Probability in the Engineering and Informational Sciences

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 2020-01-01 to 2024-01-01.)
ArticleCitations
ON RELIABILITY FUNCTION OF A K-OUT-OF-N SYSTEM WITH GENERAL REPAIR TIME DISTRIBUTION15
RATIO ESTIMATION OF THE POPULATION MEAN USING AUXILIARY INFORMATION UNDER THE OPTIMAL SAMPLING DESIGN13
ANALYSIS AND APPLICATIONS OF THE RESIDUAL VARENTROPY OF RANDOM LIFETIMES10
EXPLICIT SOLUTIONS FOR CONTINUOUS-TIME QBD PROCESSES BY USING RELATIONS BETWEEN MATRIX GEOMETRIC ANALYSIS AND THE PROBABILITY GENERATING FUNCTIONS METHOD10
STRATEGIC ALLIANCE FOR BLOCKCHAIN GOVERNANCE GAME9
SIGNATURES OF MULTI-STATE SYSTEMS BASED ON A SERIES/PARALLEL/RECURRENT STRUCTURE OF MODULES7
A MEAN FIELD GAME ANALYSIS OF SIR DYNAMICS WITH VACCINATION7
COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS7
Equivalency in joint signatures for binary/multi-state systems of different sizes7
COMPARISONS ON LARGEST ORDER STATISTICS FROM HETEROGENEOUS GAMMA SAMPLES6
KOLMOGOROV BOUNDS FOR THE NORMAL APPROXIMATION OF THE NUMBER OF TRIANGLES IN THE ERDŐS–RÉNYI RANDOM GRAPH6
MARKOV CHAIN METHOD FOR COMPUTING THE RELIABILITY OF HAMMOCK NETWORKS5
ALGEBRAIC RELIABILITY OF MULTI-STATE k-OUT-OF-n SYSTEMS5
A CUMULATIVE RESIDUAL INACCURACY MEASURE FOR COHERENT SYSTEMS AT COMPONENT LEVEL AND UNDER NONHOMOGENEOUS POISSON PROCESSES5
Stochastic properties of generalized finite α-mixtures5
On history-dependent mixed shock models4
ON SEVERAL PROPERTIES OF A CLASS OF PREFERENTIAL ATTACHMENT TREES—PLANE-ORIENTED RECURSIVE TREES4
ON THE RESIDUAL AND PAST LIFETIMES OF COHERENT SYSTEMS UNDER RANDOM MONITORING4
BIRNBAUM CRITICALITY AND IMPORTANCE MEASURES FOR MULTISTATE SYSTEMS WITH REPAIRABLE COMPONENTS4
BAYESIAN ANALYSIS OF DOUBLY STOCHASTIC MARKOV PROCESSES IN RELIABILITY4
Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model4
A CLOSED-FORM PRICING FORMULA FOR EUROPEAN EXCHANGE OPTIONS WITH STOCHASTIC VOLATILITY4
ON RELATIVE AGING COMPARISONS OF COHERENT SYSTEMS WITH IDENTICALLY DISTRIBUTED COMPONENTS4
Equivalency of multi-state survival signatures of multi-state systems of different sizes and its use in the comparison of systems4
On inactivity times of failed components of coherent system under double monitoring4
Nonparametric estimation of some dividend problems in the perturbed compound Poisson model3
A STOCHASTIC ANALYSIS OF BIKE-SHARING SYSTEMS3
Dependence comparisons of order statistics in the proportional hazards model3
Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims3
PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE3
ORDERINGS OF FINITE MIXTURE MODELS WITH LOCATION-SCALE DISTRIBUTED COMPONENTS3
BIVARIATE MARSHALL–OLKIN EXPONENTIAL SHOCK MODEL3
EQUILIBRIUM VALUATION OF CURRENCY OPTIONS UNDER A DISCONTINUOUS MODEL WITH CO-JUMPS3
BROWNIAN MOTION MINUS THE INDEPENDENT INCREMENTS: REPRESENTATION AND QUEUING APPLICATION3
Covariances in Pólya urn schemes3
Team's seasonal win probabilities3
Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion3
BLOCKCHAIN DOUBLE-SPEND ATTACK DURATION3
Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure2
RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS2
Depths in hooking networks2
A simple European option pricing formula with a skew Brownian motion2
Random multi-hooking networks2
Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times2
Tsallis value-at-risk: generalized entropic value-at-risk2
ON PROFITABILITY OF NAKAMOTO DOUBLE SPEND2
RELIABILITY COMPARISON OF TWO UNIT REDUNDANCY SYSTEMS UNDER THE LOAD REQUIREMENT2
Optimal allocation of a coherent system with statistical dependent subsystems2
STOCHASTIC VOLATILITY MODEL WITH CORRELATED JUMP SIZES AND INDEPENDENT ARRIVALS2
METHOD OF MOMENTS ESTIMATION FOR LÉVY-DRIVEN ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODELS2
ON THE COMPARISON OF PERFORMANCE-PER-COST FOR COHERENT AND MIXED SYSTEMS2
Relationships between cumulative entropy/extropy, Gini mean difference and probability weighted moments2
On the distribution of winners’ scores in a round-robin tournament2
