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 2021-03-01 to 2025-03-01.)

Article	Citations
Exact Covariances and Refined Asymptotics in Dichromatic Tenable Balanced Pólya Urn Schemes	25
A Versatile Stochastic Dissemination Model	16
Matrix-analytic Methods for the Evolution of Species Trees, Gene Trees, and Their Reconciliation	13
A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance	12
Actor-Critic Learning Algorithms for Mean-Field Control with Moment Neural Networks	11
Cornish-Fisher Expansions for Functionals of the Weighted Partial Sum Empirical Distribution	10
Asymptotics of Running Maxima for φ-Subgaussian Random Double Arrays	10
Duality Between the Local Score of One Sequence and Constrained Hidden Markov Model	8
Discrete Tempered Stable Distributions	7
Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims	7
Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance	7
Bond Prices Under Information Asymmetry and a Short Rate with Instantaneous Feedback	7
On Several Properties of A Class of Hybrid Recursive Trees	6
On Properties of the Phase-type Mixed Poisson Process and its Applications to Reliability Shock Modeling	6
On the Derivative Counting Processes of First- and Second-order Aggregated Semi-Markov Systems	6
Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks	6
Optimal Strategies in a Production Inventory Control Model	6
Fraction-Degree Reference Dependent Stochastic Dominance	6
Normal Approximation for Fire Incident Simulation Using Permanental Cox Processes	5
Asymptotic Behaviors of the VaR and CVaR Estimates for Widely Orthant Dependent Sequences	5
Exact Simulation of Poisson-Dirichlet Distribution and Generalised Gamma Process	5
Modeling and Control of Data Transmission	5
Unbiased Simulation of Rare Events in Continuous Time	5
Optimal Investment and Reinsurance to Maximize the Probability of Drawup Before Drawdown	5
On Familywise Error Rate Cutoffs under Pairwise Exchangeability	4

Optimal Liquidation Through a Limit Order Book: A Neural Network and Simulation Approach	4
The Valuation at Origination of Mortgages with Full Prepayment and Default Risks	4
Robust Optimal Investment Problem with Delay under Heston’s Model	4
Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression	4
Hitting Time Problems of Sticky Brownian Motion and Their Applications in Optimal Stopping and Bond Pricing	4
Three Distributions in the Extended Occupancy Problem	4
Exact One- and Two-Sample Likelihood Ratio Tests based on Time-Constrained Life-Tests from Exponential Distributions	4
An Examination of the Negative Occupancy Distribution and the Coupon-Collector Distribution	4
Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with more General Dependent Claim Risks and Defaultable Risk	4
Equilibrium Joining Strategies of Positive Customers in a Markovian Queue with Negative Arrivals and Working Vacations	4
Conditional Moment Matching and Stratified Approximation for Pricing and Hedging Periodic-Premium Variable Annuities	3
Joint Reliability Function of Coherent Systems with Shared Heterogeneous Components	3
On Transient Analysis of $$\Delta _N$$-Markov Chains	3
Efficient and robust estimation for autoregressive regression models using shape mixtures of skewt normal distribution	3
Correction to: High-Dimensional Quadratic Classifiers in Non-sparse Settings	3
Replacement Policy for Heterogeneous Items Subject to Gamma Degradation Processes	3
Polynomial Convergence Rates of Piecewise Deterministic Markov Processes	3
Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications	3
Random Assignment Versus Fixed Assignment in Multilevel Importance Splitting for Estimating Stochastic Reach Probabilities	3
Deep Learning for Constrained Utility Maximisation	3
Strategic Behavior and Optimization of an M/M/1 Queue with N-Policy and Hysteretic Control	3
Correction to: Markovian Online Matching Algorithms on Large Bipartite Random Graphs	3
Weighted fractional generalized cumulative past entropy and its properties	3
Editorial for special issue on advances in Actuarial Science and quantitative finance	3
Stochastic Dynamics of a Hybrid Delay Food Chain Model with Harvesting and Jumps in a Polluted Environment	3
Multivariate Reversed Hazard Rates and Inactivity Times of Systems	3
On Geometric-type Approximations with Applications	3
Markovian Arrival Process Subject to Renewal Generated Binomial Catastrophes	3
Construction of Jointly Distributed Random Samples Drawn from the Beta Two-Parameter Process	3
WNBUE Class and its Applications to Signature-Based Bounds for Reliability of Coherent Systems	3
Inference for the Lee-Carter Model With An AR(2) Process	3
Multi-State Joint Survival Signature for Multi-State Systems with Shared Multi-State Components	2
Ruin Probability for Finite Erlang Mixture Claims Via Recurrence Sequences	2
Nonlinear Unbalanced Urn Models via Stochastic Approximation	2
Sequences of Improved Two-Sided Bounds for the Renewal Function and the Solutions of Renewal-Type Equations	2
Bivariate Sarmanov Phase-Type Distributions for Joint Lifetimes Modeling	2
Manage Pension Deficit with Heterogeneous Insurance	2
Bootstrap of Reliability Indicators for Semi-Markov Processes	2
Ruin Problems for Risk Processes with Dependent Phase-Type Claims	2
Revisiting Best Linear Unbiased Estimation of Location-Scale Parameters Based on Optimally Selected Order Statistics Using Compound Design	2
Orthogonal Weighted Empirical Likelihood Test for ARCH-M Models with Double Functional Coefficients	2
Bayes Estimator Under Neutrosophic Statistics: A Robust Approach for Handling Uncertainty and Imprecise Data	2
Generalized Fractional Risk Process	2
Gerber-Shiu Function for a Class of Markov-Modulated Lévy Risk Processes with Two-Sided Jumps	2
Analysis of Two-Way Communication in $$M_1^X, M_2/G_1,G_2/1$$ Retrial Queue Under the Constant Retrial Policy	2
Second-Order Properties for Planar Mondrian Tessellations	2
The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain	2
Bayesian Wavelet Stein’s Unbiased Risk Estimation of Multivariate Normal Distribution Under Reflected Normal Loss	2
Pairwise Markov Models and Hybrid Segmentation Approach	2
Analysis of IBNR Liabilities with Interevent Times Depending on Claim Counts	2

A Numerical Method for Hedging Bermudan Options under Model Uncertainty	2
Quickest Change-point Detection Problems for Multidimensional Wiener Processes	2
A Queueing Model with BMAP Arrivals and Heterogeneous Phase Type Group Services	2
Markovian Online Matching Algorithms on Large Bipartite Random Graphs	2
The First-Passage Area of Wiener Process with Stochastic Resetting	2
Variance Bounding of Delayed-Acceptance Kernels	2
Construction and Simulation of Generalized Multivariate Hawkes Processes	2
A New Family of Continuous Univariate Distributions	2
Stochastic Model of Conditional Non-stationary Time Series of the Wind Chill Index in West Siberia	2
General Draw-Down Times for Refracted Spectrally Negative Lévy Processes	2
Convergence Rates of Attractive-Repulsive MCMC Algorithms	2
Stochastic Simulation Algorithms for Solving Transient Anisotropic Diffusion-recombination Equations and Application to Cathodoluminescence Imaging	2
On the Longest Run and the Waiting Time for the First Run in a Continuous Time Multi-State Markov Chain	2
Correction to: Editorial of the Special Issue of MCAP: S4G Stochastic Geometry, Stereology and Spatial Statistics	2