Methodology and Computing in Applied Probability

Papers
(The median citation count of Methodology and Computing in Applied Probability is 1. 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 2021-06-01 to 2025-06-01.)
ArticleCitations
Markovian Arrival Process Subject to Renewal Generated Binomial Catastrophes26
Correction to: High-Dimensional Quadratic Classifiers in Non-sparse Settings17
Stochastic Dynamics of a Hybrid Delay Food Chain Model with Harvesting and Jumps in a Polluted Environment15
Deep Learning for Constrained Utility Maximisation13
Optimal Liquidation Through a Limit Order Book: A Neural Network and Simulation Approach9
A Numerical Method for Hedging Bermudan Options under Model Uncertainty8
Variance Bounding of Delayed-Acceptance Kernels8
Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression8
Analysis of a Multiple Dual-Stage Vacation Queueing System with Disaster and Repairable Server7
Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model7
The Inverse First-passage Time Problem as Hydrodynamic Limit of a Particle System7
Pairwise Markov Models and Hybrid Segmentation Approach7
A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks6
Parking Functions: From Combinatorics to Probability6
On Computing the Multivariate Poisson Probability Distribution6
Applying Affine Urn Models to the Global Profile of Hyperrecursive Trees6
Binomial Approximation to Locally Dependent Collateralized Debt Obligations6
Queueing Inventory System with Multiple Service Nodes and Addressed Retrials from a Common Orbit5
On Dependent Multi-State Semi-Coherent Systems Based on Multi-State Joint Signature5
A Conditioned Kullback-Leibler Divergence Measure through Compensator Processes and its Relationship to Cumulative Residual Inaccuracy Measure with Applications5
A Speed-based Estimator of Signal-to-Noise Ratios5
New Information-Based Replacement Policies for Heterogeneous Populations of ‘Aging’ and ‘Non-Aging’ Items5
Efficient Approximations for Utility-Based Pricing5
Admission Control of Parallel Queues with Fork Types of Jobs4
Moments for Hawkes Processes with Gamma Decay Kernel Functions4
On Distribution and Average Run Length of a Two-Stage Control Process4
Entropy of Some Discrete Distributions4
Reconstruction of Random Fields Concentrated on an Unknown Curve using Irregularly Sampled Data4
A Bhattacharyya-type Conditional Error Bound for Quadratic Discriminant Analysis4
Complete Analysis of $$M/G_{r}^{(a,b)}/1/N$$ Queue with Second Optional Service4
Optimal Strategy and System Performance in a Feedback Queue with Customer-intensive Services and Boundedly Rational Customers4
Strong Convergence Properties for Weighted Sums of Extended Negatively Dependent Random Variables Under Sub-linear Expectations with Statistical Applications4
Randomized Repeated Significance Tests Based on Scan Statistics for Discrete Data4
Approximations of Copulas via Transformed Moments4
Spatial Permutations Sampling Convergence Speed4
A Stationary Proportional Hazard Class Process and its Applications4
First Hitting Time of Brownian Motion on Simple Graph with Skew Semiaxes4
Estimation and Goodness-of-fit for the q-Weibull Distribution via the Mellin Transform4
Bayes Estimator Under Neutrosophic Statistics: A Robust Approach for Handling Uncertainty and Imprecise Data3
Weak Ergodicity in G-NHMS3
Transform MCMC Schemes for Sampling Intractable Factor Copula Models3
Multi-State Joint Survival Signature for Multi-State Systems with Shared Multi-State Components3
Analysis of Two-Way Communication in $$M_1^X, M_2/G_1,G_2/1$$ Retrial Queue Under the Constant Retrial Policy3
Ruin Probability for Finite Erlang Mixture Claims Via Recurrence Sequences3
Matrix-analytic Methods for the Evolution of Species Trees, Gene Trees, and Their Reconciliation3
Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims3
Energy Efficiency in a Base Station of 5G Cellular Networks using M/G/1 Queue with Multiple Sleeps and N-Policy3
Statistical Inference for Partially Observed Markov-Modulated Diffusion Risk Model3
Asymptotic Analysis of k-Hop Connectivity in the 1D Unit Disk Random Graph Model3
Diffusion Approximation of Loss Queueing Systems3
Crossings States and Sets of States in Random Walks3
Application of Bernstein Polynomials on Estimating a Distribution and Density Function in a Triangular Array3
