Applied Stochastic Models in Business and Industry

Article	Citations
Gender‐inclusive financial and demographic literacy: Monetizing the gender mortality gap	33
Real option valuation of timber harvesting contracts	27
Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework	25
Issue Information	19
Some statistical challenges in automated driving systems	19
Spectral density estimation for random processes with stationary increments	14
Discussion of: Specifying prior distributions in reliability applications	14
Discrete‐Time Risk Model With Time‐Varying Premiums: Analysis of Ruin Probabilities	14
A multiperiod model of an emissions trading system	14
Gompertz zero‐inflated cure rate regression models applied to credit risk data	13
A dam management problem with energy production as an optimal switching problem	13
Optimal shock‐based maintenance policy for a system in a dynamic environment	12
Discussion of Specifying prior distributions in reliability applications	12
Some statistical challenges in automated driving systems	11
New approach and analysis of the generalized constant elasticity of variance model	11
Optimal designs of accelerated degradation tests with random shock failures and measurement errors	11
Hazard Rate Order Between Parallel Systems With Multiple Types of Scaled Components	10
Degradation modeling and remaining useful lifetime prediction based on functional variance process	10
Preventive maintenance for coherent systems considering postponed replacement	9
A stochastic model for evaluating the peaks of commodities' returns	8
Automobile insurance claim occurrence prediction model based on ensemble learning	8
Bayesian analysis of Markov modulated queues with abandonment	7
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue” by A. K. Yanchenko et al.	7
Optimisation of nuclear reactor primary coolant design and maintenance parameters	7
The Markov discrete time δ‐shock reliability model and a waiting time problem	7

Forecasting aviation safety occurrences	6
Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach	6
Extreme shock model with change point based on the Poisson process of shocks	6
Discussion of specifying prior distributions in reliability applications	6
Rejoinder to: “An overview of some classical and discussion of the signature‐based models of preventive maintenance”	5
A longitudinal degradation set‐up for calendar aging of lithium‐ion batteries in view of sparse experimental data	5
A Comprehensive Degradation Modeling Comparison From Statistical to Artificial Intelligence Models for Curing Oven Chains	5
The effect of cutting interest rates on corporate investments: A real options model	4
Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs	4
On preventive maintenance scheduling for the systems exposed to aging and external shocks	4
Discussion of specifying prior distributions in reliability applications—Applications for Bayesian estimation software design	4
Stochastic evolution of distributions and functional Bollinger bands	4
Misspecification analysis of gamma‐ and inverse Gaussian‐based perturbed degradation processes	4
An Order Statistics Perspective for System Reliability	4
Start Over After Pre‐Empt (SOAP) Protocol	3
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Demand for live betting: An analysis using state‐space models	3
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Foreword to the Special Issue on Mathematical Methods in Reliability (MMR23)	3
Pareto Optimal Proxy Metrics	3
Pricing exotic options in the incomplete market: An imprecise probability method	3
A Bayesian data modelling framework for chemical processes using adaptive sequential design with Gaussian process regression	3
Financing decisions in a supply chain when considering product returns	3
A micro‐to‐macro approach to returns, volumes and waiting times	3
A cyclic non‐homogeneous Markov chain model for resource availability optimization in a two‐parking lots system with priority classes and resource reservation	3
Rejoinder to “Specifying Prior Distribution in Reliability Applications”	2
Erratum to “An improved Hotelling's T2 chart for monitoring a finite horizon process based on run rules schemes: A Markov‐chain approach”	2
Discussion of Bayesian forecasting of business revenue	2
A moment matching method for option pricing under stochastic interest rates	2
A Methodological Approach to Prioritize Digital Twin Development in Manufacturing	2
Examining the impact of critical attributes on hard drive failure times: Multi‐state models for left‐truncated and right‐censored semi‐competing risks data	2
Preface to the special issue on degradation and maintenance, modelling and analysis	2
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Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue	2
Deep Thinking in Reliability and Risk Analysis: An Overview of Nozer D. Singpurwalla's Work	2
One‐ and two‐sided monitoring schemes for BINARCH(1) processes	2
Optimal refinancing strategy for mortgage rate with regime switching	2
