Applied Stochastic Models in Business and Industry

Papers
(The TQCC of Applied Stochastic Models in Business and Industry is 1. 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 2021-05-01 to 2025-05-01.)
ArticleCitations
Gender‐inclusive financial and demographic literacy: Monetizing the gender mortality gap33
Real option valuation of timber harvesting contracts27
Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework25
Issue Information19
Some statistical challenges in automated driving systems19
Discrete‐Time Risk Model With Time‐Varying Premiums: Analysis of Ruin Probabilities14
A multiperiod model of an emissions trading system14
Spectral density estimation for random processes with stationary increments14
Discussion of: Specifying prior distributions in reliability applications14
Gompertz zero‐inflated cure rate regression models applied to credit risk data13
A dam management problem with energy production as an optimal switching problem13
Discussion of Specifying prior distributions in reliability applications12
Optimal shock‐based maintenance policy for a system in a dynamic environment12
New approach and analysis of the generalized constant elasticity of variance model11
Optimal designs of accelerated degradation tests with random shock failures and measurement errors11
Some statistical challenges in automated driving systems11
Degradation modeling and remaining useful lifetime prediction based on functional variance process10
Hazard Rate Order Between Parallel Systems With Multiple Types of Scaled Components10
Preventive maintenance for coherent systems considering postponed replacement9
Automobile insurance claim occurrence prediction model based on ensemble learning8
A stochastic model for evaluating the peaks of commodities' returns8
Bayesian analysis of Markov modulated queues with abandonment7
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 parameters7
The Markov discrete time δ‐shock reliability model and a waiting time problem7
Forecasting aviation safety occurrences6
Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach6
Extreme shock model with change point based on the Poisson process of shocks6
Discussion of specifying prior distributions in reliability applications6
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 data5
A Comprehensive Degradation Modeling Comparison From Statistical to Artificial Intelligence Models for Curing Oven Chains5
Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs4
On preventive maintenance scheduling for the systems exposed to aging and external shocks4
Discussion of specifying prior distributions in reliability applications—Applications for Bayesian estimation software design4
Stochastic evolution of distributions and functional Bollinger bands4
Misspecification analysis of gamma‐ and inverse Gaussian‐based perturbed degradation processes4
An Order Statistics Perspective for System Reliability4
The effect of cutting interest rates on corporate investments: A real options model4
Foreword to the Special Issue on Mathematical Methods in Reliability (MMR23)3
Pareto Optimal Proxy Metrics3
Pricing exotic options in the incomplete market: An imprecise probability method3
A Bayesian data modelling framework for chemical processes using adaptive sequential design with Gaussian process regression3
Financing decisions in a supply chain when considering product returns3
A micro‐to‐macro approach to returns, volumes and waiting times3
A cyclic non‐homogeneous Markov chain model for resource availability optimization in a two‐parking lots system with priority classes and resource reservation3
Start Over After Pre‐Empt (SOAP) Protocol3
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Demand for live betting: An analysis using state‐space models3
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Preface to the special issue on degradation and maintenance, modelling and analysis2
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Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue2
Deep Thinking in Reliability and Risk Analysis: An Overview of Nozer D. Singpurwalla's Work2
One‐ and two‐sided monitoring schemes for BINARCH(1) processes2
Optimal refinancing strategy for mortgage rate with regime switching2
Credibility Theory Under the Least Squared Relative Loss Function2
Issue Information2
Hedging and utility valuation of a defaultable claim driven by Hawkes processes2
Probabilistic and statistical methods in commodity risk management2
Discussion of ‘Specifying prior distributions in reliability applications’2
Modeling flight delays by an intensity‐based Hawkes process2
A comprehensive review of blockchain applications in industrial Internet of Things and supply chain systems2
A new extended δ‐shock model with the consideration of shock magnitude2
Hierarchical optimal designs and modeling for engineering: A case‐study in the rail sector2
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 Environments2
Hedging temperature risk with CDD and HDD temperature futures2
