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 2020-03-01 to 2024-03-01.)

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
Truncated Family of Distributions with Applications to Time and Cost to Start a Business	9
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
Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks	8
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
Approximations for the Boundary Crossing Probabilities of Moving Sums of Random Variables	7
Ornstein-Uhlenbeck Processes of Bounded Variation	7
Analysis of a Stochastic Competitive Model with Saturation Effect and Distributed Delay	6
Joint Reliability Function of Coherent Systems with Shared Heterogeneous Components	6
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
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

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
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
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
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
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
Batch Size Selection for Variance Estimators in MCMC	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
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
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
Valuation of Annuity Guarantees Under a Self-Exciting Switching Jump Model	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
On Complete Consistency for the Estimator of Nonparametric Regression Model Based on Asymptotically Almost Negatively Associated Errors	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
Dynamical Behaviors of a Stochastic Single-Species Model with Allee Effects	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
Omega Model for a Jump-Diffusion Process with a Two-Step Premium Rate and a Threshold Dividend Strategy	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