Applied Stochastic Models in Business and Industry

Article	Citations
Issue Information	37
Discussion of: Specifying prior distributions in reliability applications	34
Gender‐inclusive financial and demographic literacy: Monetizing the gender mortality gap	23
A dam management problem with energy production as an optimal switching problem	20
Real option valuation of timber harvesting contracts	18
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
Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework	14
Optimal shock‐based maintenance policy for a system in a dynamic environment	13
Discrete‐Time Risk Model With Time‐Varying Premiums: Analysis of Ruin Probabilities	13
A multiperiod model of an emissions trading system	13
Discussion of Specifying prior distributions in reliability applications	12
Some statistical challenges in automated driving systems	11
Optimal designs of accelerated degradation tests with random shock failures and measurement errors	10
Degradation modeling and remaining useful lifetime prediction based on functional variance process	10
New approach and analysis of the generalized constant elasticity of variance model	10
Hazard Rate Order Between Parallel Systems With Multiple Types of Scaled Components	9
Issue Information	8
Preventive maintenance for coherent systems considering postponed replacement	8
Bayesian analysis of Markov modulated queues with abandonment	7
Automobile insurance claim occurrence prediction model based on ensemble learning	7
Forecasting aviation safety occurrences	7
Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach	7
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue” by A. K. Yanchenko et al.	7

A Comprehensive Degradation Modeling Comparison From Statistical to Artificial Intelligence Models for Curing Oven Chains	7
Discussion of specifying prior distributions in reliability applications	6
The Markov discrete time δ‐shock reliability model and a waiting time problem	5
Extreme shock model with change point based on the Poisson process of shocks	5
Optimisation of nuclear reactor primary coolant design and maintenance parameters	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
Forecasting Inflation From Disaggregated Data	4
A stochastic model for evaluating the peaks of commodities' returns	4
Stochastic evolution of distributions and functional Bollinger bands	4
A longitudinal degradation set‐up for calendar aging of lithium‐ion batteries in view of sparse experimental data	4
Rejoinder to: “An overview of some classical and discussion of the signature‐based models of preventive maintenance”	4
Misspecification analysis of gamma‐ and inverse Gaussian‐based perturbed degradation processes	4
The Analysis of Association Rules: Sensitivity Analysis	4
Discussion of specifying prior distributions in reliability applications—Applications for Bayesian estimation software design	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
On a buffered threshold autoregressive stochastic volatility model	3
Modeling flight delays by an intensity‐based Hawkes process	3
Discussion of Bayesian forecasting of business revenue	3
Hedging and utility valuation of a defaultable claim driven by Hawkes processes	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
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Start Over After Pre‐Empt (SOAP) Protocol	3
Foreword to the Special Issue on Mathematical Methods in Reliability (MMR23)	3
Demand for live betting: An analysis using state‐space models	3
A Methodological Approach to Prioritize Digital Twin Development in Manufacturing	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
Credibility Theory Under the Least Squared Relative Loss Function	3
Pricing exotic options in the incomplete market: An imprecise probability method	3
An Order Statistics Perspective for System Reliability	3
Pareto Optimal Proxy Metrics	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
Issue Information	3
Hedging temperature risk with CDD and HDD temperature futures	3
A Bayesian data modelling framework for chemical processes using adaptive sequential design with Gaussian process regression	3
Discussion of ‘Specifying prior distributions in reliability applications’	3
Financing decisions in a supply chain when considering product returns	3
A new extended δ‐shock model with the consideration of shock magnitude	2
Stochastic Modeling and Time‐Frequency Analysis for Predictive Maintenance of Automotive Suspension Systems	2
Minimising by Simulation‐Based Optimisation the Cycle Time for the Line Balancing Problem in Real‐World Environments	2
Heterogeneity in Populations and the Paradoxes of Survival: A Tribute to Nozer Singpurwalla	2
