OOIR: Observatory of International Research

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 2021-10-01 to 2025-10-01.)

Article	Citations
Extropy-based dynamic cumulative residual inaccuracy measure: properties and applications	15
On the study of the cumulative residual extropy of mixed used systems and their complexity	8
An inequality for log-concave functions and its use in the study of failure rates	7
PES volume 36 issue 2 Cover and Back matter	6
PES volume 36 issue 1 Cover and Back matter	6
Valuation of vulnerable European options with market liquidity risk	6
Some properties of convex and increasing convex orders under Archimedean copula	5
Scheduling servers in a two-stage queue with abandonments and costs	5
On hybrid tree-based methods for short-term insurance claims	5
Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times	5
Incorporating covariate into mean and covariance function estimation of functional data under a general weighing scheme	4
Strategic behavior, social optimization, and revenue maximization in queues with infinite servers	4
Optimal singular dividend control with capital injection and affine penalty payment at ruin	4
Analyzing the multi-state system under a run shock model	4
Dependence comparisons of order statistics in the proportional hazards model	4
Pareto-optimal reinsurance with default risk and solvency regulation	3
On the dual risk model with Parisian implementation delays under a mixed dividend strategy	3
Corrigendum: “Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times”	3
Options pricing with Markov regime switching Heston volatility Hull–White interest rates and stochastic intensity	3
General distributions of number representation elements	3
Nonparametric estimation of some dividend problems in the perturbed compound Poisson model	3
Discounted densities of overshoot and undershoot for Lévy processes with applications in finance	3
Rotation in age patterns of mortality decline: statistical evidence and modeling	3
Varentropy of doubly truncated random variable	3
Method-of-moments estimators of a scale parameter based on samples from a coherent system	3

A new measure of inaccuracy for record statistics based on extropy	3
On approximation of the analytic fixed finite time large t probability distributions in an extreme renewal process with no-mean inter-renewals	3
Random multi-hooking networks	3
Almost first-order stochastic dominance by distorted expectations	3
PES volume 35 issue 4 Cover and Front matter	2
A queueing system with an SIR-type infection	2
A simple European option pricing formula with a skew Brownian motion	2
Lost sales obsolescence inventory systems with positive lead time: a system-point level-crossing approach	2
Hitting times on the lollipop graph	2
A simple European option pricing formula with a skew Brownian motion – ERRATUM	2
A negative binomial approximation in group testing	2
Mean residual life order among largest order statistics arising from resilience-scale models with reduced scale parameters	2
Strategies for offering an m-out-of-n policy for multi-peril catastrophe insurance	2
Quantile-based information generating functions and their properties and uses	2
Likelihood ratio comparisons and logconvexity properties ofp-spacings from generalized order statistics	2
The mean residual life at random age and its connection to variability measures	2
PES volume 36 issue 3 Cover and Back matter	2
Asymptotic behaviors of aggregated Markov processes	2
Optimal management and valuation of a natural resource: the case of optimal harvesting	2