Bayesian Wavelet Stein’s Unbiased Risk Estimation of Multivariate Normal Distribution Under Reflected Normal Loss3
Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications3
Competing Risks Modelling via Multistate System Methodology under a Generalized Family of Distributions3
A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson’s Equation3
Two-sided Bounds for Renewal Equations and Ruin Quantities3
Randomized Quasi-Monte Carlo Methods on Triangles: Extensible Lattices and Sequences3
Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes3
A Queueing Model with BMAP Arrivals and Heterogeneous Phase Type Group Services3
Construction and Simulation of Generalized Multivariate Hawkes Processes3
Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance3
Cornish-Fisher Expansions for Functionals of the Weighted Partial Sum Empirical Distribution3
Generalized Fractional Risk Process3
A Note on the Distribution of the Extreme Degrees of a Random Graph via the Stein-Chen Method2
Robust Optimal Investment Problem with Delay under Heston’s Model2
Multivariate Reversed Hazard Rates and Inactivity Times of Systems2
Random Apportionment: A Stochastic Solution to the Balinski-Young Impossibility2
Estimating the Logarithm of Characteristic Function and Stability Parameter for Symmetric Stable Laws2
Distributions Related to Weak Runs With a Minimum and a Maximum Number of Successes: A Unified Approach2
Stochastic Fluid Models with Upward Jumps and Phase Transitions2
State Re-union Maintainability for Semi-Markov Models in Manpower Planning2
Moments of the Ruin Time in a Lévy Risk Model2
Poisson Edge Growth and Preferential Attachment Networks2
Analysis of Renewal Batch Arrival Queues with Multiple Vacations and Geometric Abandonment2
Portfolio Optimization With a Guaranteed Minimum Maturity Benefit and Risk-Adjusted Fees2
Statistical Causality for Multivariate Nonlinear Time Series via Gaussian Process Models2
On Geometric-type Approximations with Applications2
Bond Prices Under Information Asymmetry and a Short Rate with Instantaneous Feedback2
Asymptotic Finite-Time Ruin Probabilities for a Multidimensional Risk Model with Subexponential Claims2
Moments Computation for General Markov Fluid Models2
Optimal Pricing Strategy in an Unreliable M/M/1 Retrial Queue with Delayed Repair and Breakdown Deterioration2
Birth, Death, Coincidences and Occupancies: Solutions and Applications of Generalized Birthday and Occupancy Problems2
Performance and Optimization Analysis of a Queue with Delayed Uninterrupted Multiple Vacation and N-Policy2
Bayesian Analysis of Proportions via a Hidden Markov Model2
Covering One Point Process with Another2
The Effect of Loss Preference on Queueing with Information Disclosure Policy2
The Multivariate Generalized Linear Hawkes Process in High Dimensions with Applications in Neuroscience2
Modeling and Control of Data Transmission2
Bivariate Semi-Parametric Model: Bayesian Inference2
Optimal Mean-Variance Investment-Reinsurance Strategy for a Dependent Risk Model with Ornstein-Uhlenbeck Process2
Some Expressions of a Generalized Version of the Expected Time in the Red and the Expected Area in Red2
Nonparametric Estimation of Trend for Stochastic Processes Driven by G-Brownian Motion with Small Noise2
On the Topology of Higher-order Age-dependent Random Connection Models2
Remaining Loads in a PH/M/c Queue with Impatient Customers2
Vessels Arrival Process and its Application to the SHIP/M/$$\infty$$ Queue2
Efficient Algorithms for Tail Probabilities of Exchangeable Lognormal Sums2
Fraction-Degree Reference Dependent Stochastic Dominance1
Discrete-Time Informal Queue with an Infinite Number of Groups for Resource Management of a Data Center1
Exact Covariances and Refined Asymptotics in Dichromatic Tenable Balanced Pólya Urn Schemes1
Dynamics of a Stochastic Predator-Prey System in Presence of Competitor for Prey with Fear Effect and Hunting Cooperation1
Manage Pension Deficit with Heterogeneous Insurance1
Level Sets Semimetrics for Probability Measures with Applications in Hypothesis Testing1
Analysis of IBNR Liabilities with Interevent Times Depending on Claim Counts1
Ornstein - Uhlenbeck Process Driven By $$\alpha$$-stable Process and Its Gamma Subordination1
Asymptotics of Sum of Heavy-tailed Risks with Copulas1
Two-sided Bounds for some Quantities in the Delayed Renewal Process1
Asymptotic Behaviors of the VaR and CVaR Estimates for Widely Orthant Dependent Sequences1
