OOIR: Observatory of International Research

Papers

(The TQCC of Methodology and Computing in Applied Probability 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 2020-10-01 to 2024-10-01.)

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
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
General M-Estimator Processes and their m out of n Bootstrap with Functional Nuisance Parameters	5
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
Bivariate Sarmanov Phase-Type Distributions for Joint Lifetimes Modeling	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
Profile of Random Exponential Recursive Trees	2
Distributions of $$({k}_{1},{k}_{2},\dots ,{k}_{m})$$-runs with Multi-state Trials	2
Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models	2
Energy Efficiency in a Base Station of 5G Cellular Networks using M/G/1 Queue with Multiple Sleeps and N-Policy	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
On Rereading Stein’s Lemma: Its Intrinsic Connection with Cramér-Rao Identity and Some New Identities	2
Weighted fractional generalized cumulative past entropy and its properties	2
Competing Risks Modeling by Extended Phase-Type Semi-Markov Distributions	2
Strategic Behavior and Optimization of an M/M/1 Queue with N-Policy and Hysteretic Control	2
On a Markovian Game Model for Competitive Insurance Pricing	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
Analysis of a Multiple Dual-Stage Vacation Queueing System with Disaster and Repairable Server	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
Multi-State Joint Survival Signature for Multi-State Systems with Shared Multi-State Components	2

Valuation of Annuity Guarantees Under a Self-Exciting Switching Jump Model	2
Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks	2
On Exact Distribution for Multivariate Weighted Distributions and Classification	2
An Unusual Application of Cramér-Rao Inequality to Prove the Attainable Lower Bound for a Ratio of Complicated Gamma Functions	2
Statistical Causality for Multivariate Nonlinear Time Series via Gaussian Process Models	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
Stochastic Differential Games on Optimal Investment and Reinsurance Strategy with Delay Under the CEV Model	2
Solving Elliptic Equations with Brownian Motion: Bias Reduction and Temporal Difference Learning	2
Parking Functions: From Combinatorics to Probability	2
Dynamical Behaviors of a Stochastic Single-Species Model with Allee Effects	2
Uniform Approximation for the Tail Behavior of Bidimensional Randomly Weighted Sums	2
Application of Bernstein Polynomials on Estimating a Distribution and Density Function in a Triangular Array	2
Batch Size Selection for Variance Estimators in MCMC	2
Pairwise Markov Models and Hybrid Segmentation Approach	2
Omega Model for a Jump-Diffusion Process with a Two-Step Premium Rate and a Threshold Dividend Strategy	2
Matrix Variate Two-Sided Power Distribution	2
Unbiased Simulation of Rare Events in Continuous Time	2
Scan Statistics for Normal Data with Outliers	2
Multi-Point and Multi-Interval Bounded-Covering Availability Measures for Aggregated Markovian Repairable Systems	2