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Ivanovs, Jevgeņijs

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Author ID: ivanovs.jevgenijs Recent zbMATH articles by "Ivanovs, Jevgeņijs"
Published as: Ivanovs, Jevgenijs; Ivanovs, Jevgeņijs; Ivanovs, J.
External Links: MGP · ORCID
Documents Indexed: 39 Publications since 2005
Co-Authors: 28 Co-Authors with 31 Joint Publications
775 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

34 Publications have been cited 305 times in 191 Documents Cited by Year
Exit identities for Lévy processes observed at Poisson arrival times. Zbl 1338.60125
Albrecher, Hansjörg; Ivanovs, Jevgenijs; Zhou, Xiaowen
50
2016
Occupation densities in solving exit problems for Markov additive processes and their reflections. Zbl 1267.60087
Ivanovs, Jevgenijs; Palmowski, Zbigniew
37
2012
First passage of a Markov additive process and generalized Jordan chains. Zbl 1213.60144
D’Auria, Bernardo; Ivanovs, Jevgenijs; Kella, Offer; Mandjes, Michel
27
2010
Markov-modulated Brownian motion with two reflecting barriers. Zbl 1213.60127
Ivanovs, Jevgenijs
18
2010
Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations. Zbl 1354.60048
Albrecher, Hansjörg; Ivanovs, Jevgenijs
18
2017
Power identities for Lévy risk models under taxation and capital injections. Zbl 1300.60067
Albrecher, Hansjörg; Ivanovs, Jevgenijs
13
2014
Two-sided reflection of Markov-modulated Brownian motion. Zbl 1255.60161
D’Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M.
11
2012
Potential measures of one-sided Markov additive processes with reflecting and terminating barriers. Zbl 1333.60166
Ivanovs, Jevgenijs
11
2014
Zooming in on a Lévy process at its supremum. Zbl 1391.60107
Ivanovs, Jevgenijs
10
2018
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
Lévy-driven polling systems and continuous-state branching processes. Zbl 1291.60185
Boxma, Onno; Ivanovs, Jevgenijs; Kosiński, Kamil Marcin; Mandjes, Michel
9
2011
A bivariate risk model with mutual deficit coverage. Zbl 1348.91153
Ivanovs, Jevgenijs; Boxma, Onno
8
2015
First passage of time-reversible spectrally negative Markov additive processes. Zbl 1185.90201
Ivanovs, Jevgenijs; Mandjes, Michel
7
2010
The tax identity for Markov additive risk processes. Zbl 1286.91062
Albrecher, Hansjörg; Avram, Florin; Constantinescu, Corina; Ivanovs, Jevgenijs
7
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
A factorization of a Lévy process over a phase-type horizon. Zbl 1411.60068
Asmussen, Søren; 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
Linking dividends and capital injections – a probabilistic approach. Zbl 1416.91146
Albrecher, Hansjörg; Ivanovs, Jevgenijs
5
2018
Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid. Zbl 1459.60098
Bisewski, Krzysztof; Ivanovs, Jevgenijs
5
2020
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
Robust bounds in multivariate extremes. Zbl 1390.60189
Engelke, Sebastian; Ivanovs, Jevgenijs
4
2017
Splitting and time reversal for Markov additive processes. Zbl 1367.60095
Ivanovs, Jevgenijs
4
2017
Discretization error for a two-sided reflected Lévy process. Zbl 1408.60036
Asmussen, Søren; Ivanovs, Jevgenijs
4
2018
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
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
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
Exact boundaries in sequential testing for phase-type distributions. Zbl 1309.62140
Albrecher, Hansjörg; Asadi, Peiman; Ivanovs, Jevgenijs
1
2014
Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon. Zbl 1479.60094
Bladt, Mogens; Ivanovs, Jevgenijs
1
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
5
2020
Zooming in on a Lévy process at its supremum. Zbl 1391.60107
Ivanovs, Jevgenijs
10
2018
A factorization of a Lévy process over a phase-type horizon. Zbl 1411.60068
Asmussen, Søren; Ivanovs, Jevgenijs
5
2018
Linking dividends and capital injections – a probabilistic approach. Zbl 1416.91146
Albrecher, Hansjörg; Ivanovs, Jevgenijs
5
2018
Discretization error for a two-sided reflected Lévy process. Zbl 1408.60036
Asmussen, Søren; Ivanovs, Jevgenijs
4
2018
Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations. Zbl 1354.60048
Albrecher, Hansjörg; Ivanovs, Jevgenijs
18
2017
Robust bounds in multivariate extremes. Zbl 1390.60189
Engelke, Sebastian; Ivanovs, Jevgenijs
4
2017
Splitting and time reversal for Markov additive processes. Zbl 1367.60095
Ivanovs, Jevgenijs
4
2017
Time inhomogeneity in longest gap and longest run problems. Zbl 1395.60009
Asmussen, Søren; Ivanovs, Jevgenijs; Nielsen, Anders Rønn
3
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
50
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
8
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
13
2014
Potential measures of one-sided Markov additive processes with reflecting and terminating barriers. Zbl 1333.60166
Ivanovs, Jevgenijs
11
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
1
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
37
2012
Two-sided reflection of Markov-modulated Brownian motion. Zbl 1255.60161
D’Auria, B.; Ivanovs, J.; Kella, O.; Mandjes, M.
11
2012
Lévy-driven polling systems and continuous-state branching processes. Zbl 1291.60185
Boxma, Onno; Ivanovs, Jevgenijs; Kosiński, Kamil Marcin; Mandjes, Michel
9
2011
First passage of a Markov additive process and generalized Jordan chains. Zbl 1213.60144
D’Auria, Bernardo; Ivanovs, Jevgenijs; Kella, Offer; Mandjes, Michel
27
2010
Markov-modulated Brownian motion with two reflecting barriers. Zbl 1213.60127
Ivanovs, Jevgenijs
18
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
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 top 5

