Lanpeng Ji

Available identifiers

zbMath Open ji.lanpengWikidataQ102417999 ScholiaQ102417999MaRDI QIDQ282498

List of research outcomes

Publication	Date of Publication	Type
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 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
Exact asymptotics of component-wise extrema of two-dimensional Brownian motion	2021-05-21	Paper
On the cumulative Parisian ruin of multi-dimensional Brownian motion risk models	2020-12-16	Paper
Tail asymptotic behavior of the supremum of a class of chi-square processes	2019-09-25	Paper
Logarithmic asymptotics for probability of component-wise ruin in a two-dimensional Brownian model	2019-06-21	Paper
Extremal behavior of hitting a cone by correlated Brownian motion with drift	2018-12-10	Paper
Extremes of threshold-dependent Gaussian processes	2018-11-23	Paper
Gaussian risk models with financial constraints	2018-07-11	Paper
Ruin problem of a two-dimensional fractional Brownian motion risk process	2018-05-03	Paper
Comparison Inequalities for Order Statistics of Gaussian Arrays	2017-02-23	Paper
Extremes of threshold-dependent Gaussian processes	2017-01-19	Paper
Extremes and limit theorems for difference of chi-type processes	2017-01-12	Paper
Extremes of locally stationary chi-square processes with trend	2016-12-27	Paper
A note on ruin problems in perturbed classical risk models	2016-11-18	Paper
Extremes of Chi-square Processes with Trend	2016-07-22	Paper
Parisian ruin over a finite-time horizon	2016-06-17	Paper
Extremes of a class of nonhomogeneous Gaussian random fields	2016-05-12	Paper
Gaussian approximation of perturbed chi-square risks	2015-12-09	Paper
Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields	2015-11-03	Paper
Parisian ruin of self-similar Gaussian risk processes	2015-10-30	Paper
On the \(\gamma\)-reflected processes with fBm input	2015-10-22	Paper
Extremes of vector-valued Gaussian processes: exact asymptotics	2015-08-24	Paper
Extremes of order statistics of stationary processes	2015-06-26	Paper
On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input	2015-06-19	Paper
Piterbarg theorems for chi-processes with trend	2015-04-15	Paper
Finite-time ruin probability of aggregate Gaussian processes	2015-01-26	Paper
Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals	2015-01-23	Paper
Approximation of Passage Times of γ-Reflected Processes with FBM Input	2014-10-15	Paper
Extremes and First Passage Times of Correlated Fractional Brownian Motions	2014-09-25	Paper
Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process	2014-08-18	Paper
On the probability of conjunctions of stationary Gaussian processes	2014-06-11	Paper
Analysis of the multiple roots of the Lundberg fundamental equation in the PH (n) risk model	2014-05-06	Paper
Random Shifting and Scaling of Insurance Risks	2014-04-12	Paper
On the infinite sums of deflated Gaussian products	2012-10-23	Paper
https://portal.mardi4nfdi.de/entity/Q2916222	2012-10-05	Paper
Archimedean copulas in finite and infinite dimensions -- with application to ruin problems	2011-12-21	Paper
The Gerber-Shiu penalty functions for two classes of renewal risk processes	2010-02-12	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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