Edit Profile (opens in new tab) Ivanovs, Jevgeņijs Co-Author Distance Author ID: ivanovs.jevgenijs Published as: Ivanovs, Jevgenijs; Ivanovs, J.; Ivanovs, Jevgeņijs more...less External Links: MGP · ORCID Documents Indexed: 48 Publications since 2005, including 5 Additional arXiv Preprints Co-Authors: 32 Co-Authors with 39 Joint Publications 942 Co-Co-Authors all top 5 Co-Authors 9 single-authored 9 Albrecher, Hansjörg 6 Mandjes, Michel Robertus Hendrikus 5 Boxma, Onno Johan 4 Asmussen, Søren 3 Engelke, Sebastian 3 Fomichov, Vladimir A. 3 Kella, Offer 2 D’Auria, Bernardo 2 González Cázares, Jorge 2 Podolskij, Mark 2 Thøstesen, Jakob D. 1 Asadi, Peiman 1 Avram, Florin 1 Bisewski, Krzysztof 1 Bladt, Mogens 1 Constantinescu, Corina D. 1 Franceschi, Sandro 1 Freivalds, Rūsiņš Mārtiņš 1 Kalniņa, Elīna 1 Kosiński, Kamil Marcin 1 Lāce, Lelde 1 Miyakawa, Masahiro 1 Mozharovskyi, Pavlo 1 Ozols, Raitis 1 Palmowski, Zbigniew 1 Rønn-Nielsen, Anders 1 Segers, Johan 1 Strokorb, Kirstin 1 Taimiņa, Daina 1 Tatsumi, Hisayuki 1 Yamazaki, Kazutoshi 1 Zhou, Xiaowen all top 5 Serials 9 Stochastic Processes and their Applications 6 Journal of Applied Probability 3 Queueing Systems 3 Bernoulli 3 Stochastic Models 3 Stochastic Systems 2 Insurance Mathematics & Economics 2 The Annals of Applied Probability 2 Electronic Journal of Probability 1 Advances in Applied Probability 1 Biometrika 1 Statistics & Probability Letters 1 Operations Research Letters 1 Probability and Mathematical Statistics 1 Methodology and Computing in Applied Probability 1 Scandinavian Actuarial Journal 1 Electronic Journal of Statistics 1 Modern Stochastics. Theory and Applications all top 5 Fields 42 Probability theory and stochastic processes (60-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Statistics (62-XX) 3 Computer science (68-XX) 3 Operations research, mathematical programming (90-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Numerical analysis (65-XX) 1 Quantum theory (81-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 38 Publications have been cited 361 times in 228 Documents Cited by ▼ Year ▼ Exit identities for Lévy processes observed at Poisson arrival times. Zbl 1338.60125 Albrecher, Hansjörg; Ivanovs, Jevgenijs; Zhou, Xiaowen 60 2016 Occupation densities in solving exit problems for Markov additive processes and their reflections. Zbl 1267.60087 Ivanovs, Jevgenijs; Palmowski, Zbigniew 43 2012 First passage of a Markov additive process and generalized Jordan chains. Zbl 1213.60144 D’Auria, Bernardo; Ivanovs, Jevgenijs; Kella, Offer; Mandjes, Michel 29 2010 Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations. Zbl 1354.60048 Albrecher, Hansjörg; Ivanovs, Jevgenijs 22 2017 Markov-modulated Brownian motion with two reflecting barriers. Zbl 1213.60127 Ivanovs, Jevgenijs 19 2010 Power identities for Lévy risk models under taxation and capital injections. Zbl 1300.60067 Albrecher, Hansjörg; Ivanovs, Jevgenijs 14 2014 Zooming in on a Lévy process at its supremum. Zbl 1391.60107 Ivanovs, Jevgenijs 14 2018 Singularities of the matrix exponent of a Markov additive process with one-sided jumps. Zbl 1197.60074 Ivanovs, Jevgenijs; Boxma, Onno; Mandjes, Michel 13 2010 Two-sided reflection of Markov-modulated Brownian motion. Zbl 1255.60161 D’Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M. 12 2012 Potential measures of one-sided Markov additive processes with reflecting