Credibility Theory Under the Least Squared Relative Loss Function	2
Issue Information	2
Hedging and utility valuation of a defaultable claim driven by Hawkes processes	2
Probabilistic and statistical methods in commodity risk management	2
Discussion of ‘Specifying prior distributions in reliability applications’	2
Modeling flight delays by an intensity‐based Hawkes process	2
A comprehensive review of blockchain applications in industrial Internet of Things and supply chain systems	2
A new extended δ‐shock model with the consideration of shock magnitude	2
Hierarchical optimal designs and modeling for engineering: A case‐study in the rail sector	2
Discussion of “Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue”	2
Minimising by Simulation‐Based Optimisation the Cycle Time for the Line Balancing Problem in Real‐World Environments	2
Hedging temperature risk with CDD and HDD temperature futures	2
On a buffered threshold autoregressive stochastic volatility model	2

Discussion of signature‐based models of preventive maintenance	2
Classical and Bayesian estimations of improved Weibull–Weibull distribution for complete and censored failure times data	2
Issue Information	2
Bayesian Sequential Learning and Decision Making in Bike‐Sharing Systems	2
Effective use of screening experiments: Some practical experiences	2
Discussion of “Some statistical challenges in automated driving systems”	2
Heterogeneity in Populations and the Paradoxes of Survival: A Tribute to Nozer Singpurwalla	2
On Classical Inference of a Flexible Semi‐Parametric Class of Distributions Under a Joint Balanced Progressive Censoring Scheme	1
Issue Information	1
Financial time series analysis and forecasting with Hilbert–Huang transform feature generation and machine learning	1
Asymptotic analysis of the Heston model and its statistical and financial applications	1
Functional clustering methods for resistance spot welding process data in the automotive industry	1
A review of Bayesian dynamic forecasting models: Applications in marketing	1
Incorporating Asymmetric Loss for Real Estate Prediction With Area‐Level Spatial Data	1
Hybrid descriptive‐inferential method for key feature selection in prostate cancer radiomics	1
Nonparametric significance tests for imperfect repair	1
Foreword: Special issue on blockchain for logistic industry	1
Discussion of signature‐based models of preventive maintenance	1
An enhanced two‐quantile Wilks methodology for engineering uncertainty analysis	1
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Learning low‐dimensional structure in house price indices	1
Spatial correction of low‐cost sensors observations for fusion of air quality measurements	1
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Statistical inference for a Wiener‐based degradation model with imperfect maintenance actions under different observation schemes	1
Forecasting extreme negative returns in gold and silver: A discrete‐duration approach to POT models	1
On a New Point Process Approach to Reliability Improvement Modeling for Repairable Systems	1
Forecasting system's accuracy: A framework for the comparison of different structures	1
Regime recovery using implied volatility in Markov modulated market model	1
Linkage vector autoregressive model	1
Average‐tempered stable subordinators with applications	1
A Sequential Learning Procedure for Estimating Coefficients in Linear Regression With Applications to Online Sales Examination	1
Non‐parametric local capability indices for industrial planar manufacts: An application to the etching phase in the microelectronic industry	1
On relevation transform involved with statistical dependence between two component lifetimes	1
Preservation of ILR and IFR aging classes in sums of dependent random variables	1
Issue Information	1
Discussion on paper “An Overview of Some Classical Models and Discussion of the Signature‐based Models of Preventive Maintenance”	1
Comparing risk profiles of international stock markets as functional data: COVID‐19 versus the global financial crisis	1
Neural network based control charting for multiple stream processes with an application to HVAC systems in passenger railway vehicles	1
Deep partial least squares for instrumental variable regression	1
Simultaneous marginal homogeneity versus directional alternatives for multivariate binary data with application to circular economy assessments	1
Optimal maintenance policy for imperfect production systems using reliability function and defect rate	1
A study on two‐dimensional warranty with a preventive maintenance policy under burn‐in or run‐in	1
An EM‐based likelihood inference for degradation data analysis using gamma process	1
Modelling the Chinese crude oil futures returns through a skew‐geometric Brownian motion correlated with the market volatility index process for pricing financial options	1
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Optimal time‐consistent social health insurance and private health insurance strategy under a new health insurance framework	1
