Publications (21)
Extremes of Order Statistics of Stationary Processes
Krzysztof Debicki, Enkelejd Hashorva, Lanpeng Ji +1
Extremal behaviour of hitting a cone by correlated Brownian motion with drift
Krzysztof DÈ©bicki, Enkelejd Hashorva, Lanpeng Ji +1
Finite-time ruin probability of aggregate Gaussian processes
Krzysztof Debicki, Enkelejd Hashorva, Lanpeng Ji +1
Gaussian Approximation of Perturbed Chi-Square Risks
Krzysztof Debicki, Enkelejd Hashorva, Lanpeng Ji
Extremes of Chi-square Processes with Trend
Peng Liu, Lanpeng Ji
Parisian Ruin of Self-similar Gaussian Risk Processes
Krzysztof DÈ©bicki, Enkelejd Hashorva, Lanpeng Ji
Extremes of locally stationary chi-square processes with trend
Peng Liu, Lanpeng Ji
Extremes of a class of nonhomogeneous Gaussian random fields
Krzysztof DÈ©bicki, Enkelejd Hashorva, Lanpeng Ji
Gaussian risk models with financial constraints
Krzysztof Debicki, Enkelejd Hashorva, Lanpeng Ji
On the gamma-reflected processes with fBm input
Peng Liu, Enkelejd Hashorva, Lanpeng Ji
Extremes of vector-valued Gaussian processes: exact asymptotics
Krzysztof DÈ©bicki, Enkelejd Hashorva, Lanpeng Ji +1
Piterbarg Theorems for Chi-processes with Trend
Enkelejd Hashorva, Lanpeng Ji
Approximation of passage times of gamma-reflected processes with fBm input
Enkelejd Hashorva, Lanpeng Ji
A note on ruin problems in perturbed classical risk models
Peng Liu, Chunsheng Zhang, Lanpeng Ji
On Parisian ruin over a finite-time horizon
Krzysztof Debicki, Enkelejd Hashorva, Lanpeng Ji
On the Probability of Conjunctions of Stationary Gaussian Processes
Krzysztof DÈ©bicki, Enkelejd Hashorva, Lanpeng Ji +1
On the Supremum of gamma-reflected Processes with Fractional Brownian Motion as Input
Enkelejd Hashorva, Lanpeng Ji, Vladimir I. Piterbarg
Tail Asymptotics of Supremum of Certain Gaussian Processes over Threshold Dependent Random Intervals
Krzysztof DÈ©bicki, Enkelejd Hashorva, Lanpeng Ji
Random Shifting and Scaling of Insurance Risks
Enkelejd Hashorva, Lanpeng Ji
Extremes and first passage times of correlated fBm's
Enkelejd Hashorva, Lanpeng Ji
Extremes of alpha(t)-locally Stationary Gaussian Random Fields
Enkelejd Hashorva, Lanpeng Ji