ANALYTICAL RESULTS ON THE SERVICE PERFORMANCE OF STOCHASTIC CLEARING SYSTEMS2
Applications of the classical compound Poisson model with claim sizes following a compound distribution2
PRESERVATION OF LOG-CONCAVITY AND LOG-CONVEXITY UNDER OPERATORS2
ON EXTROPY PROPERTIES AND DISCRIMINATION INFORMATION OF DIFFERENT STRATIFIED SAMPLING SCHEMES2
A NOTE ON THE ASYMPTOTIC BEHAVIOR OF THE HEIGHT FOR A BIRTH-AND-DEATH PROCESS1
DETERMINISTIC INVESTMENT STRATEGY IN A DC PENSION PLAN WITH INFLATION RISK UNDER MEAN-VARIANCE CRITERION1
On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures1
A closed-form approximation formula for pricing European options under a three-factor model1
Varentropy of doubly truncated random variable1
Stochastic comparison of parallel systems with Pareto components1
Star-shaped order for distributions characterized by several parameters and some applications1
FURTHER RESULTS ON STOCHASTIC ORDERINGS AND AGING CLASSES IN SYSTEMS WITH AGE REPLACEMENT1
A new lifetime distribution by maximizing entropy: properties and applications1
Method-of-moments estimators of a scale parameter based on samples from a coherent system1
Ordered multi-state system signature and its dynamic version in evaluating used multi-state systems1
DUELING BANDIT PROBLEMS1
CLOUD STORAGE FACILITY AS A FLUID QUEUE CONTROLLED BY MARKOVIAN QUEUE1
Concentrated matrix exponential distributions with real eigenvalues1
Ordering and aging properties of systems with dependent components governed by the Archimedean copula1
Almost first-order stochastic dominance by distorted expectations1
OPTIMAL ADMISSION AND ROUTING WITH CONGESTION-SENSITIVE CUSTOMER CLASSES1
Assortativity and bidegree distributions on Bernoulli random graph superpositions1
PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS1
On hybrid tree-based methods for short-term insurance claims1
Credit default swap pricing with counterparty risk in a reduced form model with a common jump process1
TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS1
THE NEAREST UNVISITED VERTEX WALK ON RANDOM GRAPHS1
Likelihood ratio comparisons and logconvexity properties ofp-spacings from generalized order statistics1
Orderings of component level versus system level at active redundancies for coherent systems with dependent components1
SCALING PROPERTIES OF QUEUES WITH TIME-VARYING LOAD PROCESSES: EXTENSIONS AND APPLICATIONS1
STOCHASTIC ORDERING OF LIFETIMES OF PARALLEL AND SERIES SYSTEMS COMPRISING HETEROGENEOUS DEPENDENT COMPONENTS WITH GENERALIZED BIRNBAUM-SAUNDERS DISTRIBUTIONS1
Optimal design for network mutual aid1
LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS1
SERVER COORDINATION IN QUEUEING SYSTEMS: WHEN AND HOW?1
GENERALIZATION OF THE PAIRWISE STOCHASTIC PRECEDENCE ORDER TO THE SEQUENCE OF RANDOM VARIABLES1
Preservation properties of some reliability classes by lifetimes of coherent and mixed systems and their signatures1
ANALYTICALLY CLOSED-FORM SOLUTIONS FOR THE DISTRIBUTION OF A NUMBER OF CUSTOMERS SERVED DURING A BUSY PERIOD FOR SPECIAL CASES OF THE GEO/G/1 QUEUE1
Stochastic comparisons of largest claim and aggregate claim amounts1
A lattice approach for option pricing under a regime-switching GARCH-jump model1
The generalized join the shortest orbit queue system: stability, exact tail asymptotics and stationary approximations1
ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: THE IMPLIED VOLATILITY SURFACE1
A CLASS OF SMALL DEVIATION THEOREMS FOR FUNCTIONALS OF RANDOM FIELDS ON A TREE WITH UNIFORMLY BOUNDED DEGREE IN RANDOM ENVIRONMENT1
VOLATILITY ANALYSIS OF REGIME-SWITCHING MODELS1
A PROBABILISTIC FRIENDSHIP NETWORK MODEL1
Mean residual life order among largest order statistics arising from resilience-scale models with reduced scale parameters1
A new measure of inaccuracy for record statistics based on extropy1
PERFORMANCE OF PROGNOSIS INDICATORS FOR SUPERIMPOSED RENEWAL PROCESSES1
On the dual risk model with Parisian implementation delays under a mixed dividend strategy1
SET-VALUED PERFORMANCE APPROXIMATIONS FOR THE QUEUE GIVEN PARTIAL INFORMATION1
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