Applied Stochastic Models in Business and Industry

Papers
(The TQCC of Applied Stochastic Models in Business and Industry 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 2021-09-01 to 2025-09-01.)
ArticleCitations
Issue Information43
Discussion of: Specifying prior distributions in reliability applications25
Gender‐inclusive financial and demographic literacy: Monetizing the gender mortality gap20
A dam management problem with energy production as an optimal switching problem18
Some statistical challenges in automated driving systems14
Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework14
Real option valuation of timber harvesting contracts14
Spectral density estimation for random processes with stationary increments14
Gompertz zero‐inflated cure rate regression models applied to credit risk data14
A multiperiod model of an emissions trading system13
Next Generation Models for Subsequent Sports Injuries13
Discrete‐Time Risk Model With Time‐Varying Premiums: Analysis of Ruin Probabilities13
Discussion of Specifying prior distributions in reliability applications11
Optimal shock‐based maintenance policy for a system in a dynamic environment11
Degradation modeling and remaining useful lifetime prediction based on functional variance process10
Preventive maintenance for coherent systems considering postponed replacement10
Some statistical challenges in automated driving systems10
New approach and analysis of the generalized constant elasticity of variance model9
Optimal designs of accelerated degradation tests with random shock failures and measurement errors9
Issue Information8
Hazard Rate Order Between Parallel Systems With Multiple Types of Scaled Components8
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 learning7
Bayesian analysis of Markov modulated queues with abandonment7
Optimisation of nuclear reactor primary coolant design and maintenance parameters7
Forecasting aviation safety occurrences6
Discussion of specifying prior distributions in reliability applications5
A Comprehensive Degradation Modeling Comparison From Statistical to Artificial Intelligence Models for Curing Oven Chains5
Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach5
The Markov discrete time δ‐shock reliability model and a waiting time problem4
The Analysis of Association Rules: Sensitivity Analysis4
Misspecification analysis of gamma‐ and inverse Gaussian‐based perturbed degradation processes4
An Order Statistics Perspective for System Reliability4
Stochastic evolution of distributions and functional Bollinger bands4
Rejoinder to: “An overview of some classical and discussion of the signature‐based models of preventive maintenance”4
Forecasting Inflation From Disaggregated Data4
A longitudinal degradation set‐up for calendar aging of lithium‐ion batteries in view of sparse experimental data4
A stochastic model for evaluating the peaks of commodities' returns4
The effect of cutting interest rates on corporate investments: A real options model4
On preventive maintenance scheduling for the systems exposed to aging and external shocks4
Extreme shock model with change point based on the Poisson process of shocks4
Discussion of ‘Specifying prior distributions in reliability applications’3
A Bayesian data modelling framework for chemical processes using adaptive sequential design with Gaussian process regression3
Demand for live betting: An analysis using state‐space models3
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 Motions3
Issue Information3
Foreword to the Special Issue on Mathematical Methods in Reliability (MMR23)3
Pricing exotic options in the incomplete market: An imprecise probability method3
Examining the impact of critical attributes on hard drive failure times: Multi‐state models for left‐truncated and right‐censored semi‐competing risks data3
Start Over After Pre‐Empt (SOAP) Protocol3
Hedging temperature risk with CDD and HDD temperature futures3
Discussion of Bayesian forecasting of business revenue3
A Methodological Approach to Prioritize Digital Twin Development in Manufacturing3
Pareto Optimal Proxy Metrics3
3
A cyclic non‐homogeneous Markov chain model for resource availability optimization in a two‐parking lots system with priority classes and resource reservation3
Classical and Bayesian estimations of improved Weibull–Weibull distribution for complete and censored failure times data3
Probabilistic and statistical methods in commodity risk management3
On a buffered threshold autoregressive stochastic volatility model3
Hedging and utility valuation of a defaultable claim driven by Hawkes processes3
Modeling flight delays by an intensity‐based Hawkes process3
Discussion of specifying prior distributions in reliability applications—Applications for Bayesian estimation software design3
Financing decisions in a supply chain when considering product returns3
Flexible Bayesian reliability demonstration testing2
Nonparametric significance tests for imperfect repair2
One‐ and two‐sided monitoring schemes for BINARCH(1) processes2
A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association2
Heterogeneity in Populations and the Paradoxes of Survival: A Tribute to Nozer Singpurwalla2
Asymptotic analysis of the Heston model and its statistical and financial applications2
Effective use of screening experiments: Some practical experiences2
An EM‐based likelihood inference for degradation data analysis using gamma process2
Rejoinder to “Specifying Prior Distribution in Reliability Applications”2
On relevation transform involved with statistical dependence between two component lifetimes2
A new extended δ‐shock model with the consideration of shock magnitude2
Reliability Inference in GLFP Models Based on EM Algorithm With Related Application2
Discussion of signature‐based models of preventive maintenance2
Optimal burn‐in policy for mixed population of products under two‐dimensional combination warranty2
2
Stochastic Modeling and Time‐Frequency Analysis for Predictive Maintenance of Automotive Suspension Systems2
2
Discussion of “Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue”2
Issue Information2
Minimising by Simulation‐Based Optimisation the Cycle Time for the Line Balancing Problem in Real‐World Environments2
A review of Bayesian dynamic forecasting models: Applications in marketing2
Discussion of “Some statistical challenges in automated driving systems”2
Discussion of Next Generation Models for Subsequent Sports Injuries by Wu Et Al.2
Hierarchical optimal designs and modeling for engineering: A case‐study in the rail sector2
Unsupervised tail modeling via noisy cross‐entropy minimization2
Bayesian Sequential Learning and Decision Making in Bike‐Sharing Systems2
Credibility Theory Under the Least Squared Relative Loss Function2
The censored delta shock model with non‐identical intershock times distribution and an optimal replacement policy2
Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue2
Non‐parametric local capability indices for industrial planar manufacts: An application to the etching phase in the microelectronic industry2
Simultaneous marginal homogeneity versus directional alternatives for multivariate binary data with application to circular economy assessments2
Deep Thinking in Reliability and Risk Analysis: An Overview of Nozer D. Singpurwalla's Work2
On a New Point Process Approach to Reliability Improvement Modeling for Repairable Systems2
Feature Selection for Stock Movement Direction Prediction Using Sparse Support Vector Machine2
Regime recovery using implied volatility in Markov modulated market model2
Preface to the special issue on degradation and maintenance, modelling and analysis2
2
Optimal refinancing strategy for mortgage rate with regime switching2
Discussion of signature‐based models of preventive maintenance2
Foreword to the Special Issue on “Data Science in Process Industries”2
Preservation of ILR and IFR aging classes in sums of dependent random variables2
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