
Parisian Ruin Probability Of An Integrated Gaussian Risk Model	2016-10-03	Paper
Optimal control with restrictions for a diffusion risk model under constant interest force	2016-03-08	Paper
Optimal investment, consumption and timing of annuity purchase under a preference change	2015-03-27	Paper
Optimal dividend and equity issuance problem with proportional and fixed transaction costs	2014-04-25	Paper
Optimal dividend problem with a nonlinear regular-singular stochastic control	2014-04-04	Paper
Extrema of multi-dimensional Gaussian processes over random intervals	N/A	Paper

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