Methodology and Computing in Applied Probability

Article	Citations
Markovian Arrival Process Subject to Renewal Generated Binomial Catastrophes	26
Correction to: High-Dimensional Quadratic Classifiers in Non-sparse Settings	17
Stochastic Dynamics of a Hybrid Delay Food Chain Model with Harvesting and Jumps in a Polluted Environment	13
Duality Between the Local Score of One Sequence and Constrained Hidden Markov Model	12
Deep Learning for Constrained Utility Maximisation	11
Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression	8
Pairwise Markov Models and Hybrid Segmentation Approach	7
Optimal Liquidation Through a Limit Order Book: A Neural Network and Simulation Approach	7
Analysis of a Multiple Dual-Stage Vacation Queueing System with Disaster and Repairable Server	7
A Numerical Method for Hedging Bermudan Options under Model Uncertainty	7
Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model	7
Variance Bounding of Delayed-Acceptance Kernels	7
The Inverse First-passage Time Problem as Hydrodynamic Limit of a Particle System	6
Binomial Approximation to Locally Dependent Collateralized Debt Obligations	6
On Computing the Multivariate Poisson Probability Distribution	6
A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks	6
Parking Functions: From Combinatorics to Probability	6
Efficient Approximations for Utility-Based Pricing	5
Asymptotic Analysis of Finite-Source M/GI/1 Retrial Queueing Systems with Collisions and Server Subject to Breakdowns and Repairs	5
A Speed-based Estimator of Signal-to-Noise Ratios	5
Applying Affine Urn Models to the Global Profile of Hyperrecursive Trees	5
A Conditioned Kullback-Leibler Divergence Measure through Compensator Processes and its Relationship to Cumulative Residual Inaccuracy Measure with Applications	5
On Dependent Multi-State Semi-Coherent Systems Based on Multi-State Joint Signature	5
New Information-Based Replacement Policies for Heterogeneous Populations of ‘Aging’ and ‘Non-Aging’ Items	4
On Distribution and Average Run Length of a Two-Stage Control Process	4

Approximations of Copulas via Transformed Moments	4
Randomized Repeated Significance Tests Based on Scan Statistics for Discrete Data	4
Admission Control of Parallel Queues with Fork Types of Jobs	4
Moments for Hawkes Processes with Gamma Decay Kernel Functions	4
Reconstruction of Random Fields Concentrated on an Unknown Curve using Irregularly Sampled Data	4
Complete Analysis of $$M/G_{r}^{(a,b)}/1/N$$ Queue with Second Optional Service	4
Spatial Permutations Sampling Convergence Speed	4
A Bhattacharyya-type Conditional Error Bound for Quadratic Discriminant Analysis	4
Queueing Inventory System with Multiple Service Nodes and Addressed Retrials from a Common Orbit	4
A Stationary Proportional Hazard Class Process and its Applications	4
Analysis of Two-Way Communication in $$M_1^X, M_2/G_1,G_2/1$$ Retrial Queue Under the Constant Retrial Policy	3
Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance	3
Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications	3
Entropy of Some Discrete Distributions	3
Ruin Probability for Finite Erlang Mixture Claims Via Recurrence Sequences	3
Estimation and Goodness-of-fit for the q-Weibull Distribution via the Mellin Transform	3
Asymptotic Analysis of k-Hop Connectivity in the 1D Unit Disk Random Graph Model	3
Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes	3
Bayes Estimator Under Neutrosophic Statistics: A Robust Approach for Handling Uncertainty and Imprecise Data	3
A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson’s Equation	3
Matrix-analytic Methods for the Evolution of Species Trees, Gene Trees, and Their Reconciliation	3
Cornish-Fisher Expansions for Functionals of the Weighted Partial Sum Empirical Distribution	3
First Hitting Time of Brownian Motion on Simple Graph with Skew Semiaxes	3
Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims	3
Multi-State Joint Survival Signature for Multi-State Systems with Shared Multi-State Components	3
Crossings States and Sets of States in Random Walks	3
Transform MCMC Schemes for Sampling Intractable Factor Copula Models	3
A Queueing Model with BMAP Arrivals and Heterogeneous Phase Type Group Services	3
Bayesian Wavelet Stein’s Unbiased Risk Estimation of Multivariate Normal Distribution Under Reflected Normal Loss	3
Joint Reliability Function of Coherent Systems with Shared Heterogeneous Components	3
Strong Convergence Properties for Weighted Sums of Extended Negatively Dependent Random Variables Under Sub-linear Expectations with Statistical Applications	3
Optimal Strategy and System Performance in a Feedback Queue with Customer-intensive Services and Boundedly Rational Customers	3
Construction and Simulation of Generalized Multivariate Hawkes Processes	3
Application of Bernstein Polynomials on Estimating a Distribution and Density Function in a Triangular Array	3
Diffusion Approximation of Loss Queueing Systems	3
Generalized Fractional Risk Process	3
Bivariate Semi-Parametric Model: Bayesian Inference	2
Performance and Optimization Analysis of a Queue with Delayed Uninterrupted Multiple Vacation and N-Policy	2
Optimal Pricing Strategy in an Unreliable M/M/1 Retrial Queue with Delayed Repair and Breakdown Deterioration	2
Some Expressions of a Generalized Version of the Expected Time in the Red and the Expected Area in Red	2
Moments of the Ruin Time in a Lévy Risk Model	2
Optimal Mean-Variance Investment-Reinsurance Strategy for a Dependent Risk Model with Ornstein-Uhlenbeck Process	2
Statistical Inference for Partially Observed Markov-Modulated Diffusion Risk Model	2
Stochastic Fluid Models with Upward Jumps and Phase Transitions	2
Randomized Quasi-Monte Carlo Methods on Triangles: Extensible Lattices and Sequences	2
Robust Optimal Investment Problem with Delay under Heston’s Model	2
On Geometric-type Approximations with Applications	2
Portfolio Optimization With a Guaranteed Minimum Maturity Benefit and Risk-Adjusted Fees	2
The Multivariate Generalized Linear Hawkes Process in High Dimensions with Applications in Neuroscience	2
Estimating the Logarithm of Characteristic Function and Stability Parameter for Symmetric Stable Laws	2

