Lanpeng Ji

Lanpeng Ji

University of Leeds - Leeds / United Kingdom
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1392437
person_outline Lanpeng Ji's MOST POPULAR ARTICLES
1-) Extremes of vector-valued Gaussian processes: Exact asymptoticsK Dȩbicki, E Hashorva, L Ji, K TabiśStochastic Processes and their Applications 125 (11), 4039-4065, 2015492015
2-) On the supremum of γ-reflected processes with fractional Brownian motion as inputE Hashorva, L Ji, VI PiterbargStochastic Processes and their Applications 123 (11), 4111-4127, 2013422013
3-) Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervalsK Dębicki, E Hashorva, L JiExtremes 17 (3), 411-429, 2014382014
4-) Archimedean copulas in finite and infinite dimensions—with application to ruin problemsC Constantinescu, E Hashorva, L JiInsurance: Mathematics and Economics 49 (3), 487-495, 2011402011
5-) Parisian ruin of self-similar Gaussian risk processesK Dębicki, E Hashorva, L JiJournal of Applied Probability 52 (3), 688-702, 2015372015