Asymptotic analysis of the Heston model and its statistical and financial applications	2
Discussion of “Some statistical challenges in automated driving systems”	2
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Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue	2
The censored delta shock model with non‐identical intershock times distribution and an optimal replacement policy	2
On relevation transform involved with statistical dependence between two component lifetimes	2
Nonparametric significance tests for imperfect repair	2
Bayesian Sequential Learning and Decision Making in Bike‐Sharing Systems	2

Rejoinder to “Specifying Prior Distribution in Reliability Applications”	2
Deep Thinking in Reliability and Risk Analysis: An Overview of Nozer D. Singpurwalla's Work	2
Discussion of signature‐based models of preventive maintenance	2
Hierarchical optimal designs and modeling for engineering: A case‐study in the rail sector	2
	2
Discussion of “Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue”	2
Hybrid descriptive‐inferential method for key feature selection in prostate cancer radiomics	2
Optimal refinancing strategy for mortgage rate with regime switching	2
A review of Bayesian dynamic forecasting models: Applications in marketing	2
Non‐parametric local capability indices for industrial planar manufacts: An application to the etching phase in the microelectronic industry	2
Foreword to the Special Issue on “Data Science in Process Industries”	2
One‐ and two‐sided monitoring schemes for BINARCH(1) processes	2
Discussion of signature‐based models of preventive maintenance	2
Effective use of screening experiments: Some practical experiences	2
Flexible Bayesian reliability demonstration testing	2
Feature Selection for Stock Movement Direction Prediction Using Sparse Support Vector Machine	2
Regime recovery using implied volatility in Markov modulated market model	2
Preface to the special issue on degradation and maintenance, modelling and analysis	2
Optimal burn‐in policy for mixed population of products under two‐dimensional combination warranty	2
Unsupervised tail modeling via noisy cross‐entropy minimization	2
Preservation of ILR and IFR aging classes in sums of dependent random variables	2
Learning low‐dimensional structure in house price indices	1
Forecasting extreme negative returns in gold and silver: A discrete‐duration approach to POT models	1
Issue Information	1
Spatial correction of low‐cost sensors observations for fusion of air quality measurements	1
Correction to deep reinforcement learning‐based ordering mechanism for performance optimization in multi‐echelon supply chains	1
	1
A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association	1
Forecasting system's accuracy: A framework for the comparison of different structures	1
Discussion on paper “An Overview of Some Classical Models and Discussion of the Signature‐based Models of Preventive Maintenance”	1
Functional clustering methods for resistance spot welding process data in the automotive industry	1
Issue Information	1
Discussion of 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
A Sequential Learning Procedure for Estimating Coefficients in Linear Regression With Applications to Online Sales Examination	1
Time‐invariant portfolio strategies in structured products with guaranteed minimum equity exposure	1
Comparing risk profiles of international stock markets as functional data: COVID‐19 versus the global financial crisis	1
A study on two‐dimensional warranty with a preventive maintenance policy under burn‐in or run‐in	1
Statistical inference for a Wiener‐based degradation model with imperfect maintenance actions under different observation schemes	1
Vine copula modeling dependence among cyber risks: A dangerous regulatory paradox	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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Discussion of “specifying prior distribution in reliability applications” by Tian, Lewis‐Beck, Niemi, and Meeker	1
Issue Information	1
An EM‐based likelihood inference for degradation data analysis using gamma process	1
Simultaneous marginal homogeneity versus directional alternatives for multivariate binary data with application to circular economy assessments	1
Micro‐level reserving for general insurance claims using a long short‐term memory network	1
Foreword to the Special Issue on Data Science in Business and Industry	1
A general framework for optimal stopping problems with two risk factors and real option applications	1
Deep partial least squares for instrumental variable regression	1
Discussion of signature‐based models of preventive maintenance	1
