Геннадий Иванов. Gennadiy Ivanov. О знаменитости.

Jevgenijs Ivanovs’ research therefore aims at quantifying the sensitivity of risk measurement to model-misspecification, which goes beyond the deviations in the model parameters. This is particularly relevant for extreme risks, where good modelling is particularly challenging,

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Jevgenijs ivanovs

We prove that a BNC structure and its associated LR specification, index exactly the same set of conditional distributions jevgenijs.ivanovs@math.au.dk. Phone: +4587155798. Department of Economics and Business Economics - CREATES Jevgenijs Ivanovs is Associate Professor at the Department of Mathematics at Aarhus University. His research interests are applied probability in a broad sense: queueing theory, risk theory, Lévy processes, matrix analytic methods, scaling limits, max-stable processes, distribution model risk, particle systems, and Bayesian networks.

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Jevgenijs Ivanovs Assistant Food & Beverage Manager at Army & Navy Club Worcester Park, Greater London, United Kingdom Hospitality Read Jevgenijs Ivanovs's latest research, browse their coauthor's research, and play around with their algorithms View Jevgenijs Ivanovs’ profile on LinkedIn, the world’s largest professional community. Jevgenijs has 1 job listed on their profile. See the complete profile on LinkedIn and discover Jevgenijs’ connections and jobs at similar companies.

Jevgenijs Ivanovs Lektor, født 1983. Projekt. Risikomåls følsomhed over for model-misspecifikation i analyse af ekstreme begivenheder. Hvad handler dit

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Jevgenijs Ivanovs. Associate Professor. Department of Mathematics, Aarhus University.

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View Jevgenijs Ivanovs’ profile on LinkedIn, the world’s largest professional community. Jevgenijs has 4 jobs listed on their profile. See the complete profile on LinkedIn and discover Jevgenijs’ connections and jobs at similar companies.

ADAMOVITCH Vladimir. RUS. 1971.

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‪Arhus University‬ - ‪Cited by 619‬ - ‪Levy processes‬ - ‪risk theory‬ - ‪queuing theory‬ - ‪extreme value theory‬ - ‪applied probability‬

Eugene Ivanov. Sparse Structures for Multivariate Extremes. Engelke, Sebastian; ;; Ivanovs, Jevgenijs. Abstract.

In this note we provide a simple alternative probabilistic derivation of an explicit formula of Kwan and Yang (2007) for the probability of ruin in a risk model with a certain dependence between general claim interoccurrence times and subsequent claim sizes of conditionally exponential type.

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1Research Center for Statistics, University of Geneva, Robust Bounds in Multivariate Extremes. Front Cover. Sebastian Engelke, Jevgenijs Ivanovs. T.N. Thiele Centre, University of Aarhus, 2017. 0 Reviews Jevgenijs Ivanovs. Associate Professor. Department of Mathematics, Aarhus University.