Lanpeng Ji

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Person:282498

Available identifiers

zbMath Open ji.lanpengWikidataQ102417999 ScholiaQ102417999MaRDI QIDQ282498

List of research outcomes

PublicationDate of PublicationType
On the maxima of suprema of dependent Gaussian models2023-12-14Paper
Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend2023-03-14Paper
Extrema of multi-dimensional Gaussian processes over random intervals2022-04-01Paper
Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend2022-03-30Paper
Exact asymptotics of component-wise extrema of two-dimensional Brownian motion2021-05-21Paper
On the cumulative Parisian ruin of multi-dimensional Brownian motion risk models2020-12-16Paper
Tail asymptotic behavior of the supremum of a class of chi-square processes2019-09-25Paper
Logarithmic asymptotics for probability of component-wise ruin in a two-dimensional Brownian model2019-06-21Paper
Extremal behavior of hitting a cone by correlated Brownian motion with drift2018-12-10Paper
Extremes of threshold-dependent Gaussian processes2018-11-23Paper
Gaussian risk models with financial constraints2018-07-11Paper
Ruin problem of a two-dimensional fractional Brownian motion risk process2018-05-03Paper
Comparison Inequalities for Order Statistics of Gaussian Arrays2017-02-23Paper
Extremes of threshold-dependent Gaussian processes2017-01-19Paper
Extremes and limit theorems for difference of chi-type processes2017-01-12Paper
Extremes of locally stationary chi-square processes with trend2016-12-27Paper
A note on ruin problems in perturbed classical risk models2016-11-18Paper
Extremes of Chi-square Processes with Trend2016-07-22Paper
Parisian ruin over a finite-time horizon2016-06-17Paper
Extremes of a class of nonhomogeneous Gaussian random fields2016-05-12Paper
Gaussian approximation of perturbed chi-square risks2015-12-09Paper
Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields2015-11-03Paper
Parisian ruin of self-similar Gaussian risk processes2015-10-30Paper
On the \(\gamma\)-reflected processes with fBm input2015-10-22Paper
Extremes of vector-valued Gaussian processes: exact asymptotics2015-08-24Paper
Extremes of order statistics of stationary processes2015-06-26Paper
On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input2015-06-19Paper
Piterbarg theorems for chi-processes with trend2015-04-15Paper
Finite-time ruin probability of aggregate Gaussian processes2015-01-26Paper
Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals2015-01-23Paper
Approximation of Passage Times of γ-Reflected Processes with FBM Input2014-10-15Paper
Extremes and First Passage Times of Correlated Fractional Brownian Motions2014-09-25Paper
Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process2014-08-18Paper
On the probability of conjunctions of stationary Gaussian processes2014-06-11Paper
Analysis of the multiple roots of the Lundberg fundamental equation in the PH (n) risk model2014-05-06Paper
Random Shifting and Scaling of Insurance Risks2014-04-12Paper
On the infinite sums of deflated Gaussian products2012-10-23Paper
https://portal.mardi4nfdi.de/entity/Q29162222012-10-05Paper
Archimedean copulas in finite and infinite dimensions -- with application to ruin problems2011-12-21Paper
The Gerber-Shiu penalty functions for two classes of renewal risk processes2010-02-12Paper

Research outcomes over time


Doctoral students

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