Optimal maintenance policy for imperfect production systems using reliability function and defect rate	1
Comparisons of Coherent Systems' Lifetimes in the Increasing Convex Order	1
Ranking customers for marketing actions with a two‐stage Bayesian cluster and Pareto/NBD models	1
Optimal time‐consistent social health insurance and private health insurance strategy under a new health insurance framework	1
Neural network based control charting for multiple stream processes with an application to HVAC systems in passenger railway vehicles	1
Issue Information	1
Discussion of “Specifying prior distributions in reliability applications”	1
An enhanced two‐quantile Wilks methodology for engineering uncertainty analysis	1
On the modeling of dependence between univariate Lévy wear processes and impact on the reliability function	1
	1
On a New Point Process Approach to Reliability Improvement Modeling for Repairable Systems	1
Incorporating Asymmetric Loss for Real Estate Prediction With Area‐Level Spatial Data	1
Upper confidence bound integrated genetic algorithm‐optimized long short‐term memory network for click‐through rate prediction	1
No‐Arbitrage Valuation of Contingent Claims Depending on an Untradeable Asset	1
Linkage vector autoregressive model	1
Bayesian Hierarchical Modeling of Noisy Gamma Processes: Formulation and Extensions for Unit‐To‐Unit Variability	1
On Classical Inference of a Flexible Semi‐Parametric Class of Distributions Under a Joint Balanced Progressive Censoring Scheme	1
Sentiment‐driven mean reversion in the 4/2 stochastic volatility model with jumps	1
Correlation analysis of degrading systems based on bivariate Wiener processes under imperfect maintenance	1
On the multiattempt minimal repair and the corresponding counting process	1
Optimal standby activation in m‐out‐of‐n systems: A preventive approach	0
Topic‐Sentiment Hybrid Networks for Explainable Document Clustering: A Probabilistic Multi‐Dimensional Similarity Analysis	0
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
Quantum Bayesian computation	0
Limiting Behavior of Mixed Coherent Systems With Lévy‐Frailty Marshall–Olkin Failure Times	0
Reliability Analysis of Load‐Sharing Systems Using a Flexible Model With Piecewise Linear Functions	0
Dynamic inventory system with pricing adjustment for price‐comparison shoppers	0
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Statistical estimation in passenger‐to‐train assignment models based on automated data	0
Issue Information	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
Modeling clustered binary data with nonparametric unobserved heterogeneity: An application to stock crash analysis	0
A Mellin transform approach to pricing barrier options under stochastic elasticity of variance	0
Designing acceptance single sampling plans: An optimization‐based approach under generalized beta distribution	0
Discussion of “Specifying prior distributions in reliability applications”: Towards new formal rules for informative prior elicitation?	0
Discussion of signature‐based models of preventive maintenance	0
The Variance Gamma++ process and applications to energy markets	0
Negative Probability	0
Sequential monitoring for conditional quantiles of general conditional heteroscedastic time series models	0
Estimating the Size and Composition of Customer Base Using Retail Transaction Data	0
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Rejoinder to Next Generation Models for Subsequent Sports Injuries by Wu et al.	0
Latent Activation Limited Failure Models, Stochastic Ordering and Identifiability	0
Multivariate simulation‐based forecasting for intraday power markets: Modeling cross‐product price effects	0
Designing Accelerated Degradation Tests Based on Wiener Process With a Positive Relation Between the Drift Rate and the Volatility	0
A self‐exciting modeling framework for forward prices in power markets	0
Industrial Statistics in the Knowledge Economy	0
Value‐at‐Risk with quantile regression neural network: New evidence from internet finance firms	0
Discussion of “Specifying prior distributions in reliability applications”	0
Separable spatio‐temporal kriging for fast virtual sensing	0
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Conway–Maxwell Poisson regression‐based control charts under iterative Liu estimator for monitoring count data	0
An enriched mixture model for functional clustering	0
Discussion of “Specifying prior distributions in reliability applications,” by Qinglong Tian, Colin Lewis‐Beck, Jarad B. Niemi, and William Meeker	0
Redundancy Allocation Problem in k‐Out‐Of‐n Systems With Dependent and Heterogeneous Components	0
