The following pages link to Lanpeng Ji (Q282498):
Displaying 40 items.
- Extremes of a class of nonhomogeneous Gaussian random fields (Q282499) (← links)
- Parisian ruin over a finite-time horizon (Q295101) (← links)
- A note on ruin problems in perturbed classical risk models (Q342741) (← links)
- On the infinite sums of deflated Gaussian products (Q456257) (← links)
- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (Q488106) (← links)
- Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
- Extremes of locally stationary chi-square processes with trend (Q730347) (← links)
- On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
- The Gerber-Shiu penalty functions for two classes of renewal risk processes (Q847238) (← links)
- Gaussian approximation of perturbed chi-square risks (Q896416) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Extremal behavior of hitting a cone by correlated Brownian motion with drift (Q1630665) (← links)
- Exact asymptotics of component-wise extrema of two-dimensional Brownian motion (Q2027089) (← links)
- Tail asymptotic behavior of the supremum of a class of chi-square processes (Q2273717) (← links)
- Piterbarg theorems for chi-processes with trend (Q2340037) (← links)
- On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input (Q2350352) (← links)
- Extremes of order statistics of stationary processes (Q2351812) (← links)
- On the probability of conjunctions of stationary Gaussian processes (Q2453886) (← links)
- Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend (Q2689906) (← links)
- Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229) (← links)
- (Q2916222) (← links)
- Approximation of Passage Times of γ-Reflected Processes with FBM Input (Q2923431) (← links)
- Finite-time ruin probability of aggregate Gaussian processes (Q2940156) (← links)
- Extremes and limit theorems for difference of chi-type processes (Q2954241) (← links)
- Comparison Inequalities for Order Statistics of Gaussian Arrays (Q2964179) (← links)
- Extremes and First Passage Times of Correlated Fractional Brownian Motions (Q3191880) (← links)
- Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields (Q3448979) (← links)
- Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
- Gaussian risk models with financial constraints (Q4576907) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- Extrema of multi-dimensional Gaussian processes over random intervals (Q5067212) (← links)
- On the cumulative Parisian ruin of multi-dimensional Brownian motion risk models (Q5140652) (← links)
- Analysis of the multiple roots of the Lundberg fundamental equation in the PH (<i>n</i>) risk model (Q5414498) (← links)
- Extremes of Chi-square Processes with Trend (Q5741254) (← links)
- On the maxima of suprema of dependent Gaussian models (Q6067388) (← links)
- Random Shifting and Scaling of Insurance Risks (Q6250695) (← links)
- Extrema of multi-dimensional Gaussian processes over random intervals (Q6504072) (← links)
- Probability of entering an orthant by correlated fractional Brownian motion with drift: Exact asymptotics (Q6520436) (← links)
- Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics (Q6635939) (← links)