Nonparametric Estimation of Trend for Stochastic Processes Driven by G-Brownian Motion with Small Noise	2
Birth, Death, Coincidences and Occupancies: Solutions and Applications of Generalized Birthday and Occupancy Problems	2
Correction to: Articles in MCAP 23:1 March 2021 Issue to Be Classified as Original Articles	2
A Note on the Distribution of the Extreme Degrees of a Random Graph via the Stein-Chen Method	2
Bayesian Analysis of Proportions via a Hidden Markov Model	2
Two-sided Bounds for Renewal Equations and Ruin Quantities	2
Remaining Loads in a PH/M/c Queue with Impatient Customers	2
Analysis of Renewal Batch Arrival Queues with Multiple Vacations and Geometric Abandonment	2
Modeling and Control of Data Transmission	2
Random Apportionment: A Stochastic Solution to the Balinski-Young Impossibility	2
Bond Prices Under Information Asymmetry and a Short Rate with Instantaneous Feedback	2
Covering One Point Process with Another	2
Poisson Edge Growth and Preferential Attachment Networks	2
Asymptotic Finite-Time Ruin Probabilities for a Multidimensional Risk Model with Subexponential Claims	2
Efficient Algorithms for Tail Probabilities of Exchangeable Lognormal Sums	2
Distributions Related to Weak Runs With a Minimum and a Maximum Number of Successes: A Unified Approach	2
Energy Efficiency in a Base Station of 5G Cellular Networks using M/G/1 Queue with Multiple Sleeps and N-Policy	2
Weak Ergodicity in G-NHMS	2
Statistical Causality for Multivariate Nonlinear Time Series via Gaussian Process Models	2
Vessels Arrival Process and its Application to the SHIP/M/$$\infty$$ Queue	2
Multivariate Reversed Hazard Rates and Inactivity Times of Systems	2
Moments Computation for General Markov Fluid Models	2
The Effect of Loss Preference on Queueing with Information Disclosure Policy	2
The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain	1
A Non-equilibrium Geometric No-arbitrage Principle	1
Second-Order Properties for Planar Mondrian Tessellations	1
Optimal Strategies in a Production Inventory Control Model	1
A Non-local Fokker-Planck Equation with Application to Probabilistic Evaluation of Sediment Replenishment Projects	1
An Examination of the Negative Occupancy Distribution and the Coupon-Collector Distribution	1
Correction to: Asymptotic Normality for Inference on Multisample, High-Dimensional Mean Vectors Under Mild Conditions	1
Valuation of Annuity Guarantees Under a Self-Exciting Switching Jump Model	1
Discrete-Time Informal Queue with an Infinite Number of Groups for Resource Management of a Data Center	1
On Properties of the Phase-type Mixed Poisson Process and its Applications to Reliability Shock Modeling	1
The Gerber-Shiu Penalty Function for a Two-sided Renewal Risk Process Perturbed by Diffusion	1
On the Analysis of a Generalised Mean-Reverting Stochastic Model with Two Uncorrelated Brownian Motions	1
Ornstein - Uhlenbeck Process Driven By $$\alpha$$-stable Process and Its Gamma Subordination	1
Markovian Online Matching Algorithms on Large Bipartite Random Graphs	1
Optimal Investment-Consumption and Life Insurance Strategy with Mispricing and Model Ambiguity	1
Revisiting Best Linear Unbiased Estimation of Location-Scale Parameters Based on Optimally Selected Order Statistics Using Compound Design	1
The Bahadur Representation for Empirical and Smooth Quantile Estimators Under Association	1
