Probability in the Engineering and Informational Sciences

Papers
(The median citation count of Probability in the Engineering and Informational Sciences is 0. 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 2021-05-01 to 2025-05-01.)
ArticleCitations
Extropy-based dynamic cumulative residual inaccuracy measure: properties and applications14
On the study of the cumulative residual extropy of mixed used systems and their complexity8
An inequality for log-concave functions and its use in the study of failure rates7
PES volume 36 issue 1 Cover and Back matter7
Scheduling servers in a two-stage queue with abandonments and costs6
PES volume 36 issue 2 Cover and Back matter6
Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times6
Valuation of vulnerable European options with market liquidity risk6
Incorporating covariate into mean and covariance function estimation of functional data under a general weighing scheme5
Some properties of convex and increasing convex orders under Archimedean copula5
A closed-form approximation formula for pricing European options under a three-factor model5
Strategic behavior, social optimization, and revenue maximization in queues with infinite servers4
Optimal allocation of a coherent system with statistical dependent subsystems4
Assortativity and bidegree distributions on Bernoulli random graph superpositions4
On hybrid tree-based methods for short-term insurance claims4
Analyzing the multi-state system under a run shock model4
Pareto-optimal reinsurance with default risk and solvency regulation3
On the dual risk model with Parisian implementation delays under a mixed dividend strategy3
A new measure of inaccuracy for record statistics based on extropy3
Rotation in age patterns of mortality decline: statistical evidence and modeling3
Random multi-hooking networks3
Lost sales obsolescence inventory systems with positive lead time: a system-point level-crossing approach3
On approximation of the analytic fixed finite time large t probability distributions in an extreme renewal process with no-mean inter-renewals3
A regret lower bound for assortment optimization under the capacitated MNL model with arbitrary revenue parameters3
Dependence comparisons of order statistics in the proportional hazards model3
Method-of-moments estimators of a scale parameter based on samples from a coherent system3
Equivalency in joint signatures for binary/multi-state systems of different sizes3
Options pricing with Markov regime switching Heston volatility Hull–White interest rates and stochastic intensity3
Corrigendum: “Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times”3
Optimal singular dividend control with capital injection and affine penalty payment at ruin3
Nonparametric estimation of some dividend problems in the perturbed compound Poisson model3
Discounted densities of overshoot and undershoot for Lévy processes with applications in finance3
Concentrated matrix exponential distributions with real eigenvalues3
General distributions of number representation elements3
Varentropy of doubly truncated random variable3
Asymptotic behaviors of aggregated Markov processes3
Almost first-order stochastic dominance by distorted expectations2
Hitting times on the lollipop graph2
The mean residual life at random age and its connection to variability measures2
A queueing system with an SIR-type infection2
The generalized join the shortest orbit queue system: stability, exact tail asymptotics and stationary approximations2
Optimal management and valuation of a natural resource: the case of optimal harvesting2
Likelihood ratio comparisons and logconvexity properties ofp-spacings from generalized order statistics2
Mean residual life order among largest order statistics arising from resilience-scale models with reduced scale parameters2
A simple European option pricing formula with a skew Brownian motion – ERRATUM2
PES volume 35 issue 3 Cover and Back matter2
Quantile-based information generating functions and their properties and uses2
PES volume 35 issue 4 Cover and Front matter2
A negative binomial approximation in group testing2
PES volume 36 issue 3 Cover and Back matter2
A simple European option pricing formula with a skew Brownian motion1
Resolving an open problem on the hazard rate ordering of p-spacings1
Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion1
PES volume 37 issue 1 Cover1
Asymptotics for the sum-ruin probability of a bi-dimensional compound risk model with dependent numbers of claims1
Team's seasonal win probabilities1
Applications of the classical compound Poisson model with claim sizes following a compound distribution1
Star-shaped order for distributions characterized by several parameters and some applications1
Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model1
A new weighted means of failure rate and associated quantile versions1
A closed-form pricing formula for catastrophe equity options1
On the distribution of winners’ scores in a round-robin tournament1
Reliability analysis of a K-out-of-N system with random rate of repair1
A lattice approach for option pricing under a regime-switching GARCH-jump model1
An extended class of multivariate counting processes and its main properties1
Credit default swap pricing with counterparty risk in a reduced form model with a common jump process1
Dependence among order statistics for time-transformed exponential models1
Preservation properties of some reliability classes by lifetimes of coherent and mixed systems and their signatures1
Copula-based reliability estimation of parallel-series system in the multicomponent stress–strength dependent model1
On Jensen- divergence measure1
Structured Replacement Policies for Offshore Wind Turbines1
A new lifetime distribution by maximizing entropy: properties and applications0
PES volume 36 issue 3 Cover and Front matter0
Equivalency of multi-state survival signatures of multi-state systems of different sizes and its use in the comparison of systems0