Flexible Bayesian reliability demonstration testing	1
On the multiattempt minimal repair and the corresponding counting process	1
Unsupervised tail modeling via noisy cross‐entropy minimization	1
Foreword to the Special Issue on “Data Science in Process Industries”	1
Optimal burn‐in policy for mixed population of products under two‐dimensional combination warranty	1
The censored delta shock model with non‐identical intershock times distribution and an optimal replacement policy	1
Vine copula modeling dependence among cyber risks: A dangerous regulatory paradox	1
Upper confidence bound integrated genetic algorithm‐optimized long short‐term memory network for click‐through rate prediction	1
Discussion of specifying prior distributions in reliability applications	1
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Micro‐level reserving for general insurance claims using a long short‐term memory network	1
Digital Twins: A Revolution in Modeling and Simulation	0
Multivariate dynamic modeling for Bayesian forecasting of business revenue	0
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Heteroscedasticity test of high‐frequency data with jumps and market microstructure noise	0
A model for stochastic dependence implied by failures among deteriorating components	0
Uniform pricing and subsidy coordination mechanism in a two‐tier healthcare system under a co‐payment policy	0
Quantization‐Based Latin Hypercube Sampling for Dependent Inputs With an Application to Sensitivity Analysis of Environmental Models	0
Mean Distances and Dependence Structures for Lifetimes of Systems With Shared Components	0
Dynamic Pricing Strategy for Imitative and Habit‐Forming Customers	0
On the efficacy of “herd behavior” in the commodities market: A neuro‐fuzzy agent “herding” on deep learning traders	0
Issue Information	0
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A reinforcement learning algorithm for trading commodities	0
Issue Information	0
Balancing load and performance for different failure models	0
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A new look at the Birnbaum–Saunders regression model	0
A real‐time monitoring approach for bivariate event data	0
Behavioral event detection and rate estimation for autonomous vehicle evaluation	0
Bayesian Forecasting of Value‐at‐Risk and Expected Shortfall in Cryptocurrency Markets: A Nonlinear Semi‐Parametric Framework	0
Compositional Dynamic Modelling for Counterfactual Prediction in Multivariate Time Series	0
Joint Probability Functions for Scenarios Arising From Multi‐State Series and Multi‐State Parallel Systems	0
Deep reinforcement learning‐based ordering mechanism for performance optimization in multi‐echelon supply chains	0

Issue Information	0
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The impact of TV advertising on website traffic	0
Simulated Exact Confidence Intervals: With Applications to Censored Exponential Reliability Data	0
Negative Probability	0
Foreword to the Special Issue on Energy Finance and Climate Change	0
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue”	0
Discussion of “Specifying prior distributions in reliability applications”: Towards new formal rules for informative prior elicitation?	0
SVM‐Jacobi for fitting linear combinations of exponential distributions with applications to finance and insurance	0
Modeling clustered binary data with nonparametric unobserved heterogeneity: An application to stock crash analysis	0
Maximizing with‐profit pensions without guarantees	0
Gambits: Theory and evidence	0
Robust estimation of dependent competing risk model under interval monitoring and determining optimal inspection intervals	0
Imperfect and worse than old maintenances for a gamma degradation process	0
Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk	0
Discussion of “Specifying prior distributions in reliability applications”	0
Bootstrapping through discrete convolutional methods	0
Discussion of signature‐based models of preventive maintenance	0
Bayesian change point prediction for downhole drilling pressures with hidden Markov models	0
Renewable Energy Investments, Support Schemes and the Dirty Option	0
Estimating the Size and Composition of Customer Base Using Retail Transaction Data	0
Conway–Maxwell Poisson regression‐based control charts under iterative Liu estimator for monitoring count data	0
Issue Information	0
Optimal standby activation in m‐out‐of‐n systems: A preventive approach	0
Lost in a black‐box? Interpretable machine learning for assessing Italian SMEs default	0
IIoT and Digital Twin: A Systematic Literature Review and Looking Beyond the State	0
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Stock market bubbles and the forecastability of gold returns and volatility	0
Optimal preventive maintenance for reparable networks	0
Enhancing Predictive Modeling of Chinese Yam Shape Through Bayesian Linear Modeling and Key Diameter Modification	0