Cited by 226 Authors

26 Ivanovs, Jevgeņijs
11 Boxma, Onno Johan
11 Landriault, David
10 Avram, Florin
10 Cheung, Eric C. K.
10 Mandjes, Michel Robertus Hendrikus
10 Zhou, Xiaowen
9 Albrecher, Hansjörg
9 Li, Bin
9 Palmowski, Zbigniew
8 Asmussen, Søren
8 Pérez Garmendia, Jose Luis
7 Yamazaki, Kazutoshi
6 Kella, Offer
6 Latouche, Guy
6 Lkabous, Mohamed Amine
5 Frostig, Esther
5 Zhang, Zhimin
4 Ahn, Soohan
4 Bladt, Mogens
4 Dong, Hua
4 Li, Shuanming
4 Li, Yingqiu
4 Nguyen, Giang Thu
4 Shi, Tianxiang
4 Wang, Wenyuan
4 Wong, Jeff T. Y.
3 Chen, Ping
3 Chen, Ye
3 Czarna, Irmina
3 D’Auria, Bernardo
3 Keren-Pinhasik, Adva
3 Kyprianou, Andreas E.
3 Li, Bo
3 Li, Shu
3 Mijatović, Aleksandar
3 Peralta, Oscar
3 Renaud, Jean-François
3 Simon, Matthieu
3 Willmot, Gordon E.
3 Yang, Hailiang
2 Avanzi, Benjamin
2 Azcue, Pablo
2 Badescu, Andrei L.
2 Bekker, René
2 Boon, Marko A. A.
2 Breuer, Lothar
2 Cui, Zhenyu
2 Dębicki, Krzysztof
2 Engelke, Sebastian
2 Feng, Runhuan
2 González Cázares, Jorge
2 Grahovac, Danijel
2 Hashorva, Enkelejd
2 Horváth, Gábor
2 Lau, Hayden
2 Li, Jingchao
2 Loeffen, Ronnie L.
2 Minca, Andreea
2 Muler, Nora E.
2 Omwonylee, Joseph Okello
2 Sauri, Orimar
2 Starreveld, Nicos J.
2 Surya, Budhi Arta
2 Telek, Miklós
2 Uribe Bravo, Gerónimo
2 Vardar-Acar, Ceren
2 Vidmar, Matija
2 Vu, Nhat Linh
2 Wong, Bernard
2 Xu, Di
2 Yin, Chuancun
2 Zhao, Xianghua
1 Adan, Ivo J. B. F.
1 Al Ghanim, Dalal
1 Amini, Hamed
1 Andersen, Lars Nørvang
1 Araujo-Acuna, José Carlos
1 Asadi, Peiman
1 Badila, E. S.
1 Baurdoux, Erik Jan
1 Bayraktar, Erhan
1 Behme, Anita Diana
1 Ben Salah, Zied
1 Bensoussan, Alain
1 Berkelmans, Wouter
1 Bini, Dario Andrea
1 Bisewski, Krzysztof
1 Borovkov, Konstantin A.
1 Borst, Sem C.
1 Çağlar, Mine
1 Cai, Chunhao
1 Cai, Jun
1 Cázares, Jorge I. González
1 Cázares, Jorge Ignacio González
1 Chang, Liu
1 Chen, Shouting
1 Chi, Cheng
1 Choi, Michael C. H.
1 Cichocka, Agata
...and 126 more Authors
all top 5

Cited in 53 Serials

28 Insurance Mathematics & Economics
17 Journal of Applied Probability
16 Stochastic Processes and their Applications
15 Queueing Systems
15 Scandinavian Actuarial Journal
11 Stochastic Models
6 Advances in Applied Probability
6 Statistics & Probability Letters
6 Methodology and Computing in Applied Probability
4 Journal of Theoretical Probability
3 Applied Mathematics and Computation
3 Journal of Computational and Applied Mathematics
3 Theory of Probability and Mathematical Statistics
3 Electronic Journal of Probability
3 Bernoulli
3 Finance and Stochastics
3 European Actuarial Journal
2 Mathematics of Operations Research
2 SIAM Journal on Control and Optimization
2 Operations Research Letters
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 Electronic Journal of Statistics
1 Bulletin of the Australian Mathematical Society
1 Computers & Mathematics with Applications
1 Journal of Mathematical Analysis and Applications
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 SIAM Journal on Scientific Computing
1 Applied Mathematics. Series B (English Edition)
1 Top
1 Electronic Communications in Probability
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 SIAM Journal on Financial Mathematics
1 Stochastic Systems
1 Modern Stochastics. Theory and Applications

Citations by Year