OOIR: Observatory of International Research

Papers

(The median citation count of Probability in the Engineering and Informational Sciences is 1. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-10-01 to 2025-10-01.)

Article	Citations
Extropy-based dynamic cumulative residual inaccuracy measure: properties and applications	15
On the study of the cumulative residual extropy of mixed used systems and their complexity	8
An inequality for log-concave functions and its use in the study of failure rates	7
PES volume 36 issue 1 Cover and Back matter	6
Valuation of vulnerable European options with market liquidity risk	6
PES volume 36 issue 2 Cover and Back matter	6
Some properties of convex and increasing convex orders under Archimedean copula	5
Scheduling servers in a two-stage queue with abandonments and costs	5
On hybrid tree-based methods for short-term insurance claims	5
Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times	5
Incorporating covariate into mean and covariance function estimation of functional data under a general weighing scheme	4
Strategic behavior, social optimization, and revenue maximization in queues with infinite servers	4
Optimal singular dividend control with capital injection and affine penalty payment at ruin	4
Analyzing the multi-state system under a run shock model	4
Dependence comparisons of order statistics in the proportional hazards model	4
Pareto-optimal reinsurance with default risk and solvency regulation	3
On the dual risk model with Parisian implementation delays under a mixed dividend strategy	3
Corrigendum: “Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times”	3
Options pricing with Markov regime switching Heston volatility Hull–White interest rates and stochastic intensity	3
General distributions of number representation elements	3
Nonparametric estimation of some dividend problems in the perturbed compound Poisson model	3
Discounted densities of overshoot and undershoot for Lévy processes with applications in finance	3
Rotation in age patterns of mortality decline: statistical evidence and modeling	3
Varentropy of doubly truncated random variable	3
Method-of-moments estimators of a scale parameter based on samples from a coherent system	3

A new measure of inaccuracy for record statistics based on extropy	3
On approximation of the analytic fixed finite time large t probability distributions in an extreme renewal process with no-mean inter-renewals	3
Random multi-hooking networks	3
Almost first-order stochastic dominance by distorted expectations	3
A simple European option pricing formula with a skew Brownian motion	2
Lost sales obsolescence inventory systems with positive lead time: a system-point level-crossing approach	2
Hitting times on the lollipop graph	2
A simple European option pricing formula with a skew Brownian motion – ERRATUM	2
A negative binomial approximation in group testing	2
Mean residual life order among largest order statistics arising from resilience-scale models with reduced scale parameters	2
Strategies for offering an m-out-of-n policy for multi-peril catastrophe insurance	2
Quantile-based information generating functions and their properties and uses	2
Likelihood ratio comparisons and logconvexity properties ofp-spacings from generalized order statistics	2
The mean residual life at random age and its connection to variability measures	2
PES volume 36 issue 3 Cover and Back matter	2
Asymptotic behaviors of aggregated Markov processes	2
Optimal management and valuation of a natural resource: the case of optimal harvesting	2
PES volume 35 issue 4 Cover and Front matter	2
A queueing system with an SIR-type infection	2
Credit default swap pricing with counterparty risk in a reduced form model with a common jump process	1
On Jensen- divergence measure	1
Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times	1
A new weighted means of failure rate and associated quantile versions	1
A Cox model for gradually disappearing events	1
Asymptotics for the sum-ruin probability of a bi-dimensional compound risk model with dependent numbers of claims	1
Relationships between cumulative entropy/extropy, Gini mean difference and probability weighted moments	1
Reliability analysis of a K-out-of-N system with random rate of repair	1
Dependence among order statistics for time-transformed exponential models	1
The generalized join the shortest orbit queue system: stability, exact tail asymptotics and stationary approximations	1
Applications of the classical compound Poisson model with claim sizes following a compound distribution	1
Structured Replacement Policies for Offshore Wind Turbines	1
Copula-based reliability estimation of parallel-series system in the multicomponent stress–strength dependent model	1
Precise large deviations for a multidimensional risk model with regression dependence structure	1
On multivariate contribution measures of systemic risk with applications in cryptocurrency market	1
PES volume 37 issue 1 Cover	1
Preservation properties of some reliability classes by lifetimes of coherent and mixed systems and their signatures	1
Introducing and applying varinaccuracy: a measure for doubly truncated random variables in reliability analysis	1
Resolving an open problem on the hazard rate ordering of p-spacings	1
An extended class of multivariate counting processes and its main properties	1
The time until a random walk exceeds a square root and other barriers	1
Asymptotics of a time bounded cylinder model	1
Correction to “On the distribution of winners’ scores in a round-robin tournament”	1
Batch sojourn and delivery times in polling systems on a circle	1
On a loss storage network with finite capacity	1
On a new family of r-modified reliability systems	1
Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion	1