Reliability Analysis of Load‐Sharing Systems Using a Flexible Model With Piecewise Linear Functions	0
Issue Information	0
Dynamic inventory system with pricing adjustment for price‐comparison shoppers	0
A new Wiener process with bathtub‐shaped degradation rate in the presence of random effects	0
A Bayesian record linkage model incorporating relational data	0
Latent Activation Limited Failure Models, Stochastic Ordering and Identifiability	0
The Variance Gamma++ process and applications to energy markets	0
Designing acceptance single sampling plans: An optimization‐based approach under generalized beta distribution	0
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Value‐at‐Risk with quantile regression neural network: New evidence from internet finance firms	0
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Issue Information	0
Discussion of “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	0
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Limiting Behavior of Mixed Coherent Systems With Lévy‐Frailty Marshall–Olkin Failure Times	0
Deep generative models for vehicle speed trajectories	0
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A Bayesian homogeneity test for comparing Poisson populations	0
Deep learning models for inflation forecasting	0
Reliability analysis of δ‐shock models based on the Markovian arrival process	0
A discussion on “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	0
An enriched mixture model for functional clustering	0
Stochastic comparisons of coherent systems with active redundancy at the component or system levels and component lifetimes following the accelerated life model	0
Comments on “Specifying prior distributions in reliability analysis” by Qinglong Tian, Colin Lewis‐Beck, Jarad B. Niemi, and William W. Meeker	0
Reverse mortgage and risk profile awareness: Proposals for securitization	0
Swing option pricing consistent with futures smiles	0
Foreword Special Issue on New Frontiers in Reliability and Risk Analysis: A Tribute to Nozer Darabsha Singpurwalla	0
Discussion of “Specifying prior distributions in reliability applications,” by Qinglong Tian, Colin Lewis‐Beck, Jarad B. Niemi, and William Meeker	0
Strategic energy flows in input‐output relations: A temporal multilayer approach	0
Issue Information	0
Separable spatio‐temporal kriging for fast virtual sensing	0
Issue Information	0
Discussion of an overview of some classical models and discussion of the signature‐based models of preventive maintenance	0
Energy community with shared photovoltaic and storage systems: influence of power demand in cost optimization	0
Clustering high‐frequency financial time series based on information theory	0
A comprehensive distribution‐free scheme for tri‐aspect surveillance of complex processes	0
Prediction of electricity prices for non‐regulated markets based on a power transformed mean reverting process	0
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On the Equivalence of Likelihood‐Based Confidence Bands for Fatigue‐Life and Fatigue‐Strength Distributions	0
A Mellin transform approach to pricing barrier options under stochastic elasticity of variance	0
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Inferential aspects for the optimal selection of the control parameters in Taguchi method	0
Detecting systematic anomalies affecting systems when inputs are stationary time series	0
Probability and Fuzzy Working in Concert—Honoring the Reliability Contributions of Nozer D. Singpurwalla	0
Sequential monitoring for conditional quantiles of general conditional heteroscedastic time series models	0
A self‐exciting modeling framework for forward prices in power markets	0
Multivariate simulation‐based forecasting for intraday power markets: Modeling cross‐product price effects	0
Estimation of VaR with jump process: Application in corn and soybean markets	0
Issue Information	0
Health care fraud classifiers in practice	0
Model Bias Identification for Bayesian Calibration of Stochastic Digital Twins of Bridges	0
Discussion of signature‐based models of preventive maintenance	0
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On the probability of Magnus Carlsen reaching 2900	0
Estimation with extended sequential order statistics: A link function approach	0
Designing Accelerated Degradation Tests Based on Wiener Process With a Positive Relation Between the Drift Rate and the Volatility	0
Is (Independent) Subordination Relevant in Equity Derivatives?	0
Quantum Bayesian computation	0
Redundancy Allocation Problem in k‐Out‐Of‐n Systems With Dependent and Heterogeneous Components	0
Information About the Moments or the Likelihood Model Parameters? A Chicken and Egg Problem	0
Modelling Task Durations Towards Automated, Big Data, Process Mining	0
Comprehensive interval‐valued time series model with application to the S&P 500 index and PM2.5 level data analysis	0
Discussion of “specifying prior distributions in reliability applications”	0