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 2020-09-01 to 2024-09-01.)
ArticleCitations
RATIO ESTIMATION OF THE POPULATION MEAN USING AUXILIARY INFORMATION UNDER THE OPTIMAL SAMPLING DESIGN17
A MEAN FIELD GAME ANALYSIS OF SIR DYNAMICS WITH VACCINATION12
SIGNATURES OF MULTI-STATE SYSTEMS BASED ON A SERIES/PARALLEL/RECURRENT STRUCTURE OF MODULES9
Equivalency in joint signatures for binary/multi-state systems of different sizes8
A CLOSED-FORM PRICING FORMULA FOR EUROPEAN EXCHANGE OPTIONS WITH STOCHASTIC VOLATILITY8
KOLMOGOROV BOUNDS FOR THE NORMAL APPROXIMATION OF THE NUMBER OF TRIANGLES IN THE ERDŐS–RÉNYI RANDOM GRAPH7
COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS7
PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE7
A CUMULATIVE RESIDUAL INACCURACY MEASURE FOR COHERENT SYSTEMS AT COMPONENT LEVEL AND UNDER NONHOMOGENEOUS POISSON PROCESSES6
ORDERINGS OF FINITE MIXTURE MODELS WITH LOCATION-SCALE DISTRIBUTED COMPONENTS6
On history-dependent mixed shock models6
Stochastic properties of generalized finite α-mixtures6
MARKOV CHAIN METHOD FOR COMPUTING THE RELIABILITY OF HAMMOCK NETWORKS6
Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model5
On inactivity times of failed components of coherent system under double monitoring5
Equivalency of multi-state survival signatures of multi-state systems of different sizes and its use in the comparison of systems4
Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims4
Likelihood ratio comparisons and logconvexity properties ofp-spacings from generalized order statistics4
Varentropy of doubly truncated random variable4
Ordering and aging properties of systems with dependent components governed by the Archimedean copula4
Optimal allocation of a coherent system with statistical dependent subsystems4
On the dual risk model with Parisian implementation delays under a mixed dividend strategy3
Covariances in Pólya urn schemes3
On the distribution of winners’ scores in a round-robin tournament3
A simple European option pricing formula with a skew Brownian motion3
Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion3
Relationships between cumulative entropy/extropy, Gini mean difference and probability weighted moments3
Nonparametric estimation of some dividend problems in the perturbed compound Poisson model3
Team's seasonal win probabilities3
RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS3
TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS3
Depths in hooking networks3
ON PROFITABILITY OF NAKAMOTO DOUBLE SPEND3
A new measure of inaccuracy for record statistics based on extropy3
Dependence comparisons of order statistics in the proportional hazards model3
Assortativity and bidegree distributions on Bernoulli random graph superpositions3
Applications of the classical compound Poisson model with claim sizes following a compound distribution3
Method-of-moments estimators of a scale parameter based on samples from a coherent system3
ANALYTICAL RESULTS ON THE SERVICE PERFORMANCE OF STOCHASTIC CLEARING SYSTEMS2
Star-shaped order for distributions characterized by several parameters and some applications2
Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times2
Orderings of component level versus system level at active redundancies for coherent systems with dependent components2
ON EXTROPY PROPERTIES AND DISCRIMINATION INFORMATION OF DIFFERENT STRATIFIED SAMPLING SCHEMES2
Tsallis value-at-risk: generalized entropic value-at-risk2
Pareto-optimal reinsurance with default risk and solvency regulation2
PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS2
Structured Replacement Policies for Offshore Wind Turbines2
Random multi-hooking networks2
LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS2
Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure2
On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures2
Valuing vulnerable Asian options with liquidity risk under Lévy processes2
Improved bounds for the solutions of renewal equations2
SET-VALUED PERFORMANCE APPROXIMATIONS FOR THE QUEUE GIVEN PARTIAL INFORMATION2
Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times2
Game theoretic modeling of economic denial of sustainability (EDoS) attack in cloud computing2
Optimal design for network mutual aid2
A new lifetime distribution by maximizing entropy: properties and applications1
SERVER COORDINATION IN QUEUEING SYSTEMS: WHEN AND HOW?1
Overlap times in the infinite server queue1
On a retrial queue with negative customers, passive breakdown, and delayed repairs1
The generalized join the shortest orbit queue system: stability, exact tail asymptotics and stationary approximations1
On hybrid tree-based methods for short-term insurance claims1
Stochastic comparison of parallel systems with Pareto components1
THE NEAREST UNVISITED VERTEX WALK ON RANDOM GRAPHS1
Concentrated matrix exponential distributions with real eigenvalues1
Ordered multi-state system signature and its dynamic version in evaluating used multi-state systems1
OPTIMAL ADMISSION AND ROUTING WITH CONGESTION-SENSITIVE CUSTOMER CLASSES1
Optimal singular dividend control with capital injection and affine penalty payment at ruin1
Almost first-order stochastic dominance by distorted expectations1
Stochastic comparisons of largest claim and aggregate claim amounts1
Credit default swap pricing with counterparty risk in a reduced form model with a common jump process1
A lattice approach for option pricing under a regime-switching GARCH-jump model1
Valuation of vulnerable European options with market liquidity risk1
On the dynamic residual measure of inaccuracy based on extropy in order statistics1
Mean residual life order among largest order statistics arising from resilience-scale models with reduced scale parameters1
CLOUD STORAGE FACILITY AS A FLUID QUEUE CONTROLLED BY MARKOVIAN QUEUE1
Optimal control of supervisors balancing individual and joint responsibilities1
Worst-case Omega ratio under distribution uncertainty with its application in robust portfolio selection1
Preservation properties of some reliability classes by lifetimes of coherent and mixed systems and their signatures1
A closed-form approximation formula for pricing European options under a three-factor model1
ON MARKOVIAN QUEUES WITH SINGLE WORKING VACATION AND BERNOULLI INTERRUPTIONS1
Resolving an open problem on the hazard rate ordering of p-spacings1
FURTHER RESULTS ON STOCHASTIC ORDERINGS AND AGING CLASSES IN SYSTEMS WITH AGE REPLACEMENT1
DUELING BANDIT PROBLEMS1
SCALING PROPERTIES OF QUEUES WITH TIME-VARYING LOAD PROCESSES: EXTENSIONS AND APPLICATIONS1
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