110 citations · 164 across the 29 of their papers we have counts for
Showing 2013 · math.PRShow all
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math.PR2013
A risk model with an observer in a Markov environment
Hansjoerg Albrecher, Jevgenijs Ivanovs
We consider a spectrally-negative Markov additive process as a model of a risk process in random environment. Following recent interest in alternative ruin concepts, we assume that…
math.PR2013
Potential measures of one-sided Markov additive processes with reflecting and terminating barriers
Jevgenijs Ivanovs
Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes a…
math.PR2013
Two coupled Levy queues with independent input
Onno Boxma, Jevgenijs Ivanovs
We consider a pair of coupled queues driven by independent spectrally-positive Levy processes. With respect to the bi-variate workload process this framework includes both the coup…