and terminating barriers. Zbl 1333.60166 Ivanovs, Jevgenijs 12 2014 Lévy-driven polling systems and continuous-state branching processes. Zbl 1291.60185 Boxma, Onno; Ivanovs, Jevgenijs; Kosiński, Kamil Marcin; Mandjes, Michel 10 2011 A bivariate risk model with mutual deficit coverage. Zbl 1348.91153 Ivanovs, Jevgenijs; Boxma, Onno 10 2015 Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid. Zbl 1459.60098 Bisewski, Krzysztof; Ivanovs, Jevgenijs 9 2020 First passage of time-reversible spectrally negative Markov additive processes. Zbl 1185.90201 Ivanovs, Jevgenijs; Mandjes, Michel 7 2010 A note on killing with applications in risk theory. Zbl 1291.91114 Ivanovs, Jevgenijs 7 2013 A factorization of a Lévy process over a phase-type horizon. Zbl 1411.60068 Asmussen, Søren; Ivanovs, Jevgenijs 7 2018 The tax identity for Markov additive risk processes. Zbl 1286.91062 Albrecher, Hansjörg; Avram, Florin; Constantinescu, Corina; Ivanovs, Jevgenijs 7 2014 Two coupled Lévy queues with independent input. Zbl 1296.60241 Boxma, Onno; Ivanovs, Jevgenijs 6 2013 Splitting and time reversal for Markov additive processes. Zbl 1367.60095 Ivanovs, Jevgenijs 6 2017 Discretization error for a two-sided reflected Lévy process. Zbl 1408.60036 Asmussen, Søren; Ivanovs, Jevgenijs 6 2018 Robust bounds in multivariate extremes. Zbl 1390.60189 Engelke, Sebastian; Ivanovs, Jevgenijs 5 2017 Linking dividends and capital injections – a probabilistic approach. Zbl 1416.91146 Albrecher, Hansjörg; Ivanovs, Jevgenijs 5 2018 On simple ruin expressions in dependent Sparre Andersen risk models. Zbl 1286.91063 Albrecher, Hansjörg; Boxma, Onno J.; Ivanovs, Jevgenijs 5 2014 Time inhomogeneity in longest gap and longest run problems. Zbl 1395.60009 Asmussen, Søren; Ivanovs, Jevgenijs; Nielsen, Anders Rønn 4 2017 A Lévy-derived process seen from its supremum and max-stable processes. Zbl 1336.60093 Engelke, Sebastian; Ivanovs, Jevgenijs 4 2016 Another look into decomposition results. Zbl 1273.60109 Ivanovs, Jevgenijs; Kella, Offer 4 2013 Sparre Andersen identity and the last passage time. Zbl 1344.60047 Ivanovs, Jevgenijs 3 2016 On scale functions for Lévy processes with negative phase-type jumps. Zbl 1475.60088 Ivanovs, Jevgenijs 3 2021 Exact boundaries in sequential testing for phase-type distributions. Zbl 1309.62140 Albrecher, Hansjörg; Asadi, Peiman; Ivanovs, Jevgenijs 2 2014 On the joint distribution of tax payments and capitalinjections for a Lévy risk model. Zbl 1393.60048 Albrecher, Hansjörg; Ivanovs, Jevgenijs 2 2017 Implementable coupling of Lévy process and Brownian motion. Zbl 1479.60096 Fomichov, Vladimir; González Cázares, Jorge; Ivanovs, Jevgenijs 2 2021 Optimal estimation of the supremum and occupation times of a self-similar Lévy process. Zbl 1493.62501 Ivanovs, Jevgenijs; Podolskij, Mark 2 2022 Recovering Brownian and jump parts from high-frequency observations of a Lévy process. Zbl 1469.60145 González Cázares, Jorge; Ivanovs, Jevgenijs 2 2021 Boolean functions with a low polynomial degree and quantum query algorithms. Zbl 1117.68550 Ozols, Raitis; Freivalds, Rūsiņš; Ivanovs, Jevgeņijs; Kalniņa, Elīna; Lāce, Lelde; Miyakawa, Masahiro; Tatsumi, Hisayuki; Taimiņa, Daina 1 2005 Transient analysis of a stationary Lévy-driven queue. Zbl 1356.60145 Ivanovs, Jevgenijs; Mandjes, Michel 1 2015 Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon. Zbl 1479.60094 