Methodology and Computing in Applied Probability

Article	Citations
Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications	23
On the Time-Dependent Delta-Shock Model Governed by the Generalized PóLya Process	23
On Cumulative Entropies in Terms of Moments of Order Statistics	16
Assessment of Shock Models for a Particular Class of Intershock Time Distributions	14
Analysis of a Queueing Model with Batch Markovian Arrival Process and General Distribution for Group Clearance	14
Robust Stochastic Stackelberg Differential Reinsurance and Investment Games for an Insurer and a Reinsurer with Delay	13
Modelling with the Novel INAR(1)-PTE Process	12
Equilibrium Joining Strategies of Positive Customers in a Markovian Queue with Negative Arrivals and Working Vacations	10
Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks	10
On Dependent Multi-State Semi-Coherent Systems Based on Multi-State Joint Signature	10
Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims	8
Analysis of a Queueing System with Mixed Service Discipline	7
On Properties of the Phase-type Mixed Poisson Process and its Applications to Reliability Shock Modeling	7
Gerber-Shiu Function for a Class of Markov-Modulated Lévy Risk Processes with Two-Sided Jumps	7
Joint Reliability Function of Coherent Systems with Shared Heterogeneous Components	7
Using Infinite-server Resource Queue with Splitting of Requests for Modeling Two-channel Data Transmission	6
Bayesian Analysis of Proportions via a Hidden Markov Model	6
Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses	6
General M-Estimator Processes and their m out of n Bootstrap with Functional Nuisance Parameters	5
A Fourier Transform Method for Solving Backward Stochastic Differential Equations	5
Moments for Hawkes Processes with Gamma Decay Kernel Functions	5
Ruin Probability for Finite Erlang Mixture Claims Via Recurrence Sequences	5
Equilibrium Joining Strategies in the Retrial Queue with Two Classes of Customers and Delayed Vacations	5
Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression	5
Bivariate Sarmanov Phase-Type Distributions for Joint Lifetimes Modeling	4

Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses	4
On the Rates of Asymptotic Normality for Bernstein Polynomial Estimators in a Triangular Array	4
Joint Reliability of Two Consecutive-(1, l) or (2, k)-out-of-(2, n): F Type Systems and Its Application in Smart Street Light Deployment	4
Nonlinear Unbalanced Urn Models via Stochastic Approximation	4
Bounds for the Renewal Function and Related Quantities	4
Matched Queues with Flexible and Impatient Customers	4
Profit Optimization of Cattle Growth with Variable Prices	4
Stochastic Analysis of Rumor Spreading with Multiple Pull Operations	4
Optimizing Dividends and Capital Injections Limited by Bankruptcy, and Practical Approximations for the Cramér-Lundberg Process	4
Remaining Loads in a PH/M/c Queue with Impatient Customers	4
A Tail Measure With Variable Risk Tolerance: Application in Dynamic Portfolio Insurance Strategy	3
A New Robust Class of Skew Elliptical Distributions	3
Modelling Joint Behaviour of Asset Prices Using Stochastic Correlation	3
Small-t Expansion for the Hartman-Watson Distribution	3
Voting Rights, Markov Chains, and Optimization by Short Bursts	3
Markovian Arrival Process Subject to Renewal Generated Binomial Catastrophes	3
Estimation of Tempered Stable Lévy Models of Infinite Variation	3
On the Discounted Penalty Function in a Perturbed Erlang Renewal Risk Model With Dependence	3
Asymptotics for a Bidimensional Renewal Risk Model with Subexponential Main Claims and Delayed Claims	3
A Non-local Fokker-Planck Equation with Application to Probabilistic Evaluation of Sediment Replenishment Projects	3
A Numerical Approach for Evaluating the Time-Dependent Distribution of a Quasi Birth-Death Process	3
Bayesian Wavelet Stein’s Unbiased Risk Estimation of Multivariate Normal Distribution Under Reflected Normal Loss	3
Performance Analysis of Multi-processor Two-Stage Tandem Call Center Retrial Queues with Non-Reliable Processors	3
Optimal Mean-Variance Investment-Reinsurance Strategy for a Dependent Risk Model with Ornstein-Uhlenbeck Process	3
Several Topological Indices of Random Caterpillars	3
Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions	3
Reliability Assessment for Censored $${\boldsymbol{\delta}}$$-Shock Models	3
Asymptotic Analysis of Finite-Source M/GI/1 Retrial Queueing Systems with Collisions and Server Subject to Breakdowns and Repairs	3