Optimal Investment and Reinsurance to Maximize the Probability of Drawup Before Drawdown	1
On a Markovian Game Model for Competitive Insurance Pricing	1
Analysis of a Stochastic Single-Species Model with Intraspecific Cooperation	1
Robust Investment and Proportional Reinsurance Strategy with Delay and Jumps in a Stochastic Stackelberg Differential Game	1
A Numerical Approach for Evaluating the Time-Dependent Distribution of a Quasi Birth-Death Process	1
Quickest Change-point Detection Problems for Multidimensional Wiener Processes	1
Normal Approximation for Fire Incident Simulation Using Permanental Cox Processes	1
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	1
Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks	1
Preservation of Transform Order Properties of Component Lifetimes by System Lifetimes	1
Sideward Contact Tracing in an Epidemic Model with Mixing Groups	1
Dynamics of a Stochastic Regime-Switching Four-Species Food Chain Model with Distributed Delays and Harvesting	1
On Berman Functions	1
Portfolio Selection with Contrarian Strategy	1
Self and Mutually Exciting Point Process Embedding Flexible Residuals and Intensity with Discretely Markovian Dynamics	1
The Aggregate Discounted Claims Process Under Multiple and Terminable Arrivals Renewal Processes	1
Convergence Rates of Attractive-Repulsive MCMC Algorithms	1
Two-sided Bounds for some Quantities in the Delayed Renewal Process	1
Strategic Behavior and Optimization of an M/M/1 Queue with N-Policy and Hysteretic Control	1
Modelling with the Novel INAR(1)-PTE Process	1
Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with more General Dependent Claim Risks and Defaultable Risk	1
The Log-Logistic Regression Model Under Censoring Scheme	1
A Queueing-Inventory System with Modified Delayed Vacation under Bernoulli Schedule	1
Level Sets Semimetrics for Probability Measures with Applications in Hypothesis Testing	1
A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance	1
Reliability and Optimization for k-out-of-n: G Mixed Standby Retrial System with Dependency and J-Vacation	1
Fraction-Degree Reference Dependent Stochastic Dominance	1
Analytical Computation of Pseudo-Gibbs Distributions for Dependency Networks	1
Exact Covariances and Refined Asymptotics in Dichromatic Tenable Balanced Pólya Urn Schemes	1
Branching Random Walks on $$\mathbb {Z}$$ with One Particle Generation Center and Symmetrically Located Absorbing Sources	1
Blowup Probability, Blowup Time and Blowup Rate of Nonlinear Heat Equations with Potential Term Perturbed by a Multiplicative Gaussian Rough Noise	1
On the Time-Dependent Delta-Shock Model Governed by the Generalized PóLya Process	1
Portfolio Selection and Risk Control for an Insurer With Uncertain Time Horizon and Partial Information in an Anticipating Environment	1
Asymptotics of Sum of Heavy-tailed Risks with Copulas	1
Analysis of IBNR Liabilities with Interevent Times Depending on Claim Counts	1
Difference Equations Approach for Multi-Server Queueing Models with Removable Servers	1
Manage Pension Deficit with Heterogeneous Insurance	1
On Survival of Coherent Systems Subject to Random Shocks	1
Asymptotic Behaviors of the VaR and CVaR Estimates for Widely Orthant Dependent Sequences	1
A New Separation Index and Classification Techniques Based on Shannon Entropy	1

Ruin and Dividend Measures in the Renewal Dual Risk Model

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