Swing option pricing consistent with futures smiles	0
Clustering high‐frequency financial time series based on information theory	0
Discussion of signature‐based models of preventive maintenance	0
Comprehensive interval‐valued time series model with application to the S&P 500 index and PM2.5 level data analysis	0
Estimation with extended sequential order statistics: A link function approach	0
A new Wiener process with bathtub‐shaped degradation rate in the presence of random effects	0
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Joint Probability Functions for Scenarios Arising From Multi‐State Series and Multi‐State Parallel Systems	0
Foreword to the Special Issue on Energy Finance and Climate Change	0
Model Bias Identification for Bayesian Calibration of Stochastic Digital Twins of Bridges	0
Firms' profitability and ESG score: A machine learning approach	0
Bootstrapping through discrete convolutional methods	0
SVM‐Jacobi for fitting linear combinations of exponential distributions with applications to finance and insurance	0
Gambits: Theory and evidence	0
Issue Information	0
Lost in a black‐box? Interpretable machine learning for assessing Italian SMEs default	0
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
Deep generative models for vehicle speed trajectories	0
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Stochastic comparisons of coherent systems with active redundancy at the component or system levels and component lifetimes following the accelerated life model	0
Estimation of VaR with jump process: Application in corn and soybean markets	0
The impact of TV advertising on website traffic	0
Simulated Exact Confidence Intervals: With Applications to Censored Exponential Reliability Data	0
Issue Information	0
Deep reinforcement learning‐based ordering mechanism for performance optimization in multi‐echelon supply chains	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
On the probability of Magnus Carlsen reaching 2900	0
Reliability analysis of δ‐shock models based on the Markovian arrival process	0
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Issue Information	0
Soft‐Clipping Autoregressive Models for Ordinal Time Series	0
Strategic energy flows in input‐output relations: A temporal multilayer approach	0
A Bayesian homogeneity test for comparing Poisson populations	0
Quantization‐Based Latin Hypercube Sampling for Dependent Inputs With an Application to Sensitivity Analysis of Environmental Models	0
Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk	0
On the efficacy of “herd behavior” in the commodities market: A neuro‐fuzzy agent “herding” on deep learning traders	0
Issue Information	0
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue”	0
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Issue Information	0
Mean Distances and Dependence Structures for Lifetimes of Systems With Shared Components	0
Order restricted inference for a multiple step‐stress model with long‐term survivors for a general family of distributions	0
Bayesian Forecasting of Value‐at‐Risk and Expected Shortfall in Cryptocurrency Markets: A Nonlinear Semi‐Parametric Framework	0
A real‐time monitoring approach for bivariate event data	0
Discussion of “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	0
Robust estimation of dependent competing risk model under interval monitoring and determining optimal inspection intervals	0
A new look at the Birnbaum–Saunders regression model	0
A Bayesian record linkage model incorporating relational data	0
A comprehensive distribution‐free scheme for tri‐aspect surveillance of complex processes	0
Issue Information	0
Comments on “Specifying prior distributions in reliability analysis” by Qinglong Tian, Colin Lewis‐Beck, Jarad B. Niemi, and William W. Meeker	0
Issue Information	0
Behavioral event detection and rate estimation for autonomous vehicle evaluation	0
Deep learning models for inflation forecasting	0
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A Multistate Markovian Model of the Economic Burden for Allergy Immunotherapy	0
Stock market bubbles and the forecastability of gold returns and volatility	0
Discussion of “specifying prior distributions in reliability applications”	0
Foreword Special Issue on New Frontiers in Reliability and Risk Analysis: A Tribute to Nozer Darabsha Singpurwalla	0
Is (Independent) Subordination Relevant in Equity Derivatives?	0
Maximizing with‐profit pensions without guarantees	0
Issue Information	0
Imperfect and worse than old maintenances for a gamma degradation process	0
Multivariate dynamic modeling for Bayesian forecasting of business revenue	0