Replacement Policy for Heterogeneous Items Subject to Gamma Degradation Processes	3
An Evolutionary Model that Satisfies Detailed Balance	3
Unbiased Simulation of Rare Events in Continuous Time	2
Multi-Point and Multi-Interval Bounded-Covering Availability Measures for Aggregated Markovian Repairable Systems	2
Scan Statistics for Normal Data with Outliers	2
Profile of Random Exponential Recursive Trees	2
Distributions of $$({k}_{1},{k}_{2},\dots ,{k}_{m})$$-runs with Multi-state Trials	2
On Rereading Stein’s Lemma: Its Intrinsic Connection with Cramér-Rao Identity and Some New Identities	2
Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models	2
Competing Risks Modeling by Extended Phase-Type Semi-Markov Distributions	2
Energy Efficiency in a Base Station of 5G Cellular Networks using M/G/1 Queue with Multiple Sleeps and N-Policy	2
On a Markovian Game Model for Competitive Insurance Pricing	2
Second Order Asymptotics for Infinite-Time Ruin Probability in a Compound Renewal Risk Model	2
Sequences of Improved Two-Sided Bounds for the Renewal Function and the Solutions of Renewal-Type Equations	2
Weighted fractional generalized cumulative past entropy and its properties	2
Strategic Behavior and Optimization of an M/M/1 Queue with N-Policy and Hysteretic Control	2
Discrete Tempered Stable Distributions	2
Fraction-Degree Reference Dependent Stochastic Dominance	2
Sojourn-time Distribution for $$M/G^a/1$$ Queue with Batch Service of Fixed Size - Revisited	2
Variance Swaps Under Multiscale Stochastic Volatility of Volatility	2
Discrete-Time Model of Company Capital Dynamics with Investment of a Certain Part of Surplus in a Non-Risky Asset for a Fixed Period	2
Valuation of Annuity Guarantees Under a Self-Exciting Switching Jump Model	2

Analysis of a Multiple Dual-Stage Vacation Queueing System with Disaster and Repairable Server	2
On Exact Distribution for Multivariate Weighted Distributions and Classification	2
Investigating Several Fundamental Properties of Random Lobster Trees and Random Spider Trees	2
Statistical Causality for Multivariate Nonlinear Time Series via Gaussian Process Models	2
Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes	2
Multi-State Joint Survival Signature for Multi-State Systems with Shared Multi-State Components	2
Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks	2
An Unusual Application of Cramér-Rao Inequality to Prove the Attainable Lower Bound for a Ratio of Complicated Gamma Functions	2
Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance	2
Robust Optimal Investment Problem with Delay under Heston’s Model	2
European and Asian Greeks for Exponential Lévy Processes	2
Poisson Edge Growth and Preferential Attachment Networks	2
Uniform Approximation for the Tail Behavior of Bidimensional Randomly Weighted Sums	2
Stochastic Differential Games on Optimal Investment and Reinsurance Strategy with Delay Under the CEV Model	2
Batch Size Selection for Variance Estimators in MCMC	2
Solving Elliptic Equations with Brownian Motion: Bias Reduction and Temporal Difference Learning	2
Omega Model for a Jump-Diffusion Process with a Two-Step Premium Rate and a Threshold Dividend Strategy	2
Parking Functions: From Combinatorics to Probability	2
Dynamical Behaviors of a Stochastic Single-Species Model with Allee Effects	2
Application of Bernstein Polynomials on Estimating a Distribution and Density Function in a Triangular Array	2
Pairwise Markov Models and Hybrid Segmentation Approach	2
Matrix Variate Two-Sided Power Distribution	2
Tail Dependence Functions of Two Classes of Bivariate Skew Distributions	1
Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications	1
Kac-Ornstein-Uhlenbeck Processes: Stationary Distributions and Exponential Functionals	1
Optimal Strategies in a Production Inventory Control Model	1
Stochastic Analysis of an Eco-Epidemic Model with Biological Control	1
Moments of the Ruin Time in a Lévy Risk Model	1
Hitting Time Problems of Sticky Brownian Motion and Their Applications in Optimal Stopping and Bond Pricing	1
Entropy of Some Discrete Distributions	1
A Discontinuous Galerkin Method for Approximating the Stationary Distribution of Stochastic Fluid-Fluid Processes	1
Binomial Approximation to Locally Dependent Collateralized Debt Obligations	1
The distribution of extended discrete random sums and its application to waiting time distributions	1
Crossings States and Sets of States in Random Walks	1