Bladt, Mogens; Ivanovs, Jevgenijs 1 2021 Probability of total domination for transient reflecting processes in a quadrant. Zbl 1499.60146 Fomichov, Vladimir; Franceschi, Sandro; Ivanovs, Jevgenijs 1 2022 Spherical clustering in detection of groups of concomitant extremes. Zbl 07658478 Fomichov, V.; Ivanovs, J. 1 2023 Spherical clustering in detection of groups of concomitant extremes. Zbl 07658478 Fomichov, V.; Ivanovs, J. 1 2023 Optimal estimation of the supremum and occupation times of a self-similar Lévy process. Zbl 1493.62501 Ivanovs, Jevgenijs; Podolskij, Mark 2 2022 Probability of total domination for transient reflecting processes in a quadrant. Zbl 1499.60146 Fomichov, Vladimir; Franceschi, Sandro; Ivanovs, Jevgenijs 1 2022 On scale functions for Lévy processes with negative phase-type jumps. Zbl 1475.60088 Ivanovs, Jevgenijs 3 2021 Implementable coupling of Lévy process and Brownian motion. Zbl 1479.60096 Fomichov, Vladimir; González Cázares, Jorge; Ivanovs, Jevgenijs 2 2021 Recovering Brownian and jump parts from high-frequency observations of a Lévy process. Zbl 1469.60145 González Cázares, Jorge; Ivanovs, Jevgenijs 2 2021 Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon. Zbl 1479.60094 Bladt, Mogens; Ivanovs, Jevgenijs 1 2021 Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid. Zbl 1459.60098 Bisewski, Krzysztof; Ivanovs, Jevgenijs 9 2020 Zooming in on a Lévy process at its supremum. Zbl 1391.60107 Ivanovs, Jevgenijs 14 2018 A factorization of a Lévy process over a phase-type horizon. Zbl 1411.60068 Asmussen, Søren; Ivanovs, Jevgenijs 7 2018 Discretization error for a two-sided reflected Lévy process. Zbl 1408.60036 Asmussen, Søren; Ivanovs, Jevgenijs 6 2018 Linking dividends and capital injections – a probabilistic approach. Zbl 1416.91146 Albrecher, Hansjörg; Ivanovs, Jevgenijs 5 2018 Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations. Zbl 1354.60048 Albrecher, Hansjörg; Ivanovs, Jevgenijs 22 2017 Splitting and time reversal for Markov additive processes. Zbl 1367.60095 Ivanovs, Jevgenijs 6 2017 Robust bounds in multivariate extremes. Zbl 1390.60189 Engelke, Sebastian; Ivanovs, Jevgenijs 5 2017 Time inhomogeneity in longest gap and longest run problems. Zbl 1395.60009 Asmussen, Søren; Ivanovs, Jevgenijs; Nielsen, Anders Rønn 4 2017 On the joint distribution of tax payments and capitalinjections for a Lévy risk model. Zbl 1393.60048 Albrecher, Hansjörg; Ivanovs, Jevgenijs 2 2017 Exit identities for Lévy processes observed at Poisson arrival times. Zbl 1338.60125 Albrecher, Hansjörg; Ivanovs, Jevgenijs; Zhou, Xiaowen 60 2016 A Lévy-derived process seen from its supremum and max-stable processes. Zbl 1336.60093 Engelke, Sebastian; Ivanovs, Jevgenijs 4 2016 Sparre Andersen identity and the last passage time. Zbl 1344.60047 Ivanovs, Jevgenijs 3 2016 A bivariate risk model with mutual deficit coverage. Zbl 1348.91153 Ivanovs, Jevgenijs; Boxma, Onno 10 2015 Transient analysis of a stationary Lévy-driven queue. Zbl 1356.60145 Ivanovs, Jevgenijs; Mandjes, Michel 1 2015 Power identities for Lévy risk models under taxation and capital injections. Zbl 1300.60067 Albrecher, Hansjörg; Ivanovs, Jevgenijs 14 2014 Potential measures of one-sided Markov additive processes with reflecting and terminating barriers. Zbl 1333.60166 Ivanovs, Jevgenijs 12 2014 The tax identity for Markov additive risk processes. Zbl 1286.91062 