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 2021-06-01 to 2025-06-01.)

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	15
Deep Learning for Constrained Utility Maximisation	13
Optimal Liquidation Through a Limit Order Book: A Neural Network and Simulation Approach	9
A Numerical Method for Hedging Bermudan Options under Model Uncertainty	8
Variance Bounding of Delayed-Acceptance Kernels	8
Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression	8
Analysis of a Multiple Dual-Stage Vacation Queueing System with Disaster and Repairable Server	7
Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model	7
The Inverse First-passage Time Problem as Hydrodynamic Limit of a Particle System	7
Pairwise Markov Models and Hybrid Segmentation Approach	7
A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks	6
Parking Functions: From Combinatorics to Probability	6
On Computing the Multivariate Poisson Probability Distribution	6
Applying Affine Urn Models to the Global Profile of Hyperrecursive Trees	6
Binomial Approximation to Locally Dependent Collateralized Debt Obligations	6
New Information-Based Replacement Policies for Heterogeneous Populations of ‘Aging’ and ‘Non-Aging’ Items	5
Efficient Approximations for Utility-Based Pricing	5
Queueing Inventory System with Multiple Service Nodes and Addressed Retrials from a Common Orbit	5
On Dependent Multi-State Semi-Coherent Systems Based on Multi-State Joint Signature	5
A Conditioned Kullback-Leibler Divergence Measure through Compensator Processes and its Relationship to Cumulative Residual Inaccuracy Measure with Applications	5
A Speed-based Estimator of Signal-to-Noise Ratios	5
Spatial Permutations Sampling Convergence Speed	4
A Stationary Proportional Hazard Class Process and its Applications	4

First Hitting Time of Brownian Motion on Simple Graph with Skew Semiaxes	4
Estimation and Goodness-of-fit for the q-Weibull Distribution via the Mellin Transform	4
Admission Control of Parallel Queues with Fork Types of Jobs	4
Moments for Hawkes Processes with Gamma Decay Kernel Functions	4
On Distribution and Average Run Length of a Two-Stage Control Process	4
Entropy of Some Discrete Distributions	4
Reconstruction of Random Fields Concentrated on an Unknown Curve using Irregularly Sampled Data	4
A Bhattacharyya-type Conditional Error Bound for Quadratic Discriminant Analysis	4
Complete Analysis of $$M/G_{r}^{(a,b)}/1/N$$ Queue with Second Optional Service	4
Optimal Strategy and System Performance in a Feedback Queue with Customer-intensive Services and Boundedly Rational Customers	4
Strong Convergence Properties for Weighted Sums of Extended Negatively Dependent Random Variables Under Sub-linear Expectations with Statistical Applications	4
Randomized Repeated Significance Tests Based on Scan Statistics for Discrete Data	4
Approximations of Copulas via Transformed Moments	4
A Queueing Model with BMAP Arrivals and Heterogeneous Phase Type Group Services	3
Construction and Simulation of Generalized Multivariate Hawkes Processes	3
Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance	3
Cornish-Fisher Expansions for Functionals of the Weighted Partial Sum Empirical Distribution	3
Generalized Fractional Risk Process	3
Bayes Estimator Under Neutrosophic Statistics: A Robust Approach for Handling Uncertainty and Imprecise Data	3
Weak Ergodicity in G-NHMS	3
Transform MCMC Schemes for Sampling Intractable Factor Copula Models	3
Multi-State Joint Survival Signature for Multi-State Systems with Shared Multi-State Components	3
Analysis of Two-Way Communication in $$M_1^X, M_2/G_1,G_2/1$$ Retrial Queue Under the Constant Retrial Policy	3
Ruin Probability for Finite Erlang Mixture Claims Via Recurrence Sequences	3
Matrix-analytic Methods for the Evolution of Species Trees, Gene Trees, and Their Reconciliation	3
Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims	3
Energy Efficiency in a Base Station of 5G Cellular Networks using M/G/1 Queue with Multiple Sleeps and N-Policy	3
Statistical Inference for Partially Observed Markov-Modulated Diffusion Risk Model	3
Asymptotic Analysis of k-Hop Connectivity in the 1D Unit Disk Random Graph Model	3
Diffusion Approximation of Loss Queueing Systems	3
Crossings States and Sets of States in Random Walks	3
Application of Bernstein Polynomials on Estimating a Distribution and Density Function in a Triangular Array	3
Bayesian Wavelet Stein’s Unbiased Risk Estimation of Multivariate Normal Distribution Under Reflected Normal Loss	3
Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications	3
Competing Risks Modelling via Multistate System Methodology under a Generalized Family of Distributions	3
A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson’s Equation	3
Two-sided Bounds for Renewal Equations and Ruin Quantities	3
Randomized Quasi-Monte Carlo Methods on Triangles: Extensible Lattices and Sequences	3
Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes	3
Some Expressions of a Generalized Version of the Expected Time in the Red and the Expected Area in Red	2
Remaining Loads in a PH/M/c Queue with Impatient Customers	2
Efficient Algorithms for Tail Probabilities of Exchangeable Lognormal Sums	2
A Note on the Distribution of the Extreme Degrees of a Random Graph via the Stein-Chen Method	2
Robust Optimal Investment Problem with Delay under Heston’s Model	2
Stochastic Fluid Models with Upward Jumps and Phase Transitions	2
Multivariate Reversed Hazard Rates and Inactivity Times of Systems	2
State Re-union Maintainability for Semi-Markov Models in Manpower Planning	2
Random Apportionment: A Stochastic Solution to the Balinski-Young Impossibility	2
Poisson Edge Growth and Preferential Attachment Networks	2
Estimating the Logarithm of Characteristic Function and Stability Parameter for Symmetric Stable Laws	2

Distributions Related to Weak Runs With a Minimum and a Maximum Number of Successes: A Unified Approach	2
Moments of the Ruin Time in a Lévy Risk Model	2
Analysis of Renewal Batch Arrival Queues with Multiple Vacations and Geometric Abandonment	2
Portfolio Optimization With a Guaranteed Minimum Maturity Benefit and Risk-Adjusted Fees	2
Statistical Causality for Multivariate Nonlinear Time Series via Gaussian Process Models	2
Optimal Pricing Strategy in an Unreliable M/M/1 Retrial Queue with Delayed Repair and Breakdown Deterioration	2
On Geometric-type Approximations with Applications	2
Performance and Optimization Analysis of a Queue with Delayed Uninterrupted Multiple Vacation and N-Policy	2
Bond Prices Under Information Asymmetry and a Short Rate with Instantaneous Feedback	2
Covering One Point Process with Another	2
Asymptotic Finite-Time Ruin Probabilities for a Multidimensional Risk Model with Subexponential Claims	2
Moments Computation for General Markov Fluid Models	2
Birth, Death, Coincidences and Occupancies: Solutions and Applications of Generalized Birthday and Occupancy Problems	2
Bayesian Analysis of Proportions via a Hidden Markov Model	2
The Effect of Loss Preference on Queueing with Information Disclosure Policy	2
The Multivariate Generalized Linear Hawkes Process in High Dimensions with Applications in Neuroscience	2
Nonparametric Estimation of Trend for Stochastic Processes Driven by G-Brownian Motion with Small Noise	2
Modeling and Control of Data Transmission	2
On the Topology of Higher-order Age-dependent Random Connection Models	2
Bivariate Semi-Parametric Model: Bayesian Inference	2
Vessels Arrival Process and its Application to the SHIP/M/$$\infty$$ Queue	2
Optimal Mean-Variance Investment-Reinsurance Strategy for a Dependent Risk Model with Ornstein-Uhlenbeck Process	2