Applied Stochastic Models in Business and Industry

Article	Citations
Issue Information	43
Discussion of: Specifying prior distributions in reliability applications	25
Gender‐inclusive financial and demographic literacy: Monetizing the gender mortality gap	20
A dam management problem with energy production as an optimal switching problem	18
Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework	14
Real option valuation of timber harvesting contracts	14
Spectral density estimation for random processes with stationary increments	14
Gompertz zero‐inflated cure rate regression models applied to credit risk data	14
Some statistical challenges in automated driving systems	14
Next Generation Models for Subsequent Sports Injuries	13
Discrete‐Time Risk Model With Time‐Varying Premiums: Analysis of Ruin Probabilities	13
A multiperiod model of an emissions trading system	13
Optimal shock‐based maintenance policy for a system in a dynamic environment	11
Discussion of Specifying prior distributions in reliability applications	11
Preventive maintenance for coherent systems considering postponed replacement	10
Some statistical challenges in automated driving systems	10
Degradation modeling and remaining useful lifetime prediction based on functional variance process	10
Optimal designs of accelerated degradation tests with random shock failures and measurement errors	9
New approach and analysis of the generalized constant elasticity of variance model	9
Issue Information	8
Hazard Rate Order Between Parallel Systems With Multiple Types of Scaled Components	8
Bayesian analysis of Markov modulated queues with abandonment	7
Optimisation of nuclear reactor primary coolant design and maintenance parameters	7
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue” by A. K. Yanchenko et al.	7
Automobile insurance claim occurrence prediction model based on ensemble learning	7

Forecasting aviation safety occurrences	6
Discussion of specifying prior distributions in reliability applications	5
A Comprehensive Degradation Modeling Comparison From Statistical to Artificial Intelligence Models for Curing Oven Chains	5
Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach	5
Misspecification analysis of gamma‐ and inverse Gaussian‐based perturbed degradation processes	4
An Order Statistics Perspective for System Reliability	4
Stochastic evolution of distributions and functional Bollinger bands	4
Rejoinder to: “An overview of some classical and discussion of the signature‐based models of preventive maintenance”	4
Forecasting Inflation From Disaggregated Data	4
A longitudinal degradation set‐up for calendar aging of lithium‐ion batteries in view of sparse experimental data	4
A stochastic model for evaluating the peaks of commodities' returns	4
The effect of cutting interest rates on corporate investments: A real options model	4
On preventive maintenance scheduling for the systems exposed to aging and external shocks	4
Extreme shock model with change point based on the Poisson process of shocks	4
The Markov discrete time δ‐shock reliability model and a waiting time problem	4
The Analysis of Association Rules: Sensitivity Analysis	4
Foreword to the Special Issue on Mathematical Methods in Reliability (MMR23)	3
Pricing exotic options in the incomplete market: An imprecise probability method	3
Examining the impact of critical attributes on hard drive failure times: Multi‐state models for left‐truncated and right‐censored semi‐competing risks data	3
Start Over After Pre‐Empt (SOAP) Protocol	3
Hedging temperature risk with CDD and HDD temperature futures	3
Discussion of Bayesian forecasting of business revenue	3
A Methodological Approach to Prioritize Digital Twin Development in Manufacturing	3
Pareto Optimal Proxy Metrics	3
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A cyclic non‐homogeneous Markov chain model for resource availability optimization in a two‐parking lots system with priority classes and resource reservation	3
Classical and Bayesian estimations of improved Weibull–Weibull distribution for complete and censored failure times data	3
Probabilistic and statistical methods in commodity risk management	3
On a buffered threshold autoregressive stochastic volatility model	3
Hedging and utility valuation of a defaultable claim driven by Hawkes processes	3
Modeling flight delays by an intensity‐based Hawkes process	3
Discussion of specifying prior distributions in reliability applications—Applications for Bayesian estimation software design	3
Financing decisions in a supply chain when considering product returns	3
Discussion of ‘Specifying prior distributions in reliability applications’	3
A Bayesian data modelling framework for chemical processes using adaptive sequential design with Gaussian process regression	3
Demand for live betting: An analysis using state‐space models	3
Erratum to “An improved Hotelling's T2 chart for monitoring a finite horizon process based on run rules schemes: A Markov‐chain approach”	3