Correction to “On the distribution of winners’ scores in a round-robin tournament”0
Optimal call center forecasting and staffing0
Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims0
Improved bounds for the solutions of renewal equations0
The number of overlapping customers in Erlang-A queues: an asymptotic approach0
Worst-case Omega ratio under distribution uncertainty with its application in robust portfolio selection0
Extreme Behaviors of the Tail Gini-Type Variability Measures0
Log-concavity and relative log-concave ordering of compound distributions0
Method of moments estimation for the superposition of square-root diffusions0
PES volume 35 issue 4 Cover and Back matter0
Temporal concatenation for Markov decision processes0
PES volume 36 issue 2 Cover and Front matter0
Graph connectivity with fixed endpoints in the random-connection model0
PES volume 35 issue 3 Cover and Front matter0
A value-at-risk approach to futures hedge0
Game theoretic modeling of economic denial of sustainability (EDoS) attack in cloud computing0
Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times0
Discounted cost exponential semi-Markov decision processes with unbounded transition rates: a service rate control problem with impatient customers0
On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures0
Asset allocation for a DC pension plan with minimum guarantee constraint and hidden Markov regime-switching0
An adaptive strategy for offering m-out-of-n insurance policies0
Nonlinear and unbalanced urn models with two types of strategies: a stochastic approximation point of view0
Some generalized information and divergence generating functions: properties, estimation, validation, and applications0
Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure0
Stochastic comparison of parallel systems with Pareto components0
Ordering and aging properties of systems with dependent components governed by the Archimedean copula0
Phase transitions in biased opinion dynamics with 2-choices rule0
Barlow and Proschan principle for coherent systems with statistically dependent component and redundancy lifetimes0
PES volume 36 issue 4 Cover and Back matter0
Completion times of jobs on two-state service processes and their asymptotic behavior0
Stochastic comparisons of largest claim and aggregate claim amounts0
Stochastic properties of generalized finite α-mixtures0
On the combined imperfect repair process0
On the probability of a Pareto record0
Analyzing a single hyper-exponential working vacation queue from its governing difference equation0
Equilibrium analysis of the fluid model with two types of parallel customers and incomplete fault0
Overlap times in the infinite server queue0
The bisexual branching processes affected by viral infectivity and with random control functions in random environments0
Relationships between cumulative entropy/extropy, Gini mean difference and probability weighted moments0
Optimal control of supervisors balancing individual and joint responsibilities0
Optimal allocation of policy limits in layer reinsurance treaties0
A Cox model for gradually disappearing events0
Orderings of extremes among dependent extended Weibull random variables0
Option pricing under a double-exponential jump-diffusion model with varying severity of jumps0
On multivariate contribution measures of systemic risk with applications in cryptocurrency market0
Tsallis value-at-risk: generalized entropic value-at-risk0
Multiple-drawing dynamic Friedman urns with opposite-reinforcement0
Orderings of component level versus system level at active redundancies for coherent systems with dependent components0
Ordered multi-state system signature and its dynamic version in evaluating used multi-state systems0
On dual risk models with proportional gains and dependencies0
Almost exact recovery in noisy semi-supervised learning0
PES volume 36 issue 1 Cover and Front matter0
Optimal design for network mutual aid0
On the dynamic residual measure of inaccuracy based on extropy in order statistics0
Shock models governed by an inverse gamma mixed Poisson process0
The value of information and efficient switching in channel selection0
Game-theoretic policy computing and simulation for blockchained buffering system via diffusion approximation0
Valuing vulnerable Asian options with liquidity risk under Lévy processes0
Preface0
Disparity-persistence and the multistep friendship paradox0
Semi-parametric estimation of system reliability for multicomponent stress-strength model under hierarchical Archimedean copulas0
On stochastic ordering among extreme shock models0
On a retrial queue with negative customers, passive breakdown, and delayed repairs0
On the second-order excess wealth order and its properties0
Precise large deviations of the net loss process in a non-standard two-dimensional risk model0
Using a Chen-Stein identity to obtain low variance simulation estimators0
Batch sojourn and delivery times in polling systems on a circle0
Percolation in simple directed random graphs with a given degree distribution0
PES volume 36 issue 4 Cover and Front matter0
Precise large deviations for a multidimensional risk model with regression dependence structure0
A closed-form approximation for pricing spread options on futures under a mean-reverting spot price model with multiscale stochastic volatility0
Asymptotics of a time bounded cylinder model0
A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility0
Covariances in Pólya urn schemes0
On history-dependent mixed shock models0
On inactivity times of failed components of coherent system under double monitoring0
Depths in hooking networks0
Some stochastic comparisons of lower records and lower record spacings0
Binomial distribution with delay in analysis and parametrization of Ouroboros Praos proof of stake blockchain protocol0
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