Lanpeng Ji
Identifiers
- name variant Lanpeng Ji 0.60 · backfill
Papers (22)
- Tail Asymptotic Behavior of the supremum of a class of chi-square processes math.PR · 2018 · author #1
- Extremal behaviour of hitting a cone by correlated Brownian motion with drift math.PR · 2016 · author #3
- A note on ruin problems in perturbed classical risk models math.PR · 2016 · author #3
- Extremes of vector-valued Gaussian processes: exact asymptotics math.PR · 2015 · author #3
- On Parisian ruin over a finite-time horizon math.PR · 2015 · author #3
- Extremes of locally stationary chi-square processes with trend math.PR · 2015 · author #2
- Extremes of Chi-square Processes with Trend math.PR · 2014 · author #2
- Parisian Ruin of Self-similar Gaussian Risk Processes math.PR · 2014 · author #3
- Extremes of a class of nonhomogeneous Gaussian random fields math.PR · 2014 · author #3
- Finite-time ruin probability of aggregate Gaussian processes math.PR · 2014 · author #3
- Random Shifting and Scaling of Insurance Risks stat.ME · 2014 · author #2
- Extremes of Order Statistics of Stationary Processes math.PR · 2014 · author #3
- On the gamma-reflected processes with fBm input math.PR · 2014 · author #3
- On the Probability of Conjunctions of Stationary Gaussian Processes math.PR · 2013 · author #3
- Tail Asymptotics of Supremum of Certain Gaussian Processes over Threshold Dependent Random Intervals math.PR · 2013 · author #3
- Approximation of passage times of gamma-reflected processes with fBm input math.PR · 2013 · author #2
- Gaussian risk models with financial constraints math.PR · 2013 · author #3
- Extremes and first passage times of correlated fBm's math.PR · 2013 · author #2
- Gaussian Approximation of Perturbed Chi-Square Risks math.PR · 2013 · author #3
- Extremes of alpha(t)-locally Stationary Gaussian Random Fields math.PR · 2013 · author #2
- Piterbarg Theorems for Chi-processes with Trend math.PR · 2013 · author #2
- On the Supremum of gamma-reflected Processes with Fractional Brownian Motion as Input math.PR · 2013 · author #2
Mentions
- 1505.06461 #3 · backfill · confidence 0.70 Lanpeng Ji
- 1504.07061 #3 · backfill · confidence 0.70 Lanpeng Ji
- 1504.07053 #2 · backfill · confidence 0.70 Lanpeng Ji
- 1407.6501 #2 · backfill · confidence 0.70 Lanpeng Ji
- 1405.2958 #3 · backfill · confidence 0.70 Lanpeng Ji
- 1405.2952 #3 · backfill · confidence 0.70 Lanpeng Ji
- 1404.5730 #3 · backfill · confidence 0.70 Lanpeng Ji
- 1404.3303 #2 · backfill · confidence 0.70 Lanpeng Ji
- 1403.7354 #3 · backfill · confidence 0.70 Lanpeng Ji
- 1402.2628 #3 · backfill · confidence 0.70 Lanpeng Ji
- 1312.7129 #3 · backfill · confidence 0.70 Lanpeng Ji
- 1311.5919 #3 · backfill · confidence 0.70 Lanpeng Ji
- 1310.3114 #2 · backfill · confidence 0.70 Lanpeng Ji
- 1309.7621 #3 · backfill · confidence 0.70 Lanpeng Ji
- 1309.4981 #2 · backfill · confidence 0.70 Lanpeng Ji
- 1309.4975 #3 · backfill · confidence 0.70 Lanpeng Ji
- 1309.0256 #2 · backfill · confidence 0.70 Lanpeng Ji
- 1309.0255 #2 · backfill · confidence 0.70 Lanpeng Ji
- 1306.2000 #2 · backfill · confidence 0.70 Lanpeng Ji
Frequent Coauthors
- Enkelejd Hashorva 18 shared papers
- Krzysztof D\c{e}bicki 6 shared papers
- Krzysztof Debicki 5 shared papers
- Peng Liu 5 shared papers
- Chengxiu Ling 1 shared papers
- Chunsheng Zhang 1 shared papers
- Kamil Tabi\'s 1 shared papers
- Kamil Tabis 1 shared papers
- Stephan Robert 1 shared papers
- Tomasz Rolski 1 shared papers
- Vladimir I. Piterbarg 1 shared papers
- Zhongquan Tan 1 shared papers