Pricing Basket Spread Option Under the Correlated Skew Brownian Motions	3
Issue Information	3
Optimal burn‐in policy for mixed population of products under two‐dimensional combination warranty	2
Deep Thinking in Reliability and Risk Analysis: An Overview of Nozer D. Singpurwalla's Work	2
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Feature Selection for Stock Movement Direction Prediction Using Sparse Support Vector Machine	2
Stochastic Modeling and Time‐Frequency Analysis for Predictive Maintenance of Automotive Suspension Systems	2
Preface to the special issue on degradation and maintenance, modelling and analysis	2
	2
Optimal refinancing strategy for mortgage rate with regime switching	2
Issue Information	2
Discussion of signature‐based models of preventive maintenance	2
A review of Bayesian dynamic forecasting models: Applications in marketing	2

Discussion of Next Generation Models for Subsequent Sports Injuries by Wu Et Al.	2
Unsupervised tail modeling via noisy cross‐entropy minimization	2
The censored delta shock model with non‐identical intershock times distribution and an optimal replacement policy	2
One‐ and two‐sided monitoring schemes for BINARCH(1) processes	2
Heterogeneity in Populations and the Paradoxes of Survival: A Tribute to Nozer Singpurwalla	2
Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue	2
Effective use of screening experiments: Some practical experiences	2
Non‐parametric local capability indices for industrial planar manufacts: An application to the etching phase in the microelectronic industry	2
Rejoinder to “Specifying Prior Distribution in Reliability Applications”	2
Simultaneous marginal homogeneity versus directional alternatives for multivariate binary data with application to circular economy assessments	2
A new extended δ‐shock model with the consideration of shock magnitude	2
On a New Point Process Approach to Reliability Improvement Modeling for Repairable Systems	2
Reliability Inference in GLFP Models Based on EM Algorithm With Related Application	2
Regime recovery using implied volatility in Markov modulated market model	2
	2
Foreword to the Special Issue on “Data Science in Process Industries”	2
Preservation of ILR and IFR aging classes in sums of dependent random variables	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
Flexible Bayesian reliability demonstration testing	2
Discussion of “Some statistical challenges in automated driving systems”	2
Nonparametric significance tests for imperfect repair	2
Hierarchical optimal designs and modeling for engineering: A case‐study in the rail sector	2
A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association	2
Bayesian Sequential Learning and Decision Making in Bike‐Sharing Systems	2
Asymptotic analysis of the Heston model and its statistical and financial applications	2
Credibility Theory Under the Least Squared Relative Loss Function	2
An EM‐based likelihood inference for degradation data analysis using gamma process	2
On relevation transform involved with statistical dependence between two component lifetimes	2
Discussion of signature‐based models of preventive maintenance	2
Ranking customers for marketing actions with a two‐stage Bayesian cluster and Pareto/NBD models	1
Linkage vector autoregressive model	1
Incorporating Asymmetric Loss for Real Estate Prediction With Area‐Level Spatial Data	1
Comparing risk profiles of international stock markets as functional data: COVID‐19 versus the global financial crisis	1
An enhanced two‐quantile Wilks methodology for engineering uncertainty analysis	1
A Sequential Learning Procedure for Estimating Coefficients in Linear Regression With Applications to Online Sales Examination	1
Issue Information	1
Resale regulations in online marketplaces during the COVID‐19 pandemic	1
Discussion of specifying prior distributions in reliability applications	1
High leverage detection in general functional regression models with spatially correlated errors	1
Issue Information	1
Upper confidence bound integrated genetic algorithm‐optimized long short‐term memory network for click‐through rate prediction	1
Model Averaging for Estimating Treatment Effects With Binary Responses	1
Discussion on paper “An Overview of Some Classical Models and Discussion of the Signature‐based Models of Preventive Maintenance”	1
On the modeling of dependence between univariate Lévy wear processes and impact on the reliability function	1
Forecasting system's accuracy: A framework for the comparison of different structures	1
Discussion of “specifying prior distribution in reliability applications” by Tian, Lewis‐Beck, Niemi, and Meeker	1
On Classical Inference of a Flexible Semi‐Parametric Class of Distributions Under a Joint Balanced Progressive Censoring Scheme	1
Time‐invariant portfolio strategies in structured products with guaranteed minimum equity exposure	1
A study on two‐dimensional warranty with a preventive maintenance policy under burn‐in or run‐in	1
