Methodology and Computing in Applied Probability

Article	Citations
Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications	20
On the Time-Dependent Delta-Shock Model Governed by the Generalized PóLya Process	17
Using Semi-Markov Chains to Solve Semi-Markov Processes	13
On Cumulative Entropies in Terms of Moments of Order Statistics	13
Assessment of Shock Models for a Particular Class of Intershock Time Distributions	11
Robust Stochastic Stackelberg Differential Reinsurance and Investment Games for an Insurer and a Reinsurer with Delay	10
Generalizations of Runs and Patterns Distributions for Sequences of Binary Trials	10
Modelling with the Novel INAR(1)-PTE Process	10
Comparisons of Multi-State Systems with Binary Components of Different Sizes	9
Analysis of a Queueing Model with Batch Markovian Arrival Process and General Distribution for Group Clearance	9
Truncated Family of Distributions with Applications to Time and Cost to Start a Business	9
On Dependent Multi-State Semi-Coherent Systems Based on Multi-State Joint Signature	8
Equilibrium Joining Strategies of Positive Customers in a Markovian Queue with Negative Arrivals and Working Vacations	8
Orderings of the Smallest Claim Amounts from Exponentiated Location-Scale Models	8
Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks	8
Ornstein-Uhlenbeck Processes of Bounded Variation	7
Approximations for the Boundary Crossing Probabilities of Moving Sums of Random Variables	7
Joint Reliability Function of Coherent Systems with Shared Heterogeneous Components	6
Analysis of a Stochastic Competitive Model with Saturation Effect and Distributed Delay	6
Using Infinite-server Resource Queue with Splitting of Requests for Modeling Two-channel Data Transmission	5
Sampling from Non-smooth Distributions Through Langevin Diffusion	5
Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses	5
Some Results on the Telegraph Process Confined by Two Non-Standard Boundaries	5
Asymptotic Distributions of Empirical Interaction Information	5
Transient and First Passage Time Distributions of First- and Second-order Multi-regime Markov Fluid Queues via ME-fication	5

Improving Hall’s Accelerated Sequential Procedure: Generalized Multistage Fixed-Width Confidence Intervals for a Normal Mean	4
A Fourier Transform Method for Solving Backward Stochastic Differential Equations	4
Gerber-Shiu Function for a Class of Markov-Modulated Lévy Risk Processes with Two-Sided Jumps	4
Ruin Probability for Finite Erlang Mixture Claims Via Recurrence Sequences	4
Linear Quadratic Gaussian Homing for Markov Processes with Regime Switching and Applications to Controlled Population Growth/Decay	4
Exact Results and Bounds for the Joint Tail and Moments of the Recurrence Times in a Renewal Process	4
Bayesian Analysis of Proportions via a Hidden Markov Model	4
Bivariate Sarmanov Phase-Type Distributions for Joint Lifetimes Modeling	4
Nonlinear Unbalanced Urn Models via Stochastic Approximation	4
On Properties of the Phase-type Mixed Poisson Process and its Applications to Reliability Shock Modeling	4
Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims	4
Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses	4
Fluid Flow Model for Energy-Aware Server Performance Evaluation	4
Profit Optimization of Cattle Growth with Variable Prices	4
Point Processes on Directed Linear Networks	4
Stochastic Analysis of Rumor Spreading with Multiple Pull Operations	4
Statistical Estimation of Mutual Information for Mixed Model	4
On the Rates of Asymptotic Normality for Bernstein Polynomial Estimators in a Triangular Array	4
A New Robust Class of Skew Elliptical Distributions	3
A Numerical Approach for Evaluating the Time-Dependent Distribution of a Quasi Birth-Death Process	3
Voting Rights, Markov Chains, and Optimization by Short Bursts	3
An Evolutionary Model that Satisfies Detailed Balance	3
General M-Estimator Processes and their m out of n Bootstrap with Functional Nuisance Parameters	3
Remaining Loads in a PH/M/c Queue with Impatient Customers	3
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	3
Markovian Arrival Process Subject to Renewal Generated Binomial Catastrophes	3
A Tail Measure With Variable Risk Tolerance: Application in Dynamic Portfolio Insurance Strategy	3
Matched Queues with Flexible and Impatient Customers	3
Replacement Policy for Heterogeneous Items Subject to Gamma Degradation Processes	3
Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression	3
Reliability Assessment for Censored $${\boldsymbol{\delta}}$$-Shock Models	2
