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Ivanovs, Jevgeņijs

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Author ID: ivanovs.jevgenijs Recent zbMATH articles by "Ivanovs, Jevgeņijs"
Published as: Ivanovs, J.; Ivanovs, Jevgenijs; Ivanovs, Jevgeņijs
External Links: MGP · ORCID
Documents Indexed: 33 Publications since 2005

Publications by Year

Citations contained in zbMATH Open

31 Publications have been cited 238 times in 152 Documents Cited by Year
Exit identities for Lévy processes observed at Poisson arrival times. Zbl 1338.60125
Albrecher, Hansjörg; Ivanovs, Jevgenijs; Zhou, Xiaowen
42
2016
Occupation densities in solving exit problems for Markov additive processes and their reflections. Zbl 1267.60087
Ivanovs, Jevgenijs; Palmowski, Zbigniew
31
2012
First passage of a Markov additive process and generalized Jordan chains. Zbl 1213.60144
D’Auria, Bernardo; Ivanovs, Jevgenijs; Kella, Offer; Mandjes, Michel
23
2010
Markov-modulated Brownian motion with two reflecting barriers. Zbl 1213.60127
Ivanovs, Jevgenijs
14
2010
Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations. Zbl 1354.60048
Albrecher, Hansjörg; Ivanovs, Jevgenijs
13
2017
Power identities for Lévy risk models under taxation and capital injections. Zbl 1300.60067
Albrecher, Hansjörg; Ivanovs, Jevgenijs
11
2014
Singularities of the matrix exponent of a Markov additive process with one-sided jumps. Zbl 1197.60074
Ivanovs, Jevgenijs; Boxma, Onno; Mandjes, Michel
10
2010
Potential measures of one-sided Markov additive processes with reflecting and terminating barriers. Zbl 1333.60166
Ivanovs, Jevgenijs
9
2014
Two-sided reflection of Markov-modulated Brownian motion. Zbl 1255.60161
D’Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M.
9
2012
Lévy-driven polling systems and continuous-state branching processes. Zbl 1291.60185
Boxma, Onno; Ivanovs, Jevgenijs; Kosiński, Kamil Marcin; Mandjes, Michel
8
2011
A bivariate risk model with mutual deficit coverage. Zbl 1348.91153
Ivanovs, Jevgenijs; Boxma, Onno
6
2015
First passage of time-reversible spectrally negative Markov additive processes. Zbl 1185.90201
Ivanovs, Jevgenijs; Mandjes, Michel
6
2010
Zooming in on a Lévy process at its supremum. Zbl 1391.60107
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
The tax identity for Markov additive risk processes. Zbl 1286.91062
Albrecher, Hansjörg; Avram, Florin; Constantinescu, Corina; Ivanovs, Jevgenijs
5
2014
A note on killing with applications in risk theory. Zbl 1291.91114
Ivanovs, Jevgenijs
5
2013
Linking dividends and capital injections – a probabilistic approach. Zbl 1416.91146
Albrecher, Hansjörg; Ivanovs, Jevgenijs
4
2018
Splitting and time reversal for Markov additive processes. Zbl 1367.60095
Ivanovs, Jevgenijs
4
2017
A Lévy-derived process seen from its supremum and max-stable processes. Zbl 1336.60093
Engelke, Sebastian; Ivanovs, Jevgenijs
4
2016
Discretization error for a two-sided reflected Lévy process. Zbl 1408.60036
Asmussen, Søren; Ivanovs, Jevgenijs
3
2018
On the joint distribution of tax payments and capitalinjections for a Lévy risk model. Zbl 1393.60048
Albrecher, Hansjörg; Ivanovs, Jevgenijs
3
2017
Time inhomogeneity in longest gap and longest run problems. Zbl 1395.60009
Asmussen, Søren; Ivanovs, Jevgenijs; Nielsen, Anders Rønn
3
2017
Sparre Andersen identity and the last passage time. Zbl 1344.60047
Ivanovs, Jevgenijs
3
2016
Another look into decomposition results. Zbl 1273.60109
Ivanovs, Jevgenijs; Kella, Offer
3
2013
Robust bounds in multivariate extremes. Zbl 1390.60189
Engelke, Sebastian; Ivanovs, Jevgenijs
2
2017
Two coupled Lévy queues with independent input. Zbl 1296.60241
Boxma, Onno; Ivanovs, Jevgenijs
2
2013
Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid. Zbl 1459.60098
Bisewski, Krzysztof; Ivanovs, Jevgenijs
1
2020
