The Gerber-Shiu penalty functions for two classes of renewal risk processes. - Lanpeng Ji; Chunsheng Zhang (J. Comput. Appl. Math., 2010)

Approximation of Passage Times of γ-Reflected Processes with FBM Input. - Enkelejd Hashorva; Lanpeng Ji (J. Appl. Probab., 2014)

Parisian ruin of self-similar Gaussian risk processes. - Krzysztof Debicki; Enkelejd Hashorva; Lanpeng Ji (J. Appl. Probab., 2015)

Extrema of multi-dimensional Gaussian processes over random intervals. - Lanpeng Ji; Xiaofan Peng (J. Appl. Probab., 2022)

Bayesian CART models for insurance claims frequency. - Yaojun Zhang; Lanpeng Ji; Georgios Aivaliotis; Charles Taylor (CoRR, 2023)

On the maxima of suprema of dependent Gaussian models. - Lanpeng Ji; Xiaofan Peng (Queueing Syst. Theory Appl., 2023)

Bayesian CART models for aggregate claim modeling. - Yaojun Zhang; Lanpeng Ji; Georgios Aivaliotis; Charles C. Taylor (CoRR, 2024)