Modelling Joint Behaviour of Asset Prices Using Stochastic Correlation	2
Small-t Expansion for the Hartman-Watson Distribution	2
Batch Size Selection for Variance Estimators in MCMC	2
Weighted fractional generalized cumulative past entropy and its properties	2
Robust Optimal Investment Problem with Delay under Heston’s Model	2
Competing Risks Modeling by Extended Phase-Type Semi-Markov Distributions	2
An Unusual Application of Cramér-Rao Inequality to Prove the Attainable Lower Bound for a Ratio of Complicated Gamma Functions	2
Approximation of the Equilibrium Distribution via Extreme Value Theory: an Application to Insurance Risk	2
Modelling of Limit Order Books by General Compound Hawkes Processes with Implementations	2
A New Class of Multivariate Elliptically Contoured Distributions with Inconsistency Property	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
Bayesian Inference of a Parametric Random Spheroid from its Orthogonal Projections	2
Second Order Asymptotics for Infinite-Time Ruin Probability in a Compound Renewal Risk Model	2
Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions	2
Valuation of Annuity Guarantees Under a Self-Exciting Switching Jump Model	2
Dynamical Behaviors of a Stochastic Single-Species Model with Allee Effects	2
On Complete Consistency for the Estimator of Nonparametric Regression Model Based on Asymptotically Almost Negatively Associated Errors	2
Generalized Evolutionary Point Processes: Model Specifications and Model Comparison	2
Performance Analysis of Multi-processor Two-Stage Tandem Call Center Retrial Queues with Non-Reliable Processors	2

On the Discounted Penalty Function in a Perturbed Erlang Renewal Risk Model With Dependence	2
Moments for Hawkes Processes with Gamma Decay Kernel Functions	2
Optimizing Dividends and Capital Injections Limited by Bankruptcy, and Practical Approximations for the Cramér-Lundberg Process	2
Distributions of $$({k}_{1},{k}_{2},\dots ,{k}_{m})$$-runs with Multi-state Trials	2
Asymptotic Results for the Absorption Time of Telegraph Processes with Elastic Boundary at the Origin	2
The Periodic Solutions to a Stochastic Two-Prey One-Predator Population Model with Impulsive Perturbations in a Polluted Environment	2
Investigating Several Fundamental Properties of Random Lobster Trees and Random Spider Trees	2
Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes	2
Omega Model for a Jump-Diffusion Process with a Two-Step Premium Rate and a Threshold Dividend Strategy	2
Optimal DC Pension Management Under Inflation Risk With Jump Diffusion Price Index and Cost of Living Process	2
Fraction-Degree Reference Dependent Stochastic Dominance	2
Delayed Capital Injections for a Risk Process with Markovian Arrivals	2
Bounds for the Renewal Function and Related Quantities	2
Several Topological Indices of Random Caterpillars	2
Profile of Random Exponential Recursive Trees	2
Poisson Edge Growth and Preferential Attachment Networks	2
Analysis of a Queueing System with Mixed Service Discipline	2
A Multi-Step Algorithm for BSDEs Based On a Predictor-Corrector Scheme and Least-Squares Monte Carlo	1
A Versatile Stochastic Dissemination Model	1
On Rereading Stein’s Lemma: Its Intrinsic Connection with Cramér-Rao Identity and Some New Identities	1
Bounds on Multivariate Kendall’s Tau and Spearman’s Rho for Zero-Inflated Continuous Variables and their Application to Insurance	1
Matrix Variate Two-Sided Power Distribution	1
On a Markovian Game Model for Competitive Insurance Pricing	1
Parking Functions: From Combinatorics to Probability	1
Unbiased Simulation of Rare Events in Continuous Time	1
Extrinsic Regression and Anti-Regression on Projective Shape Manifolds	1
Crossings States and Sets of States in Random Walks	1
Statistical Causality for Multivariate Nonlinear Time Series via Gaussian Process Models	1
A Multinomial Approximation Approach for the Finite Time Survival Probability Under the Markov-modulated Risk Model	1
Solving Elliptic Equations with Brownian Motion: Bias Reduction and Temporal Difference Learning	1
Dynamic Bivariate Mortality Modelling	1
Statistical Inference for Partially Observed Markov-Modulated Diffusion Risk Model	1
Asymptotics for a Bidimensional Renewal Risk Model with Subexponential Main Claims and Delayed Claims	1
Energy Efficiency in a Base Station of 5G Cellular Networks using M/G/1 Queue with Multiple Sleeps and N-Policy	1
Stochastic Differential Games on Optimal Investment and Reinsurance Strategy with Delay Under the CEV Model	1