A factorization of a Lévy process over a phase-type horizon. Zbl 1411.60068
Asmussen, Søren; Ivanovs, Jevgenijs
1
2018
Transient analysis of a stationary Lévy-driven queue. Zbl 1356.60145
Ivanovs, Jevgenijs; Mandjes, Michel
1
2015
Exact boundaries in sequential testing for phase-type distributions. Zbl 1309.62140
Albrecher, Hansjörg; Asadi, Peiman; Ivanovs, Jevgenijs
1
2014
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
Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid. Zbl 1459.60098
Bisewski, Krzysztof; Ivanovs, Jevgenijs
1
2020
Zooming in on a Lévy process at its supremum. Zbl 1391.60107
Ivanovs, Jevgenijs
5
2018
Linking dividends and capital injections – a probabilistic approach. Zbl 1416.91146
Albrecher, Hansjörg; Ivanovs, Jevgenijs
4
2018
Discretization error for a two-sided reflected Lévy process. Zbl 1408.60036
Asmussen, Søren; Ivanovs, Jevgenijs
3
2018
A factorization of a Lévy process over a phase-type horizon. Zbl 1411.60068
Asmussen, Søren; Ivanovs, Jevgenijs
1
2018
Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations. Zbl 1354.60048
Albrecher, Hansjörg; Ivanovs, Jevgenijs
13
2017
Splitting and time reversal for Markov additive processes. Zbl 1367.60095
Ivanovs, Jevgenijs
4
2017
On the joint distribution of tax payments and capitalinjections for a Lévy risk model. Zbl 1393.60048
Albrecher, Hansjörg; Ivanovs, Jevgenijs
3
2017
Time inhomogeneity in longest gap and longest run problems. Zbl 1395.60009
Asmussen, Søren; Ivanovs, Jevgenijs; Nielsen, Anders Rønn
3
2017
Robust bounds in multivariate extremes. Zbl 1390.60189
Engelke, Sebastian; Ivanovs, Jevgenijs
2
2017
Exit identities for Lévy processes observed at Poisson arrival times. Zbl 1338.60125
Albrecher, Hansjörg; Ivanovs, Jevgenijs; Zhou, Xiaowen
42
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
6
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
11
2014
Potential measures of one-sided Markov additive processes with reflecting and terminating barriers. Zbl 1333.60166
Ivanovs, Jevgenijs
9
2014
On simple ruin expressions in dependent Sparre Andersen risk models. Zbl 1286.91063
Albrecher, Hansjörg; Boxma, Onno J.; Ivanovs, Jevgenijs
5
2014
The tax identity for Markov additive risk processes. Zbl 1286.91062
Albrecher, Hansjörg; Avram, Florin; Constantinescu, Corina; Ivanovs, Jevgenijs
5
2014
Exact boundaries in sequential testing for phase-type distributions. Zbl 1309.62140
Albrecher, Hansjörg; Asadi, Peiman; Ivanovs, Jevgenijs
1
2014
A note on killing with applications in risk theory. Zbl 1291.91114
Ivanovs, Jevgenijs
5
2013
Another look into decomposition results. Zbl 1273.60109
Ivanovs, Jevgenijs; Kella, Offer
3
2013
Two coupled Lévy queues with independent input. Zbl 1296.60241
Boxma, Onno; Ivanovs, Jevgenijs
2
2013
Occupation densities in solving exit problems for Markov additive processes and their reflections. Zbl 1267.60087
Ivanovs, Jevgenijs; Palmowski, Zbigniew
31
2012
Two-sided reflection of Markov-modulated Brownian motion. Zbl 1255.60161
D’Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M.
9
2012
Lévy-driven polling systems and continuous-state branching processes. Zbl 1291.60185
Boxma, Onno; Ivanovs, Jevgenijs; Kosiński, Kamil Marcin; Mandjes, Michel
8
2011
First passage of a Markov additive process and generalized Jordan chains. Zbl 1213.60144
D’Auria, Bernardo; Ivanovs, Jevgenijs; Kella, Offer; Mandjes, Michel
23
2010
Markov-modulated Brownian motion with two reflecting barriers. Zbl 1213.60127
Ivanovs, Jevgenijs
14
2010
Singularities of the matrix exponent of a Markov additive process with one-sided jumps. Zbl 1197.60074
Ivanovs, Jevgenijs; Boxma, Onno; Mandjes, Michel
10
2010
First passage of time-reversible spectrally negative Markov additive processes. Zbl 1185.90201
Ivanovs, Jevgenijs; Mandjes, Michel
6
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 top 5