Albrecher, Hansjörg; Avram, Florin; Constantinescu, Corina; Ivanovs, Jevgenijs 7 2014 On simple ruin expressions in dependent Sparre Andersen risk models. Zbl 1286.91063 Albrecher, Hansjörg; Boxma, Onno J.; Ivanovs, Jevgenijs 5 2014 Exact boundaries in sequential testing for phase-type distributions. Zbl 1309.62140 Albrecher, Hansjörg; Asadi, Peiman; Ivanovs, Jevgenijs 2 2014 A note on killing with applications in risk theory. Zbl 1291.91114 Ivanovs, Jevgenijs 7 2013 Two coupled Lévy queues with independent input. Zbl 1296.60241 Boxma, Onno; Ivanovs, Jevgenijs 6 2013 Another look into decomposition results. Zbl 1273.60109 Ivanovs, Jevgenijs; Kella, Offer 4 2013 Occupation densities in solving exit problems for Markov additive processes and their reflections. Zbl 1267.60087 Ivanovs, Jevgenijs; Palmowski, Zbigniew 43 2012 Two-sided reflection of Markov-modulated Brownian motion. Zbl 1255.60161 D’Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M. 12 2012 Lévy-driven polling systems and continuous-state branching processes. Zbl 1291.60185 Boxma, Onno; Ivanovs, Jevgenijs; Kosiński, Kamil Marcin; Mandjes, Michel 10 2011 First passage of a Markov additive process and generalized Jordan chains. Zbl 1213.60144 D’Auria, Bernardo; Ivanovs, Jevgenijs; Kella, Offer; Mandjes, Michel 29 2010 Markov-modulated Brownian motion with two reflecting barriers. Zbl 1213.60127 Ivanovs, Jevgenijs 19 2010 Singularities of the matrix exponent of a Markov additive process with one-sided jumps. Zbl 1197.60074 Ivanovs, Jevgenijs; Boxma, Onno; Mandjes, Michel 13 2010 First passage of time-reversible spectrally negative Markov additive processes. Zbl 1185.90201 Ivanovs, Jevgenijs; Mandjes, Michel 7 2010 Boolean functions with a low polynomial degree and quantum query algorithms. Zbl 1117.68550 Ozols, Raitis; Freivalds, Rūsiņš; Ivanovs, Jevgeņijs; Kalniņa, Elīna; Lāce, Lelde; Miyakawa, Masahiro; Tatsumi, Hisayuki; Taimiņa, Daina 1 2005 all cited Publications top 5 cited Publications all top 5 Cited by 265 Authors 29 Ivanovs, Jevgeņijs 14 Boxma, Onno Johan 13 Mandjes, Michel Robertus Hendrikus 12 Landriault, David 12 Palmowski, Zbigniew 12 Zhou, Xiaowen 10 Avram, Florin 10 Yamazaki, Kazutoshi 9 Albrecher, Hansjörg 9 Li, Bin 9 Pérez Garmendia, Jose Luis 8 Asmussen, Søren 8 Kella, Offer 8 Lkabous, Mohamed Amine 8 Wang, Wenyuan 8 Zhang, Zhimin 6 Cheung, Eric C. K. 6 Latouche, Guy 5 Frostig, Esther 5 Li, Shuanming 5 Li, Yingqiu 4 Ahn, Soohan 4 Bladt, Mogens 4 Chen, Ye 4 Dong, Hua 4 Mijatović, Aleksandar 4 Nguyen, Giang Thu 4 Shi, Tianxiang 4 Wong, Jeff T. Y. 3 Bisewski, Krzysztof 3 Chen, Ping 3 Czarna, Irmina 3 D’Auria, Bernardo 3 Engelke, Sebastian 3 Franceschi, Sandro 3 Keren-Pinhasik, Adva 3 Kyprianou, Andreas E. 3 Li, Bo 3 Li, Shu 3 Peralta, Oscar 3 Renaud, Jean-François 3 Simon, Matthieu 3 Surya, Budhi Arta 3 Vidmar, Matija 3 Willmot, Gordon E. 3 Yang, Hailiang 3 Zhao, Xianghua 2 Altmeyer, Randolf 2 Avanzi, Benjamin 2 Azcue, Pablo 2 Badescu, Andrei L. 2 Behme, Anita Diana 2 Bekker, René 2 Boon, Marko A. A. 2 Breuer, Lothar 2 Cázares, Jorge Ignacio González 2 Constantinescu, Corina D. 2 Cui, Zhenyu 2 Dębicki, Krzysztof 2 Deelstra, Griselda 2 Lodewijk Dorsman, Jan-Pieter 2 Feng, Runhuan 2 Fomichov, Vladimir A. 2 González Cázares, Jorge 2 Grahovac, Danijel 2 Hashorva, Enkelejd 2 Horváth, Gábor 2 Kapodistria, Stella 2 Lau, Hayden 2 Li, Jingchao 2 Loeffen, Ronnie L. 2 Minca, Andreea 2 Muler, Nora E. 2 