OOIR: Observatory of International Research

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 2022-05-01 to 2026-05-01.)

Article	Citations
Extropy-based dynamic cumulative residual inaccuracy measure: properties and applications	18
On the study of the cumulative residual extropy of mixed used systems and their complexity	11
Valuation of vulnerable European options with market liquidity risk	9
An inequality for log-concave functions and its use in the study of failure rates	8
Scheduling servers in a two-stage queue with abandonments and costs	7
Multi-state linear three-dimensional consecutive k -type systems	7
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 scheme	6
Some properties of convex and increasing convex orders under Archimedean copula	5
Strategic behavior, social optimization, and revenue maximization in queues with infinite servers	5
Multiserver-job response time under multilevel scaling	5
The Lorenz dominance index: a continuous measure for inequality and social welfare comparisons	5
On hybrid tree-based methods for short-term insurance claims	5
Analyzing the multi-state system under a run shock model	4
Nonparametric estimation of some dividend problems in the perturbed compound Poisson model	4
Method-of-moments estimators of a scale parameter based on samples from a coherent system	4
Optimal singular dividend control with capital injection and affine penalty payment at ruin	4
Pareto-optimal reinsurance with default risk and solvency regulation	4
On approximation of the analytic fixed finite time large t probability distributions in an extreme renewal process with no-mean inter-renewals	4
Discounted densities of overshoot and undershoot for Lévy processes with applications in finance	4
A new measure of inaccuracy for record statistics based on extropy	4
On the dual risk model with Parisian implementation delays under a mixed dividend strategy	4
General distributions of number representation elements	3
Options pricing with Markov regime switching Heston volatility Hull–White interest rates and stochastic intensity	3
Asymptotic behaviors of aggregated Markov processes	3

Quantile-based information generating functions and their properties and uses	3
Strategies for offering an m -out-of- n policy for multi-peril catastrophe insurance	3
Comparison on the criticality parameters for two supercritical branching processes with immigration in random environments	3
Random multi-hooking networks	3
Corrigendum: “Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times”	3
Hitting times on the lollipop graph	3
Mean residual life order among largest order statistics arising from resilience-scale models with reduced scale parameters	3
Rotation in age patterns of mortality decline: statistical evidence and modeling	3
Varentropy of doubly truncated random variable	3
Almost first-order stochastic dominance by distorted expectations	3
Relative and divergence measures based on extropy: dynamic forms and properties	3
Lost sales obsolescence inventory systems with positive lead time: a system-point level-crossing approach	3