Cited by 189 Authors

21 Ivanovs, Jevgeņijs
11 Boxma, Onno Johan
10 Cheung, Eric C. K.
10 Landriault, David
10 Mandjes, Michel Robertus Hendrikus
10 Zhou, Xiaowen
9 Avram, Florin
8 Albrecher, Hansjörg
8 Palmowski, Zbigniew
7 Kella, Offer
7 Li, Bin
7 Pérez Garmendia, Jose Luis
6 Yamazaki, Kazutoshi
5 Asmussen, Søren
5 Zhang, Zhimin
4 Ahn, Soohan
4 Dong, Hua
4 Frostig, Esther
4 Latouche, Guy
4 Li, Yingqiu
4 Lkabous, Mohamed Amine
4 Shi, Tianxiang
4 Wong, Jeff T. Y.
3 Chen, Ye
3 D’Auria, Bernardo
3 Li, Bo
3 Li, Shuanming
3 Nguyen, Giang Thu
3 Renaud, Jean-François
3 Willmot, Gordon E.
3 Yang, Hailiang
2 Azcue, Pablo
2 Badescu, Andrei L.
2 Bekker, René
2 Boon, Marko A. A.
2 Breuer, Lothar
2 Chen, Ping
2 Czarna, Irmina
2 Dębicki, Krzysztof
2 Engelke, Sebastian
2 Feng, Runhuan
2 Hashorva, Enkelejd
2 Horváth, Gábor
2 Keren-Pinhasik, Adva
2 Kyprianou, Andreas E.
2 Loeffen, Ronnie L.
2 Muler, Nora E.
2 Omwonylee, Joseph Okello
2 Peralta, Oscar
2 Simon, Matthieu
2 Starreveld, Nicos J.
2 Surya, Budhi Arta
2 Telek, Miklós
2 Vidmar, Matija
2 Vu, Nhat Linh
2 Wang, Wenyuan
2 Xu, Di
2 Yin, Chuancun
2 Zhao, Xianghua
1 Adan, Ivo J. B. F.
1 Al Ghanim, Dalal
1 Andersen, Lars Nørvang
1 Asadi, Peiman
1 Avanzi, Benjamin
1 Badila, E. S.
1 Baurdoux, Erik Jan
1 Bayraktar, Erhan
1 Ben Salah, Zied
1 Bensoussan, Alain
1 Berkelmans, Wouter
1 Bisewski, Krzysztof
1 Bladt, Mogens
1 Borst, Sem C.
1 Cai, Chunhao
1 Cai, Jun
1 Cázares, Jorge I. González
1 Chang, Liu
1 Chen, Shouting
1 Choi, Michael C. H.
1 Cichocka, Agata
1 Climent, Joan-Josep
1 Constantinescu, Corina D.
1 Constantinescu, Cristian-George
1 Cooley, Daniel
1 Cossette, Hélène
1 Cui, Zhenyu
1 Dai, Hongshuai
1 De Turck, Koen
1 Deelstra, Griselda
1 Delgado, Rosario
1 Delsing, G. A.
1 Dickson, David C. M.
1 Lodewijk Dorsman, Jan-Pieter
1 Figueroa-López, José E.
1 Foss, Sergey G.
1 García, Francisco José
1 Glynn, Peter W.
1 Gordienko, Evgueni I.
1 Goreac, Dan
1 Grahovac, Danijel
...and 89 more Authors
all top 5

Cited in 45 Serials

27 Insurance Mathematics & Economics
15 Journal of Applied Probability
12 Queueing Systems
12 Scandinavian Actuarial Journal
11 Stochastic Processes and their Applications
7 Stochastic Models
5 Statistics & Probability Letters
4 Advances in Applied Probability
4 Journal of Theoretical Probability
4 Methodology and Computing in Applied Probability
3 Journal of Computational and Applied Mathematics
3 Operations Research Letters
3 Theory of Probability and Mathematical Statistics
2 SIAM Journal on Control and Optimization
2 Electronic Journal of Probability
2 Bernoulli
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 European Actuarial Journal
1 Bulletin of the Australian Mathematical Society
1 Journal of Mathematical Analysis and Applications
1 Applied Mathematics and Computation
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 The Annals of Applied Probability
1 Communications in Statistics. Theory and Methods
1 European Journal of Operational Research
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Potential Analysis
1 Applied Mathematics. Series B (English Edition)
1 Top
1 Finance and Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Acta Mathematica Sinica. English Series
1 North American Actuarial Journal
1 Advances in Difference Equations
1 Mathematics in Computer Science
1 Stochastic Systems
1 Modern Stochastics. Theory and Applications

Citations by Year