On a buffered threshold autoregressive stochastic volatility model2
Discussion of signature‐based models of preventive maintenance2
Classical and Bayesian estimations of improved Weibull–Weibull distribution for complete and censored failure times data2
Issue Information2
Bayesian Sequential Learning and Decision Making in Bike‐Sharing Systems2
Effective use of screening experiments: Some practical experiences2
Discussion of “Some statistical challenges in automated driving systems”2
Heterogeneity in Populations and the Paradoxes of Survival: A Tribute to Nozer Singpurwalla2
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 revenue2
A moment matching method for option pricing under stochastic interest rates2
A Methodological Approach to Prioritize Digital Twin Development in Manufacturing2
Examining the impact of critical attributes on hard drive failure times: Multi‐state models for left‐truncated and right‐censored semi‐competing risks data2
Upper confidence bound integrated genetic algorithm‐optimized long short‐term memory network for click‐through rate prediction1
1
Micro‐level reserving for general insurance claims using a long short‐term memory network1
Issue Information1
Financial time series analysis and forecasting with Hilbert–Huang transform feature generation and machine learning1
Asymptotic analysis of the Heston model and its statistical and financial applications1
Functional clustering methods for resistance spot welding process data in the automotive industry1
A review of Bayesian dynamic forecasting models: Applications in marketing1
Spatial correction of low‐cost sensors observations for fusion of air quality measurements1
Incorporating Asymmetric Loss for Real Estate Prediction With Area‐Level Spatial Data1
Hybrid descriptive‐inferential method for key feature selection in prostate cancer radiomics1
Forecasting extreme negative returns in gold and silver: A discrete‐duration approach to POT models1
Nonparametric significance tests for imperfect repair1
Foreword: Special issue on blockchain for logistic industry1
Discussion of signature‐based models of preventive maintenance1
An enhanced two‐quantile Wilks methodology for engineering uncertainty analysis1
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Learning low‐dimensional structure in house price indices1
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Statistical inference for a Wiener‐based degradation model with imperfect maintenance actions under different observation schemes1
On a New Point Process Approach to Reliability Improvement Modeling for Repairable Systems1
Forecasting system's accuracy: A framework for the comparison of different structures1
Regime recovery using implied volatility in Markov modulated market model1
Linkage vector autoregressive model1
Average‐tempered stable subordinators with applications1
Deep partial least squares for instrumental variable regression1
A Sequential Learning Procedure for Estimating Coefficients in Linear Regression With Applications to Online Sales Examination1
Non‐parametric local capability indices for industrial planar manufacts: An application to the etching phase in the microelectronic industry1
A study on two‐dimensional warranty with a preventive maintenance policy under burn‐in or run‐in1
On relevation transform involved with statistical dependence between two component lifetimes1
Preservation of ILR and IFR aging classes in sums of dependent random variables1
Issue Information1
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 crisis1
Neural network based control charting for multiple stream processes with an application to HVAC systems in passenger railway vehicles1
Simultaneous marginal homogeneity versus directional alternatives for multivariate binary data with application to circular economy assessments1
Optimal maintenance policy for imperfect production systems using reliability function and defect rate1
An EM‐based likelihood inference for degradation data analysis using gamma process1
Modelling the Chinese crude oil futures returns through a skew‐geometric Brownian motion correlated with the market volatility index process for pricing financial options1
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Discussion of specifying prior distributions in reliability applications1
Optimal time‐consistent social health insurance and private health insurance strategy under a new health insurance framework1
Flexible Bayesian reliability demonstration testing1
On Classical Inference of a Flexible Semi‐Parametric Class of Distributions Under a Joint Balanced Progressive Censoring Scheme1
On the multiattempt minimal repair and the corresponding counting process1
Unsupervised tail modeling via noisy cross‐entropy minimization1
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 warranty1
The censored delta shock model with non‐identical intershock times distribution and an optimal replacement policy1
Vine copula modeling dependence among cyber risks: A dangerous regulatory paradox1
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