Omwonylee, Joseph Okello 2 Sabourin, Anne 2 Saksena, Mayank 2 Sauri, Orimar 2 Shimizu, Yasutaka 2 Starreveld, Nicos J. 2 Strietzel, Philipp Lukas 2 Telek, Miklós 2 Thøstesen, Jakob D. 2 Uribe Bravo, Gerónimo 2 Vardar-Acar, Ceren 2 Vu, Nhat Linh 2 Wang, Zijia 2 Wong, Bernard 2 Xu, Di 2 Yin, Chuancun 2 Yoshioka, Hidekazu 2 Zhang, Aili 1 Adan, Ivo J. B. F. 1 Aghbalou, Anass 1 Ai, Meiqiao 1 Al Ghanim, Dalal 1 Amini, Hamed 1 Andersen, Lars Nørvang 1 Aranishi, Futoshi 1 Araujo-Acuna, José Carlos 1 Asadi, Peiman ...and 165 more Authors all top 5 Cited in 58 Serials 30 Insurance Mathematics & Economics 22 Journal of Applied Probability 20 Scandinavian Actuarial Journal 19 Stochastic Processes and their Applications 17 Queueing Systems 11 Stochastic Models 8 Advances in Applied Probability 7 Methodology and Computing in Applied Probability 6 Statistics & Probability Letters 4 Applied Mathematics and Computation 4 Journal of Computational and Applied Mathematics 4 Journal of Theoretical Probability 4 Bernoulli 3 Theory of Probability and Mathematical Statistics 3 Electronic Journal of Probability 3 Finance and Stochastics 3 Electronic Journal of Statistics 3 European Actuarial Journal 2 Computers & Mathematics with Applications 2 Mathematics of Operations Research 2 SIAM Journal on Control and Optimization 2 Operations Research Letters 2 The Annals of Applied Probability 2 Communications in Statistics. Theory and Methods 2 European Journal of Operational Research 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Extremes 2 ASTIN Bulletin 2 Journal of Industrial and Management Optimization 2 Journal of the Korean Statistical Society 2 Frontiers of Mathematics in China 2 Stochastic Systems 2 Modern Stochastics. Theory and Applications 1 Bulletin of the Australian Mathematical Society 1 Journal of Mathematical Analysis and Applications 1 The Annals of Statistics 1 Applied Mathematics and Optimization 1 Journal of Optimization Theory and Applications 1 Probability and Mathematical Statistics 1 Stochastic Analysis and Applications 1 Journal of Scientific Computing 1 Annals of Operations Research 1 Potential Analysis 1 SIAM Journal on Scientific Computing 1 Applied Mathematics. Series B (English Edition) 1 Top 1 Electronic Communications in Probability 1 Mathematical Finance 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Acta Mathematica Sinica. English Series 1 North American Actuarial Journal 1 Asia-Pacific Financial Markets 1 Advances in Difference Equations 1 Stochastics 1 Mathematics in Computer Science 1 Journal of Physics A: Mathematical and Theoretical 1 SIAM Journal on Financial Mathematics 1 Frontiers of Mathematics all top 5 Cited in 20 Fields 198 Probability theory and stochastic processes (60-XX) 113 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 29 Operations research, mathematical programming (90-XX) 28 Statistics (62-XX) 13 Systems theory; control (93-XX) 12 Numerical analysis (65-XX) 5 Computer science (68-XX) 4 Integral transforms, operational calculus (44-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Integral equations (45-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Biology and other natural sciences (92-XX) 2 Mathematics education (97-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Functions of a complex variable (30-XX) 1 Ordinary differential equations (34-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year