| Exit identities for Lévy processes observed at Poisson arrival times H Albrecher, J Ivanovs, X Zhou | 111 | 2016 |
| Sparse structures for multivariate extremes S Engelke, J Ivanovs Annual Review of Statistics and Its Application 8 (1), 241-270, 2021 | 98 | 2021 |
| Occupation densities in solving exit problems for Markov additive processes and their reflections J Ivanovs, Z Palmowski Stochastic Processes and their Applications 122 (9), 3342-3360, 2012 | 95 | 2012 |
| First passage of a Markov additive process and generalized Jordan chains DA Bernardo, J Ivanovs, O Kella, M Mandjes Journal of Applied Probability 47 (4), 1048-1057, 2010 | 65* | 2010 |
| One-sided Markov additive processes and related exit problems J Ivanovs | 45 | 2011 |
| Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations H Albrecher, J Ivanovs Stochastic Processes and their Applications 127 (2), 643-656, 2017 | 43 | 2017 |
| Markov-modulated Brownian motion with two reflecting barriers J Ivanovs Journal of Applied Probability 47 (4), 1034-1047, 2010 | 40 | 2010 |
| Singularities of the matrix exponent of a Markov additive process with one-sided jumps J Ivanovs, O Boxma, M Mandjes Stochastic processes and their applications 120 (9), 1776-1794, 2010 | 37* | 2010 |
| Lévy-driven polling systems and continuous-state branching processes O Boxma, J Ivanovs, K Kosiński, M Mandjes Stochastic Systems 1 (2), 411-436, 2011 | 30 | 2011 |
| Zooming in on a Lévy process at its supremum J Ivanovs | 29 | 2018 |
| Power identities for Lévy risk models under taxation and capital injections H Albrecher, J Ivanovs Stochastic Systems 4 (1), 157-172, 2014 | 29 | 2014 |
| Potential measures of one-sided Markov additive processes with reflecting and terminating barriers J Ivanovs Journal of Applied Probability 51 (4), 1154-1170, 2014 | 28 | 2014 |
| A risk model with an observer in a Markov environment H Albrecher, J Ivanovs Risks 1 (3), 148-161, 2013 | 28 | 2013 |
| Two-sided reflection of Markov-modulated Brownian motion B D'Auria, J Ivanovs, O Kella, M Mandjes Stochastic Models 28 (2), 316-332, 2012 | 21 | 2012 |
| Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid K Bisewski, J Ivanovs | 18 | 2020 |
| A bivariate risk model with mutual deficit coverage J Ivanovs, O Boxma Insurance: Mathematics and Economics 64, 126-134, 2015 | 17 | 2015 |
| First passage of time-reversible spectrally negative Markov additive processes J Ivanovs, M Mandjes Operations Research Letters 38 (2), 77-81, 2010 | 16 | 2010 |
| The tax identity for Markov additive risk processes H Albrecher, F Avram, C Constantinescu, J Ivanovs Methodology and Computing in Applied Probability 16, 245-258, 2014 | 15 | 2014 |
| On simple ruin expressions in dependent Sparre Andersen risk models H Albrecher, OJ Boxma, J Ivanovs Journal of Applied Probability 51 (1), 293-296, 2014 | 14 | 2014 |
| A note on killing with applications in risk theory J Ivanovs Insurance: Mathematics and Economics 52 (1), 29-34, 2013 | 14 | 2013 |
Albrecher HansjörgProfessor of Actuarial Science, Faculty of Business and Economics (HEC), University of LausanneVerified email at unil.ch
