L. Ji

Discipline

Economies et finances (14) Gestion et management (1) Géographie (1)

Type de document

Articles (21)

Co-auteur

Date

Source

Mot-clé

Process (Law) (14) papier (11) Paper (11) Infinite (11) risque (10) Risk (10) Probabilities (10) Motion (9) Tail (7) Gaussian processes (7) tendance (5) Random fields (5) temps (durée) (4) comportement (4) Time (4) spectacle (3) modèle (3) intérêts (3) distribution (3) index (3) réserve (3) Parts (3) Parts (3) Interest (3) Example (3) Equality (3) Models (3) répertoire (3) taxe (2) norme (2)

Documents écrit par L. Ji (21) | parle de L. Ji (0)

Extremes of a class of non-homogeneous Gaussian random fields
K. Debicki et al.
On Parisian ruin over a finite-time horizon
K. Debicki et al.
Extremes and limit theorems for difference of chi-type processes
P. Albin et al. (2016)
Extremes of chi-square processes with trend
P. Liu et al. (2016)
Extremes of vector-valued Gaussian processes: Exact asymptotics
K. Dȩbicki et al.
Parisian ruin of self-similar Gaussian risk processes
K. Debicki et al.
Gaussian risk models with financial constraints
K. Dȩbicki et al.
On the gamma-reflected processes with fBm input
P. Liu et al.
Piterbarg theorems for chi-processes with trend
E. Hashorva et al.
Extremes of order statistics of stationary processes
K. Dȩbicki et al.
Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals
K. Dębicki et al.
Approximation of passage times of gamma-reflected processes with fBm input
E. Hashorva et al.
Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process
E. Hashorva et al. (2014)
Random shifting and scaling of insurance risks
E. Hashorva et al. (2014)
On the probability of conjunctions of stationary Gaussian processes
K. Dȩbicki et al. (2014)
Extremes and First Passage Times of Correlated Fractional Brownian Motions
E. Hashorva et al. (2014)
Gaussian approximation of perturbed chi-square risks
K. Debicki et al. (2014)
A duality result for the generalized Erlang risk model
L. Ji et al. (2014)
Finite-time ruin probability of aggregate Gaussian processes
K. Debicki et al. (2014)
On the supremum of gamma-reflected processes with fractional Brownian motion as input
E. Hashorva et al. (2013)
The genome of the leaf-cutting ant Acromyrmex echinatior suggests key adaptations to advanced social life and fungus farming.
S. Nygaard et al. (2011)