Modelling with the Novel INAR(1)-PTE Process1
Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with more General Dependent Claim Risks and Defaultable Risk1
The Log-Logistic Regression Model Under Censoring Scheme1
A Queueing-Inventory System with Modified Delayed Vacation under Bernoulli Schedule1
Analytical Computation of Pseudo-Gibbs Distributions for Dependency Networks1
General Draw-Down Times for Refracted Spectrally Negative Lévy Processes1
The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain1
On the Analysis of a Generalised Mean-Reverting Stochastic Model with Two Uncorrelated Brownian Motions1
Optimal Strategies in a Production Inventory Control Model1
Preservation of Transform Order Properties of Component Lifetimes by System Lifetimes1
An Examination of the Negative Occupancy Distribution and the Coupon-Collector Distribution1
On the Time-Dependent Delta-Shock Model Governed by the Generalized PóLya Process1
On Berman Functions1
Reliability and Optimization for k-out-of-n: G Mixed Standby Retrial System with Dependency and J-Vacation1
Analysis of a Stochastic Single-Species Model with Intraspecific Cooperation1
Blowup Probability, Blowup Time and Blowup Rate of Nonlinear Heat Equations with Potential Term Perturbed by a Multiplicative Gaussian Rough Noise1
Markovian Online Matching Algorithms on Large Bipartite Random Graphs1
The Aggregate Discounted Claims Process Under Multiple and Terminable Arrivals Renewal Processes1
Revisiting Best Linear Unbiased Estimation of Location-Scale Parameters Based on Optimally Selected Order Statistics Using Compound Design1
The Bahadur Representation for Empirical and Smooth Quantile Estimators Under Association1
Strategic Behavior and Optimization of an M/M/1 Queue with N-Policy and Hysteretic Control1
A New Separation Index and Classification Techniques Based on Shannon Entropy1
Ruin and Dividend Measures in the Renewal Dual Risk Model1
Portfolio Selection and Risk Control for an Insurer With Uncertain Time Horizon and Partial Information in an Anticipating Environment1
On Properties of the Phase-type Mixed Poisson Process and its Applications to Reliability Shock Modeling1
Sequences of Improved Two-Sided Bounds for the Renewal Function and the Solutions of Renewal-Type Equations1
The Gerber-Shiu Penalty Function for a Two-sided Renewal Risk Process Perturbed by Diffusion1
Quickest Change-point Detection Problems for Multidimensional Wiener Processes1
Joint Reliability of Two Consecutive-(1, l) or (2, k)-out-of-(2, n): F Type Systems and Its Application in Smart Street Light Deployment1
Normal Approximation for Fire Incident Simulation Using Permanental Cox Processes1
Branching Random Walks on $$\mathbb {Z}$$ with One Particle Generation Center and Symmetrically Located Absorbing Sources1
A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance1
A Numerical Approach for Evaluating the Time-Dependent Distribution of a Quasi Birth-Death Process1
Valuation of Annuity Guarantees Under a Self-Exciting Switching Jump Model1
Dynamics of a Stochastic Regime-Switching Four-Species Food Chain Model with Distributed Delays and Harvesting1
Self and Mutually Exciting Point Process Embedding Flexible Residuals and Intensity with Discretely Markovian Dynamics1
Sideward Contact Tracing in an Epidemic Model with Mixing Groups1
Convergence Rates of Attractive-Repulsive MCMC Algorithms1
Optimal Investment-Consumption and Life Insurance Strategy with Mispricing and Model Ambiguity1
Asymptotic Properties of the Estimators in Mildly Stable Unit Root Process1
On Survival of Coherent Systems Subject to Random Shocks1
Optimal Investment and Reinsurance to Maximize the Probability of Drawup Before Drawdown1
On a Markovian Game Model for Competitive Insurance Pricing1
Portfolio Selection with Contrarian Strategy1
A Non-local Fokker-Planck Equation with Application to Probabilistic Evaluation of Sediment Replenishment Projects1
Robust Investment and Proportional Reinsurance Strategy with Delay and Jumps in a Stochastic Stackelberg Differential Game1
Second-Order Properties for Planar Mondrian Tessellations1
A Non-equilibrium Geometric No-arbitrage Principle1
Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks1
Correction to: Asymptotic Normality for Inference on Multisample, High-Dimensional Mean Vectors Under Mild Conditions1
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