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math.PR2016★ 3 cited
Extremes of Gaussian Random Fields with maximum variance attained over smooth curves
Peng Liu
Let , with a compact set, be a centered two dimensional Gaussian random field with continuous trajectories and variance function $σ(s,t)…
math.PR2016
A note on ruin problems in perturbed classical risk models
Peng Liu, Chunsheng Zhang, Lanpeng Ji
In this short note, we derive explicit formulas for the joint densities of the time to ruin and the number of claims until ruin in perturbed classical risk models, by constructing…