The following pages link to Jevgenijs Ivanovs (Q282532):
Displaying 45 items.
- Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
- A Lévy-derived process seen from its supremum and max-stable processes (Q287704) (← links)
- Another look into decomposition results (Q364076) (← links)
- Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
- A bivariate risk model with mutual deficit coverage (Q495458) (← links)
- Time inhomogeneity in longest gap and longest run problems (Q730351) (← links)
- Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354) (← links)
- Transient analysis of a stationary Lévy-driven queue (Q900971) (← links)
- First passage of time-reversible spectrally negative Markov additive processes (Q969502) (← links)
- Singularities of the matrix exponent of a Markov additive process with one-sided jumps (Q988682) (← links)
- Zooming in on a Lévy process at its supremum (Q1650094) (← links)
- Robust bounds in multivariate extremes (Q1704149) (← links)
- On the longest gap between power-rate arrivals (Q1715533) (← links)
- Recovering Brownian and jump parts from high-frequency observations of a Lévy process (Q1983615) (← links)
- Discretization error for a two-sided reflected Lévy process (Q1992150) (← links)
- Discretization of the Lamperti representation of a positive self-similar Markov process (Q2029799) (← links)
- On scale functions for Lévy processes with negative phase-type jumps (Q2052939) (← links)
- Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630) (← links)
- Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid (Q2201489) (← links)
- Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
- Implementable coupling of Lévy process and Brownian motion (Q2239264) (← links)
- A note on killing with applications in risk theory (Q2252276) (← links)
- Splitting and time reversal for Markov additive processes (Q2360247) (← links)
- The tax identity for Markov additive risk processes (Q2445485) (← links)
- Two-Sided Reflection of Markov-Modulated Brownian Motion (Q2904314) (← links)
- Power identities for L\'evy risk models under taxation and capital injections (Q2921186) (← links)
- Markov-Modulated Brownian Motion with Two Reflecting Barriers (Q3067844) (← links)
- First Passage of a Markov Additive Process and Generalized Jordan Chains (Q3067845) (← links)
- Sparre Andersen identity and the last passage time (Q3188591) (← links)
- (Q4578294) (← links)
- Linking dividends and capital injections – a probabilistic approach (Q4583603) (← links)
- A factorization of a Lévy process over a phase-type horizon (Q4634188) (← links)
- Stochastic decompositions in bivariate risk and queueing models with mutual assistance (Q4994073) (← links)
- Probability of total domination for transient reflecting processes in a quadrant (Q5055362) (← links)
- L\'evy-driven polling systems and continuous-state branching processes (Q5168849) (← links)
- Two coupled Levy queues with independent input (Q5168874) (← links)
- Potential measures of one-sided Markov additive processes with reflecting and terminating barriers (Q5176526) (← links)
- Exact boundaries in sequential testing for phase-type distributions (Q5245635) (← links)
- On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models (Q5416559) (← links)
- SOFSEM 2005: Theory and Practice of Computer Science (Q5711559) (← links)
- Spherical clustering in detection of groups of concomitant extremes (Q5879526) (← links)
- A series expansion formula of the scale matrix with applications in CUSUM analysis (Q6123282) (← links)
- Lévy processes conditioned to stay in a half-space with applications to directional extremes (Q6157629) (← links)
- A new approach to fluctuations of reflected L\'{e}vy processes (Q6502669) (← links)
- One-sided Markov additive processes with lattice and non-lattice increments (Q6735944) (← links)
