Jevgenijs Ivanovs
- Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations
2015/07/14 by Hansjörg Albrecher, Hansjoerg Albrecher, Albrecher, Hansjoerg +3 · 2 citations
Business, Management and Accounting · Mathematics · #Advanced Queuing Theory Analysis #FOS: Mathematics #Primary 60G51 #Probability (math.PR) #Secondary 91B30 #Supply Chain and Inventory Management #math.PR #msc:60G51 #msc:91B30
- Occupation densities in solving exit problems for Markov additive processes and their reflections
2011/10/17 by Jevgeņijs Ivanovs, Jevgenijs Ivanovs, Ivanovs, Jevgenijs +2 · 1 citation
Business, Management and Accounting · Decision Sciences · Mathematics · #Advanced Queuing Theory Analysis #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Probability and Risk Models #Stochastic processes and statistical mechanics #math.PR
- Potential measures of one-sided Markov additive processes with reflecting and terminating barriers
2013/09/19 by Jevgeņijs Ivanovs, Jevgenijs Ivanovs, Ivanovs, Jevgenijs · 1 citation
Business, Management and Accounting · Decision Sciences · Mathematics · #60G51 #60J25 #60J45 #Advanced Queuing Theory Analysis #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and statistical mechanics #math.PR #msc:60G51 #msc:60J25 #msc:60J45
- A bivariate risk model with mutual deficit coverage
2015/01/13 by Jevgenijs Ivanovs, Jevgeņijs Ivanovs, Onno Boxma +2 · 1 citation
Decision Sciences · Mathematics · #60K10 #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Statistical Methods in Clinical Trials #math.PR #msc:60K10