On Some Distributional Properties of Subordinated Gaussian Random Fields	1
Analyzing the Profitability and Efficiency in European Non-Life Insurance Industry	1
Single-Index Importance Sampling with Stratification	1
On the Mean and Variance Residual Life Comparisons of Coherent Systems with Identically Distributed Components	1
Difference Equations Approach for Multi-Server Queueing Models with Removable Servers	1
Inference for the Lee-Carter Model With An AR(2) Process	1
The Eigen-Distribution for Multi-Branching Weighted Trees on Independent Distributions	1
On The Randomized Schmitter Problem	1
Busy Periods for Queues Alternating Between Two Modes	1
Rare Events in Random Geometric Graphs	1
Efficient and robust estimation for autoregressive regression models using shape mixtures of skewt normal distribution	1
Ruin and Dividend Measures in the Renewal Dual Risk Model	1
A Versatile Stochastic Dissemination Model	1
On the Risk of Ruin in a SIS Type Epidemic	1
Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with more General Dependent Claim Risks and Defaultable Risk	1
Integer-valued Bilinear Model with Dependent Counting Series	1
Bounds on Multivariate Kendall’s Tau and Spearman’s Rho for Zero-Inflated Continuous Variables and their Application to Insurance	1
Asymptotics of Running Maxima for φ-Subgaussian Random Double Arrays	1
Portfolio Optimization With a Guaranteed Minimum Maturity Benefit and Risk-Adjusted Fees	1
Statistical Inference for Partially Observed Markov-Modulated Diffusion Risk Model	1
How Many Inner Simulations to Compute Conditional Expectations with Least-square Monte Carlo?	1
Some Expressions of a Generalized Version of the Expected Time in the Red and the Expected Area in Red	1
Optimal Investment and Risk Control Strategies for an Insurer Subject to a Stochastic Economic Factor in a Lévy Market	1
Dynamic Bivariate Mortality Modelling	1
Optimal Dividend Strategy Under Parisian Ruin with Affine Penalty	1
Simultaneous Confidence Regions and Weighted Hypotheses on Parameter Arrays	1
A New and Pragmatic Approach to the GIX/Geo/c/N Queues Using Roots	1
A New Separation Index and Classification Techniques Based on Shannon Entropy	1
Optimal DC Pension Management Under Inflation Risk With Jump Diffusion Price Index and Cost of Living Process	1
The Effect of Loss Preference on Queueing with Information Disclosure Policy	1
Analysis of a Discrete-time Queue with Modified Batch Service Policy and Batch-size-dependent Service	1
Analysis of IBNR Liabilities with Interevent Times Depending on Claim Counts	1
On Distribution and Average Run Length of a Two-Stage Control Process	1
Stochastic Dynamics of a Hybrid Delay Food Chain Model with Harvesting and Jumps in a Polluted Environment	1
A Multi-Step Algorithm for BSDEs Based On a Predictor-Corrector Scheme and Least-Squares Monte Carlo	1
Construction of Jointly Distributed Random Samples Drawn from the Beta Two-Parameter Process	1
Distributions Related to Weak Runs With a Minimum and a Maximum Number of Successes: A Unified Approach	1
Level Sets Semimetrics for Probability Measures with Applications in Hypothesis Testing	1
On the Derivative Counting Processes of First- and Second-order Aggregated Semi-Markov Systems	1
Estimating the Logarithm of Characteristic Function and Stability Parameter for Symmetric Stable Laws	1
Stochastic Fluid Models with Positive Jumps at Level Zero	1
First Hitting Time of Brownian Motion on Simple Graph with Skew Semiaxes	1
Simulation Analysis of a Base Station Using Finite Buffer M/G/1 Queueing System with Variant Sleeps	1
Analysis of a Stochastic Single-Species Model with Intraspecific Cooperation	1
A Multinomial Approximation Approach for the Finite Time Survival Probability Under the Markov-modulated Risk Model	1
The Inverse First-passage Time Problem as Hydrodynamic Limit of a Particle System	1

A Note on the Distribution of the Extreme Degrees of a Random Graph via the Stein-Chen Method	1
Variance Bounding of Delayed-Acceptance Kernels	1
On the Maximum of a Bivariate INMA Model with Integer Innovations	1
The First-Passage Area of Wiener Process with Stochastic Resetting	1
Approximations of Copulas via Transformed Moments	1
Singular Distribution Functions for Random Variables with Stationary Digits	1
Subsampling in Longitudinal Models	1
Uniform Preferential Selection Model for Generating Scale-free Networks	1
Construction and Simulation of Generalized Multivariate Hawkes Processes	1