E-LIB Suche - Ergebnisse für: Ji, Lanpeng

1

Bayesian CART models for insurance claims frequency:

Zhang, Yaojun ; Ji, Lanpeng ; Aivaliotis, Georgios.
Insurance: Mathematics and Economics. 114 (2024) - p. 108-131 , 2024

Link: https://doi.org/10.1016/..

2

On the maxima of suprema of dependent Gaussian models:

Ji, Lanpeng ; Peng, Xiaofan
Queueing Systems. , 2023

Link: https://doi.org/10.1007/..

3

Extreme value theory for a sequence of suprema of a class o..:

Ji, Lanpeng ; Peng, Xiaofan
Stochastic Processes and their Applications. 158 (2023) - p. 418-452 , 2023

Link: https://doi.org/10.1016/..

4

Extrema of multi-dimensional Gaussian processes over random..:

Ji, Lanpeng ; Peng, Xiaofan
Journal of Applied Probability. 59 (2022) 1 - p. 81-104 , 2022

Link: https://doi.org/10.1017/..

5

Exact asymptotics of component-wise extrema of two-dimensio..:

Dȩbicki, Krzysztof ; Ji, Lanpeng ; Rolski, Tomasz
Extremes. 23 (2020) 4 - p. 569-602 , 2020

Link: https://doi.org/10.1007/..

6

On the cumulative Parisian ruin of multi-dimensional Browni..:

Ji, Lanpeng
Scandinavian Actuarial Journal. 2020 (2020) 9 - p. 819-842 , 2020

Link: https://doi.org/10.1080/..

7

Logarithmic Asymptotics for Probability of Component-Wise R..:

Dȩbicki, Krzysztof ; Ji, Lanpeng ; Rolski, Tomasz
Risks. 7 (2019) 3 - p. 83 , 2019

Link: https://doi.org/10.3390/..

8

Tail asymptotic behavior of the supremum of a class of chi-..:

Ji, Lanpeng ; Liu, Peng ; Robert, Stephan
Statistics & Probability Letters. 154 (2019) - p. 108551 , 2019

Link: https://doi.org/10.1016/..

9

Extremes of threshold-dependent Gaussian processes:

Bai, Long ; Dȩbicki, Krzysztof ; Hashorva, Enkelejd.
Science China Mathematics. 61 (2018) 11 - p. 1971-2002 , 2018

Link: https://doi.org/10.1007/..

10

Ruin problem of a two-dimensional fractional Brownian motio..:

Ji, Lanpeng ; Robert, Stephan
Stochastic Models. 34 (2018) 1 - p. 73-97 , 2018

Link: https://doi.org/10.1080/..

11

Extremal behavior of hitting a cone by correlated Brownian ..:

Dȩbicki, Krzysztof ; Hashorva, Enkelejd ; Ji, Lanpeng.
Stochastic Processes and their Applications. 128 (2018) 12 - p. 4171-4206 , 2018

Link: https://doi.org/10.1016/..

12

Extremes of locally stationary chi-square processes with tr..:

Liu, Peng ; Ji, Lanpeng
Stochastic Processes and their Applications. 127 (2017) 2 - p. 497-525 , 2017

Link: https://doi.org/10.1016/..

13

A note on ruin problems in perturbed classical risk models:

Liu, Peng ; Zhang, Chunsheng ; Ji, Lanpeng
Statistics & Probability Letters. 120 (2017) - p. 28-33 , 2017

Link: https://doi.org/10.1016/..

14

Extremes of α(t)-locally stationary Gaussian random fi..:

Hashorva, Enkelejd ; Ji, Lanpeng
Transactions of the American Mathematical Society. 368 (2016) 1 - p. 1-26 , 2016

Link: https://www.jstor.org/st..

15

EXTREMES OF A CLASS OF NONHOMOGENEOUS GAUSSIAN RANDOM FIELD:

Dębicki, Krzysztof ; Hashorva, Enkelejd ; Ji, Lanpeng
The Annals of Probability. 44 (2016) 2 - p. 984-1012 , 2016

Link: http://www.jstor.org/sta..