| Extremes of vector-valued Gaussian processes: Exact asymptotics K Dȩbicki, E Hashorva, L Ji, K Tabiś Stochastic Processes and their Applications 125 (11), 4039-4065, 2015 | 57 | 2015 |
| On the supremum of γ-reflected processes with fractional Brownian motion as input E Hashorva, L Ji, VI Piterbarg Stochastic Processes and their Applications 123 (11), 4111-4127, 2013 | 47 | 2013 |
| Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals K Dębicki, E Hashorva, L Ji Extremes 17, 411-429, 2014 | 40 | 2014 |
| Archimedean copulas in finite and infinite dimensions—with application to ruin problems C Constantinescu, E Hashorva, L Ji Insurance: Mathematics and Economics 49 (3), 487-495, 2011 | 40 | 2011 |
| Parisian ruin of self-similar Gaussian risk processes K Dębicki, E Hashorva, L Ji Journal of Applied Probability 52 (3), 688-702, 2015 | 37 | 2015 |
| Piterbarg theorems for chi-processes with trend E Hashorva, L Ji Extremes 18, 37-64, 2015 | 36 | 2015 |
| Extremes of a class of nonhomogeneous Gaussian random fields K Debicki, E Hashorva, L Ji | 35 | 2016 |
| Extremal behaviour of hitting a cone by correlated brownian motion with drift K Debicki, E Hashorva, L Ji, T Rolski Stochastic processes and their applications, 2018 | 27 | 2018 |
| The Gerber–Shiu penalty functions for two classes of renewal risk processes L Ji, C Zhang Journal of Computational and Applied Mathematics 233 (10), 2575-2589, 2010 | 25 | 2010 |
| Parisian ruin over a finite-time horizon K Dębicki, E Hashorva, LP Ji Science China Mathematics 59, 557-572, 2016 | 24 | 2016 |
| Ruin problem of a two-dimensional fractional Brownian motion risk process L Ji, S Robert Stochastic Models 34 (1), 73-97, 2018 | 23 | 2018 |
| Approximation of passage times of γ-reflected processes with fBm input E Hashorva, L Ji Journal of Applied Probability 51 (3), 713-726, 2014 | 23 | 2014 |
| Gaussian risk models with financial constraints K Dȩbicki, E Hashorva, L Ji Scandinavian Actuarial Journal 2015 (6), 469-481, 2015 | 22 | 2015 |
| Extremes of chi-square processes with trend P Liu, L Ji arXiv preprint arXiv:1407.6501, 2014 | 22 | 2014 |
| Analysis of the multiple roots of the Lundberg fundamental equation in the PH (n) risk model L Ji, C Zhang Applied Stochastic Models in Business and Industry 28 (1), 73-90, 2012 | 20 | 2012 |
| Extremes of locally stationary chi-square processes with trend P Liu, L Ji Stochastic Processes and their Applications 127 (2), 497-525, 2017 | 19 | 2017 |
| On the probability of conjunctions of stationary Gaussian processes K Dȩbicki, E Hashorva, L Ji, K Tabiś Statistics & Probability Letters 88, 141-148, 2014 | 19 | 2014 |
| Exact asymptotics of component-wise extrema of two-dimensional Brownian motion K Debicki, L Ji, T Rolski Extremes, 2020 | 17 | 2020 |
| Extremes of order statistics of stationary processes K Dȩbicki, E Hashorva, L Ji, C Ling Test 24, 229-248, 2015 | 16 | 2015 |
| Extremes of 𝛼 (𝑡)-locally stationary Gaussian random fields E Hashorva, L Ji Transactions of the American Mathematical Society 368 (1), 1-26, 2016 | 15 | 2016 |
Krzysztof DębickiMathematical Institute, University of Wrocław, PolandVerified email at math.uni.wroc.pl