Pairwise Markov Models and Hybrid Segmentation Approach	1
Singular Distribution Functions for Random Variables with Stationary Digits	1
Diffusion Approximation of Branching Processes in Semi-Markov Environment	1
Optimal Mean-Variance Investment-Reinsurance Strategy for a Dependent Risk Model with Ornstein-Uhlenbeck Process	1
Rare Events in Random Geometric Graphs	1
Inference for the Lee-Carter Model With An AR(2) Process	1
Variance Swaps Under Multiscale Stochastic Volatility of Volatility	1
Scan Statistics for Normal Data with Outliers	1
On Exact Distribution for Multivariate Weighted Distributions and Classification	1
Level Sets Semimetrics for Probability Measures with Applications in Hypothesis Testing	1
Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with more General Dependent Claim Risks and Defaultable Risk	1
Portfolio Optimization With a Guaranteed Minimum Maturity Benefit and Risk-Adjusted Fees	1
Stochastic Fluid Models with Positive Jumps at Level Zero	1
Asymptotics of Running Maxima for φ-Subgaussian Random Double Arrays	1
Some Expressions of a Generalized Version of the Expected Time in the Red and the Expected Area in Red	1
The Inverse First-passage Time Problem as Hydrodynamic Limit of a Particle System	1
Coupon Subset Collection Problem with Quotas	1
On Some Distributional Properties of Subordinated Gaussian Random Fields	1
On the Convergence Complexity of Gibbs Samplers for a Family of Simple Bayesian Random Effects Models	1
On the Maximum of a Bivariate INMA Model with Integer Innovations	1
Assessing Similarity of Random sets via Skeletons	1
Multi-Point and Multi-Interval Bounded-Covering Availability Measures for Aggregated Markovian Repairable Systems	1
Asymptotic Analysis of Finite-Source M/GI/1 Retrial Queueing Systems with Collisions and Server Subject to Breakdowns and Repairs	1
Kac-Ornstein-Uhlenbeck Processes: Stationary Distributions and Exponential Functionals	1
Optimal Dividend Strategy Under Parisian Ruin with Affine Penalty	1
Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models	1
Bayesian Wavelet Stein’s Unbiased Risk Estimation of Multivariate Normal Distribution Under Reflected Normal Loss	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
Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks	1
Entropy of Some Discrete Distributions	1
Ruin and Dividend Measures in the Renewal Dual Risk Model	1
Hitting Time Problems of Sticky Brownian Motion and Their Applications in Optimal Stopping and Bond Pricing	1
Uniform Approximation for the Tail Behavior of Bidimensional Randomly Weighted Sums	1
Moments of the Ruin Time in a Lévy Risk Model	1
On the Derivative Counting Processes of First- and Second-order Aggregated Semi-Markov Systems	1
Estimation of Tempered Stable Lévy Models of Infinite Variation	1
Queue-Length, Waiting-Time and Service Batch Size Analysis for the Discrete-Time GI/D-MSP$^{\text {(a,b)}}/1/\infty $ Queueing System	1
Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance	1
Efficient Simulation of Ruin Probabilities When Claims are Mixtures of Heavy and Light Tails	1
Optimal Investment and Risk Control Strategies for an Insurer Subject to a Stochastic Economic Factor in a Lévy Market	1
Sojourn-time Distribution for $$M/G^a/1$$ Queue with Batch Service of Fixed Size - Revisited	1
Perturbed Markov Chains with Damping Component	1
Analysis of a Stochastic Single-Species Model with Intraspecific Cooperation	1

Difference Equations Approach for Multi-Server Queueing Models with Removable Servers	1
Analysis of a Multiple Dual-Stage Vacation Queueing System with Disaster and Repairable Server	1
Equilibrium Joining Strategies in the Retrial Queue with Two Classes of Customers and Delayed Vacations	1
Privacy Considerations in Participatory Data Collection via Spatial Stackelberg Incentive Mechanisms	1
On the Risk of Ruin in a SIS Type Epidemic	1
Busy Periods for Queues Alternating Between Two Modes	1
On The Randomized Schmitter Problem	1
Subsampling in Longitudinal Models	1
The distribution of extended discrete random sums and its application to waiting time distributions	1
Uniform Preferential Selection Model for Generating Scale-free Networks	1
A New and Pragmatic Approach to the GIX/Geo/c/N Queues Using Roots	1
Tail Dependence Functions of Two Classes of Bivariate Skew Distributions	1
Construction and Simulation of Generalized Multivariate Hawkes Processes	1
First Hitting Time of Brownian Motion on Simple Graph with Skew Semiaxes	1