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 2021-05-01 to 2025-05-01.)
ArticleCitations
Extropy-based dynamic cumulative residual inaccuracy measure: properties and applications14
On the study of the cumulative residual extropy of mixed used systems and their complexity8
An inequality for log-concave functions and its use in the study of failure rates7
PES volume 36 issue 1 Cover and Back matter7
Valuation of vulnerable European options with market liquidity risk6
Scheduling servers in a two-stage queue with abandonments and costs6
PES volume 36 issue 2 Cover and Back matter6
Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times6
A closed-form approximation formula for pricing European options under a three-factor model5
Incorporating covariate into mean and covariance function estimation of functional data under a general weighing scheme5
Some properties of convex and increasing convex orders under Archimedean copula5
On hybrid tree-based methods for short-term insurance claims4
Analyzing the multi-state system under a run shock model4
Strategic behavior, social optimization, and revenue maximization in queues with infinite servers4
Optimal allocation of a coherent system with statistical dependent subsystems4
Assortativity and bidegree distributions on Bernoulli random graph superpositions4
Pareto-optimal reinsurance with default risk and solvency regulation3
On the dual risk model with Parisian implementation delays under a mixed dividend strategy3
A new measure of inaccuracy for record statistics based on extropy3
Rotation in age patterns of mortality decline: statistical evidence and modeling3
Random multi-hooking networks3
Lost sales obsolescence inventory systems with positive lead time: a system-point level-crossing approach3
On approximation of the analytic fixed finite time large t probability distributions in an extreme renewal process with no-mean inter-renewals3
A regret lower bound for assortment optimization under the capacitated MNL model with arbitrary revenue parameters3
Dependence comparisons of order statistics in the proportional hazards model3
Method-of-moments estimators of a scale parameter based on samples from a coherent system3
Equivalency in joint signatures for binary/multi-state systems of different sizes3
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
Optimal singular dividend control with capital injection and affine penalty payment at ruin3
Nonparametric estimation of some dividend problems in the perturbed compound Poisson model3
Discounted densities of overshoot and undershoot for Lévy processes with applications in finance3
Concentrated matrix exponential distributions with real eigenvalues3
General distributions of number representation elements3
Varentropy of doubly truncated random variable3
Asymptotic behaviors of aggregated Markov processes3
Quantile-based information generating functions and their properties and uses2
PES volume 35 issue 4 Cover and Front matter2
A negative binomial approximation in group testing2
PES volume 36 issue 3 Cover and Back matter2
Almost first-order stochastic dominance by distorted expectations2
Hitting times on the lollipop graph2
The mean residual life at random age and its connection to variability measures2
A queueing system with an SIR-type infection2
The generalized join the shortest orbit queue system: stability, exact tail asymptotics and stationary approximations2
Optimal management and valuation of a natural resource: the case of optimal harvesting2
Likelihood ratio comparisons and logconvexity properties ofp-spacings from generalized order statistics2
Mean residual life order among largest order statistics arising from resilience-scale models with reduced scale parameters2
A simple European option pricing formula with a skew Brownian motion – ERRATUM2
PES volume 35 issue 3 Cover and Back matter2
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