Probability in the Engineering and Informational Sciences

Papers
(The TQCC of Probability in the Engineering and Informational Sciences is 2. 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 2020-11-01 to 2024-11-01.)
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
A CLOSED-FORM PRICING FORMULA FOR EUROPEAN EXCHANGE OPTIONS WITH STOCHASTIC VOLATILITY9
Equivalency in joint signatures for binary/multi-state systems of different sizes8
PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE7
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
On history-dependent mixed shock models6
MARKOV CHAIN METHOD FOR COMPUTING THE RELIABILITY OF HAMMOCK NETWORKS6
A CUMULATIVE RESIDUAL INACCURACY MEASURE FOR COHERENT SYSTEMS AT COMPONENT LEVEL AND UNDER NONHOMOGENEOUS POISSON PROCESSES6
Stochastic properties of generalized finite α-mixtures6
Varentropy of doubly truncated random variable5
Ordering and aging properties of systems with dependent components governed by the Archimedean copula5
On inactivity times of failed components of coherent system under double monitoring5
Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model5
ON PROFITABILITY OF NAKAMOTO DOUBLE SPEND4
Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims4
Equivalency of multi-state survival signatures of multi-state systems of different sizes and its use in the comparison of systems4
Likelihood ratio comparisons and logconvexity properties ofp-spacings from generalized order statistics4
Optimal allocation of a coherent system with statistical dependent subsystems4
RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS3
TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS3
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
A new measure of inaccuracy for record statistics based on extropy3
On the distribution of winners’ scores in a round-robin tournament3
Assortativity and bidegree distributions on Bernoulli random graph superpositions3
A simple European option pricing formula with a skew Brownian motion3
Method-of-moments estimators of a scale parameter based on samples from a coherent system3
On the dual risk model with Parisian implementation delays under a mixed dividend strategy3
Covariances in Pólya urn schemes3
Dependence comparisons of order statistics in the proportional hazards model3
Depths in hooking networks3
Applications of the classical compound Poisson model with claim sizes following a compound distribution3
Nonparametric estimation of some dividend problems in the perturbed compound Poisson model3
Team's seasonal win probabilities3
Optimal design for network mutual aid2
On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures2
Credit default swap pricing with counterparty risk in a reduced form model with a common jump process2
Star-shaped order for distributions characterized by several parameters and some applications2
Improved bounds for the solutions of renewal equations2
ON EXTROPY PROPERTIES AND DISCRIMINATION INFORMATION OF DIFFERENT STRATIFIED SAMPLING SCHEMES2
Game theoretic modeling of economic denial of sustainability (EDoS) attack in cloud computing2
Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure2
Preservation properties of some reliability classes by lifetimes of coherent and mixed systems and their signatures2
Stochastic comparison of parallel systems with Pareto components2
Structured Replacement Policies for Offshore Wind Turbines2
Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times2
Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times2
Tsallis value-at-risk: generalized entropic value-at-risk2
Pareto-optimal reinsurance with default risk and solvency regulation2
ANALYTICAL RESULTS ON THE SERVICE PERFORMANCE OF STOCHASTIC CLEARING SYSTEMS2
PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS2
Valuing vulnerable Asian options with liquidity risk under Lévy processes2
Random multi-hooking networks2
Orderings of component level versus system level at active redundancies for coherent systems with dependent components2
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