Jevgenijs Ivanovs

Management Science and Operations Research · 2010–2014

A researcher in the Science corpus: 3 papers; trusts 11 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 28 citations into it; #6,030 of 11,946 by trust here, #10,392 by citations
• Finance — 22 citations into it
• Demography — 9 citations into it
• Mathematical Physics — 9 citations into it
• Management Information Systems — 7 citations into it; #1,406 of 3,376 by trust here, #2,829 by citations
• Economics and Econometrics — 5 citations into it
• Statistics and Probability — 5 citations into it; #7,374 of 12,932 by trust here, #11,487 by citations

Whom Jevgenijs Ivanovs trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Andreas E. Kyprianou
2. Martijn Pistorius
3. Richard Bellman
4. Florin Avram
5. Lothar Breuer
6. Zbigniew Palmowski
7. Søren Asmussen
8. Alexey Kuznetsov
9. Marc Yor
10. Hansjörg Albrecher *

Who trusts Jevgenijs Ivanovs overall

1. Hansjörg Albrecher *
2. Erhan Bayraktar
3. Andreas E. Kyprianou
4. Xiaowen Zhou
5. Kazutoshi Yamazaki

Papers from Jevgenijs Ivanovs's perspective

Ordered by how strongly the researchers Jevgenijs Ivanovs trusts endorse each paper. Same corpus, a different order for every researcher.

1. Introductory Lectures on Fluctuations of Lévy Processes with Applications
2. A multi-dimensional martingale for Markov additive processes and its applications (Advances in Applied Probability)
3. Exit problems for spectrally negative Levy processes and applications to (Canadized) Russian options
4. Some Martingales Associated to Reflected Lévy Processes
5. Overshoots and undershoots of Lèvy processes
6. Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Journal of Applied Probability)
7. The Theory of Scale Functions for Spectrally Negative Lévy Processes
8. On Exit and Ergodicity of the Spectrally One-Sided Lévy Process Reflected at Its Infimum
9. Occupation densities in solving exit problems for Markov additive processes and their reflections
10. An optimal dividends problem with transaction costs for spectrally negative Lévy processes

Their papers

• Occupation densities in solving exit problems for Markov additive processes and their reflections (2011) — 79 citations
• First Passage of a Markov Additive Process and Generalized Jordan Chains (2010) — 53 citations
• Exit identities for L\'evy processes observed at Poisson arrival times (2014) — 108 citations