Probability in the Engineering and Informational Sciences

Papers
(The TQCC of Probability in the Engineering and Informational Sciences is 3. 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 2022-06-01 to 2026-06-01.)
ArticleCitations
Extropy-based dynamic cumulative residual inaccuracy measure: properties and applications18
On the study of the cumulative residual extropy of mixed used systems and their complexity11
An inequality for log-concave functions and its use in the study of failure rates9
Multi-state linear three-dimensional consecutive k -type systems8
Scheduling servers in a two-stage queue with abandonments and costs7
Valuation of vulnerable European options with market liquidity risk7
Can a higher-order Markov chain be treated as a first-order Markov chain?6
Incorporating covariate into mean and covariance function estimation of functional data under a general weighing scheme6
Some properties of convex and increasing convex orders under Archimedean copula6
The Lorenz dominance index: a continuous measure for inequality and social welfare comparisons5
Pareto-optimal reinsurance with default risk and solvency regulation5
Multiserver-job response time under multilevel scaling5
On hybrid tree-based methods for short-term insurance claims5
Analyzing the multi-state system under a run shock model5
Strategic behavior, social optimization, and revenue maximization in queues with infinite servers5
Optimal singular dividend control with capital injection and affine penalty payment at ruin5
Nonparametric estimation of some dividend problems in the perturbed compound Poisson model4
Method-of-moments estimators of a scale parameter based on samples from a coherent system4
Stationary analysis for the fluid flow system regulated by a double-ended queue subject to catastrophic failures and repairs4
On the dual risk model with Parisian implementation delays under a mixed dividend strategy4
General distributions of number representation elements4
Discounted densities of overshoot and undershoot for Lévy processes with applications in finance4
A new measure of inaccuracy for record statistics based on extropy4
Comparison on the criticality parameters for two supercritical branching processes with immigration in random environments4
Mean residual life order among largest order statistics arising from resilience-scale models with reduced scale parameters3
A simple European option pricing formula with a skew Brownian motion – ERRATUM3
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
Relative and divergence measures based on extropy: dynamic forms and properties3
The mean residual life at random age and its connection to variability measures3
Quantile-based information generating functions and their properties and uses3
Rotation in age patterns of mortality decline: statistical evidence and modeling3
Varentropy of doubly truncated random variable3
Hitting times on the lollipop graph3
Strategies for offering an m -out-of- n policy for multi-peril catastrophe insurance3
Non-parametric estimation of the generalized past entropy function under α -mixing sample3
Random multi-hooking networks3
Asymptotic behaviors of aggregated Markov processes3
Almost first-order stochastic dominance by distorted expectations3
0.057582855224609