Spatial correction of low‐cost sensors observations for fusion of air quality measurements	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
Statistical inference for a Wiener‐based degradation model with imperfect maintenance actions under different observation schemes	1
Neural network based control charting for multiple stream processes with an application to HVAC systems in passenger railway vehicles	1
Has the Last Super Cycle in Crude Oil Price Ended? a Maximum Drawdown Approach Using Fractional Brownian Motion	1
Directional False Discovery Rate Control in Large‐Scale Multiple Testing Under Data Dependence	1
Foreword to the Special Issue on “Statistics, Statistical Engineering, and Innovation for Industry 4.0”	1
A general framework for optimal stopping problems with two risk factors and real option applications	1
Optimal time‐consistent social health insurance and private health insurance strategy under a new health insurance framework	1
Discussion of signature‐based models of preventive maintenance	1
Micro‐level reserving for general insurance claims using a long short‐term memory network	1
Discussion of “Specifying prior distributions in reliability applications”	1
Forecasting extreme negative returns in gold and silver: A discrete‐duration approach to POT models	1
Comparisons of Coherent Systems' Lifetimes in the Increasing Convex Order	1
Deep partial least squares for instrumental variable regression	1
Sentiment‐driven mean reversion in the 4/2 stochastic volatility model with jumps	1
Vine copula modeling dependence among cyber risks: A dangerous regulatory paradox	1
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Issue Information	1
Functional clustering methods for resistance spot welding process data in the automotive industry	1
No‐Arbitrage Valuation of Contingent Claims Depending on an Untradeable Asset	1
Foreword to the Special Issue on Data Science in Business and Industry	1
Optimal maintenance policy for imperfect production systems using reliability function and defect rate	1
Specifying prior distributions in reliability applications	1
Framework for Cyber Risk Loss Distribution of Client‐Server Networks: A Bond Percolation Model and Industry Specific Case Studies	1
Learning low‐dimensional structure in house price indices	1
Bayesian Hierarchical Modeling of Noisy Gamma Processes: Formulation and Extensions for Unit‐To‐Unit Variability	1
On the multiattempt minimal repair and the corresponding counting process	1
Correction to deep reinforcement learning‐based ordering mechanism for performance optimization in multi‐echelon supply chains	1
	1

Mean Distances and Dependence Structures for Lifetimes of Systems With Shared Components	0
Discussion of signature‐based models of preventive maintenance	0
Quantum Bayesian computation	0
Designing Accelerated Degradation Tests Based on Wiener Process With a Positive Relation Between the Drift Rate and the Volatility	0
A new Wiener process with bathtub‐shaped degradation rate in the presence of random effects	0
Maximizing with‐profit pensions without guarantees	0
Inference for Simple Step Stress Accelerated Life Test Model Under Progressively Censored Gompertz Data	0
Issue Information	0
Topic‐Sentiment Hybrid Networks for Explainable Document Clustering: A Probabilistic Multi‐Dimensional Similarity Analysis	0
Comprehensive interval‐valued time series model with application to the S&P 500 index and PM2.5 level data analysis	0
Bayesian Forecasting of Value‐at‐Risk and Expected Shortfall in Cryptocurrency Markets: A Nonlinear Semi‐Parametric Framework	0
The impact of TV advertising on website traffic	0
Estimation with extended sequential order statistics: A link function approach	0
A new look at the Birnbaum–Saunders regression model	0
Issue Information	0
Quantization‐Based Latin Hypercube Sampling for Dependent Inputs With an Application to Sensitivity Analysis of Environmental Models	0
Issue Information	0
Probability and Fuzzy Working in Concert—Honoring the Reliability Contributions of Nozer D. Singpurwalla	0
	0
A real‐time monitoring approach for bivariate event data	0
Clustering high‐frequency financial time series based on information theory	0
A Bayesian record linkage model incorporating relational data	0
Conway–Maxwell Poisson regression‐based control charts under iterative Liu estimator for monitoring count data	0
Sequential monitoring for conditional quantiles of general conditional heteroscedastic time series models	0
Deep generative models for vehicle speed trajectories	0
Rejoinder to Next Generation Models for Subsequent Sports Injuries by Wu et al.	0
A self‐exciting modeling framework for forward prices in power markets	0
Estimation of VaR with jump process: Application in corn and soybean markets	0
Discussion of “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	0
Heteroscedasticity test of high‐frequency data with jumps and market microstructure noise	0
