Jevgeņijs Ivanovs
- Potential measures of one-sided Markov additive processes with reflecting and terminating barriers
2013/09/19 by Jevgeņijs 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
- A bivariate risk model with mutual deficit coverage
2015/01/13 by Jevgeņijs Ivanovs, Ivanovs, Jevgenijs, Onno Boxma +1 · 1 citation
Decision Sciences · Mathematics · #60K10 #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Statistical Methods in Clinical Trials
- Graphical models for infinite measures with applications to extremes
2022/11/28 by Sebastian Engelke, Jevgeņijs Ivanovs, Engelke, Sebastian +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60E07 #60G51 #60G70 #62H22 #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Probability (math.PR) #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications