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 2020-11-01 to 2024-11-01.)

Article	Citations
RATIO ESTIMATION OF THE POPULATION MEAN USING AUXILIARY INFORMATION UNDER THE OPTIMAL SAMPLING DESIGN	17
A MEAN FIELD GAME ANALYSIS OF SIR DYNAMICS WITH VACCINATION	12
A CLOSED-FORM PRICING FORMULA FOR EUROPEAN EXCHANGE OPTIONS WITH STOCHASTIC VOLATILITY	9
SIGNATURES OF MULTI-STATE SYSTEMS BASED ON A SERIES/PARALLEL/RECURRENT STRUCTURE OF MODULES	9
Equivalency in joint signatures for binary/multi-state systems of different sizes	8
COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS	7
PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE	7
KOLMOGOROV BOUNDS FOR THE NORMAL APPROXIMATION OF THE NUMBER OF TRIANGLES IN THE ERDŐS–RÉNYI RANDOM GRAPH	7
A CUMULATIVE RESIDUAL INACCURACY MEASURE FOR COHERENT SYSTEMS AT COMPONENT LEVEL AND UNDER NONHOMOGENEOUS POISSON PROCESSES	6
Stochastic properties of generalized finite α-mixtures	6
On history-dependent mixed shock models	6
MARKOV CHAIN METHOD FOR COMPUTING THE RELIABILITY OF HAMMOCK NETWORKS	6
Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model	5
Varentropy of doubly truncated random variable	5
Ordering and aging properties of systems with dependent components governed by the Archimedean copula	5
On inactivity times of failed components of coherent system under double monitoring	5
Likelihood ratio comparisons and logconvexity properties ofp-spacings from generalized order statistics	4
Optimal allocation of a coherent system with statistical dependent subsystems	4
ON PROFITABILITY OF NAKAMOTO DOUBLE SPEND	4
Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims	4
Equivalency of multi-state survival signatures of multi-state systems of different sizes and its use in the comparison of systems	4
Nonparametric estimation of some dividend problems in the perturbed compound Poisson model	3
Team's seasonal win probabilities	3
RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS	3
TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS	3

Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion	3
Relationships between cumulative entropy/extropy, Gini mean difference and probability weighted moments	3
A new measure of inaccuracy for record statistics based on extropy	3
On the distribution of winners’ scores in a round-robin tournament	3
Assortativity and bidegree distributions on Bernoulli random graph superpositions	3
A simple European option pricing formula with a skew Brownian motion	3
Method-of-moments estimators of a scale parameter based on samples from a coherent system	3
On the dual risk model with Parisian implementation delays under a mixed dividend strategy	3
Covariances in Pólya urn schemes	3
Dependence comparisons of order statistics in the proportional hazards model	3
Depths in hooking networks	3
Applications of the classical compound Poisson model with claim sizes following a compound distribution	3
Pareto-optimal reinsurance with default risk and solvency regulation	2
ANALYTICAL RESULTS ON THE SERVICE PERFORMANCE OF STOCHASTIC CLEARING SYSTEMS	2
PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS	2
Valuing vulnerable Asian options with liquidity risk under Lévy processes	2
Random multi-hooking networks	2
Orderings of component level versus system level at active redundancies for coherent systems with dependent components	2
Optimal design for network mutual aid	2
On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures	2
Credit default swap pricing with counterparty risk in a reduced form model with a common jump process	2
Star-shaped order for distributions characterized by several parameters and some applications	2
Improved bounds for the solutions of renewal equations	2
ON EXTROPY PROPERTIES AND DISCRIMINATION INFORMATION OF DIFFERENT STRATIFIED SAMPLING SCHEMES	2
Game theoretic modeling of economic denial of sustainability (EDoS) attack in cloud computing	2
Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure	2
Preservation properties of some reliability classes by lifetimes of coherent and mixed systems and their signatures	2
Stochastic comparison of parallel systems with Pareto components	2
Structured Replacement Policies for Offshore Wind Turbines	2
Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times	2
Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times	2
Tsallis value-at-risk: generalized entropic value-at-risk	2
SCALING PROPERTIES OF QUEUES WITH TIME-VARYING LOAD PROCESSES: EXTENSIONS AND APPLICATIONS	1
OPTIMAL ADMISSION AND ROUTING WITH CONGESTION-SENSITIVE CUSTOMER CLASSES	1
Overlap times in the infinite server queue	1
On a retrial queue with negative customers, passive breakdown, and delayed repairs	1
A closed-form approximation formula for pricing European options under a three-factor model	1
A lattice approach for option pricing under a regime-switching GARCH-jump model	1
Valuation of vulnerable European options with market liquidity risk	1
Mean residual life order among largest order statistics arising from resilience-scale models with reduced scale parameters	1
Game-theoretic policy computing and simulation for blockchained buffering system via diffusion approximation	1
Ordered multi-state system signature and its dynamic version in evaluating used multi-state systems	1
A new lifetime distribution by maximizing entropy: properties and applications	1
SERVER COORDINATION IN QUEUEING SYSTEMS: WHEN AND HOW?	1
Almost first-order stochastic dominance by distorted expectations	1
On hybrid tree-based methods for short-term insurance claims	1
The generalized join the shortest orbit queue system: stability, exact tail asymptotics and stationary approximations	1
Stochastic comparisons of largest claim and aggregate claim amounts	1
THE NEAREST UNVISITED VERTEX WALK ON RANDOM GRAPHS	1
DUELING BANDIT PROBLEMS	1

CLOUD STORAGE FACILITY AS A FLUID QUEUE CONTROLLED BY MARKOVIAN QUEUE	1
Optimal control of supervisors balancing individual and joint responsibilities	1
Optimal singular dividend control with capital injection and affine penalty payment at ruin	1
Worst-case Omega ratio under distribution uncertainty with its application in robust portfolio selection	1
Resolving an open problem on the hazard rate ordering of p-spacings	1
ON MARKOVIAN QUEUES WITH SINGLE WORKING VACATION AND BERNOULLI INTERRUPTIONS	1
On the dynamic residual measure of inaccuracy based on extropy in order statistics	1
FURTHER RESULTS ON STOCHASTIC ORDERINGS AND AGING CLASSES IN SYSTEMS WITH AGE REPLACEMENT	1
Concentrated matrix exponential distributions with real eigenvalues	1