Latent Activation Limited Failure Models, Stochastic Ordering and Identifiability	0
Industrial Statistics in the Knowledge Economy	0
Causal Forests for Discovering Diagnostic Language in Electronic Health Records	0
Estimating the Size and Composition of Customer Base Using Retail Transaction Data	0
A Bayesian homogeneity test for comparing Poisson populations	0
Foreword Special Issue on New Frontiers in Reliability and Risk Analysis: A Tribute to Nozer Darabsha Singpurwalla	0
A Mellin transform approach to pricing barrier options under stochastic elasticity of variance	0
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Swing option pricing consistent with futures smiles	0
Reliability Analysis of Load‐Sharing Systems Using a Flexible Model With Piecewise Linear Functions	0
Strategic energy flows in input‐output relations: A temporal multilayer approach	0
On the efficacy of “herd behavior” in the commodities market: A neuro‐fuzzy agent “herding” on deep learning traders	0
Multivariate simulation‐based forecasting for intraday power markets: Modeling cross‐product price effects	0
Multivariate dynamic modeling for Bayesian forecasting of business revenue	0
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The Variance Gamma++ process and applications to energy markets	0
Imperfect and worse than old maintenances for a gamma degradation process	0
Soft‐Clipping Autoregressive Models for Ordinal Time Series	0
Deep learning models for inflation forecasting	0
Issue Information	0
Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk	0
Designing acceptance single sampling plans: An optimization‐based approach under generalized beta distribution	0
Optimal standby activation in m‐out‐of‐n systems: A preventive approach	0
Negative Probability	0
A comprehensive distribution‐free scheme for tri‐aspect surveillance of complex processes	0
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Behavioral event detection and rate estimation for autonomous vehicle evaluation	0
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Discussion of Next‐Generation Models for Subsequent Sports Injuries by Wu Et Al.	0
BME Model: Forecasting Electricity Supply and Demand Curves Using Disentangled Prices and Volumes	0
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Discussion of “Specifying prior distributions in reliability applications”: Towards new formal rules for informative prior elicitation?	0
A model for stochastic dependence implied by failures among deteriorating components	0
Value‐at‐Risk with quantile regression neural network: New evidence from internet finance firms	0
Information About the Moments or the Likelihood Model Parameters? A Chicken and Egg Problem	0
Stochastic comparisons of coherent systems with active redundancy at the component or system levels and component lifetimes following the accelerated life model	0
Issue Information	0
On the probability of Magnus Carlsen reaching 2900	0
Stock market bubbles and the forecastability of gold returns and volatility	0
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Issue Information	0
A Multistate Markovian Model of the Economic Burden for Allergy Immunotherapy	0
Discussion of “Specifying prior distributions in reliability applications,” by Qinglong Tian, Colin Lewis‐Beck, Jarad B. Niemi, and William Meeker	0
An enriched mixture model for functional clustering	0
Limiting Behavior of Mixed Coherent Systems With Lévy‐Frailty Marshall–Olkin Failure Times	0
Gambits: Theory and evidence	0
Discussion of “Specifying prior distributions in reliability applications”	0
Simulated Exact Confidence Intervals: With Applications to Censored Exponential Reliability Data	0
Detecting systematic anomalies affecting systems when inputs are stationary time series	0
Issue Information	0
Redundancy Allocation Problem in k‐Out‐Of‐n Systems With Dependent and Heterogeneous Components	0
Model Bias Identification for Bayesian Calibration of Stochastic Digital Twins of Bridges	0
Compositional Dynamic Modelling for Counterfactual Prediction in Multivariate Time Series	0
Discussion of an overview of some classical models and discussion of the signature‐based models of preventive maintenance	0
Issue Information	0
Lost in a black‐box? Interpretable machine learning for assessing Italian SMEs default	0
Robust estimation of dependent competing risk model under interval monitoring and determining optimal inspection intervals	0
Joint Probability Functions for Scenarios Arising From Multi‐State Series and Multi‐State Parallel Systems	0
Issue Information	0
Deep reinforcement learning‐based ordering mechanism for performance optimization in multi‐echelon supply chains	0
Issue Information	0
Modelling Task Durations Towards Automated, Big Data, Process Mining	0
Bootstrapping through discrete convolutional methods	0
Reliability analysis of δ‐shock models based on the Markovian arrival process	0
Dynamic inventory system with pricing adjustment for price‐comparison shoppers	0