OOIR: Observatory of International Research

Papers

(The median citation count of Probability in the Engineering and Informational Sciences 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 2021-11-01 to 2025-11-01.)

Article	Citations
On the study of the cumulative residual extropy of mixed used systems and their complexity	15
Extropy-based dynamic cumulative residual inaccuracy measure: properties and applications	9
PES volume 36 issue 1 Cover and Back matter	7
PES volume 36 issue 2 Cover and Back matter	6
An inequality for log-concave functions and its use in the study of failure rates	6
Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times	6
Valuation of vulnerable European options with market liquidity risk	5
Incorporating covariate into mean and covariance function estimation of functional data under a general weighing scheme	5
Scheduling servers in a two-stage queue with abandonments and costs	5
On hybrid tree-based methods for short-term insurance claims	5
Strategic behavior, social optimization, and revenue maximization in queues with infinite servers	4
Some properties of convex and increasing convex orders under Archimedean copula	4
Dependence comparisons of order statistics in the proportional hazards model	4
Analyzing the multi-state system under a run shock model	4
Optimal singular dividend control with capital injection and affine penalty payment at ruin	4
Pareto-optimal reinsurance with default risk and solvency regulation	4
Nonparametric estimation of some dividend problems in the perturbed compound Poisson model	4
Asymptotic behaviors of aggregated Markov processes	3
Options pricing with Markov regime switching Heston volatility Hull–White interest rates and stochastic intensity	3
Discounted densities of overshoot and undershoot for Lévy processes with applications in finance	3
Method-of-moments estimators of a scale parameter based on samples from a coherent system	3
Rotation in age patterns of mortality decline: statistical evidence and modeling	3
Varentropy of doubly truncated random variable	3
On the dual risk model with Parisian implementation delays under a mixed dividend strategy	3
General distributions of number representation elements	3

Random multi-hooking networks	3
Comparison on the criticality parameters for two supercritical branching processes with immigration in random environments	3
On approximation of the analytic fixed finite time large t probability distributions in an extreme renewal process with no-mean inter-renewals	3
A new measure of inaccuracy for record statistics based on extropy	3
Corrigendum: “Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times”	2
Quantile-based information generating functions and their properties and uses	2
Likelihood ratio comparisons and logconvexity properties ofp-spacings from generalized order statistics	2
A queueing system with an SIR-type infection	2
PES volume 36 issue 3 Cover and Back matter	2
Lost sales obsolescence inventory systems with positive lead time: a system-point level-crossing approach	2
Optimal management and valuation of a natural resource: the case of optimal harvesting	2
A simple European option pricing formula with a skew Brownian motion – ERRATUM	2
A negative binomial approximation in group testing	2
The mean residual life at random age and its connection to variability measures	2
Strategies for offering an m-out-of-n policy for multi-peril catastrophe insurance	2
Almost first-order stochastic dominance by distorted expectations	2
Hitting times on the lollipop graph	2
Mean residual life order among largest order statistics arising from resilience-scale models with reduced scale parameters	2
An extended class of multivariate counting processes and its main properties	2
Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times	1
Precise large deviations for a multidimensional risk model with regression dependence structure	1
Asymptotics for the sum-ruin probability of a bi-dimensional compound risk model with dependent numbers of claims	1
On a loss storage network with finite capacity	1
On a new family of r-modified reliability systems	1
Applications of the classical compound Poisson model with claim sizes following a compound distribution	1
Resolving an open problem on the hazard rate ordering of p-spacings	1
Copula-based reliability estimation of parallel-series system in the multicomponent stress–strength dependent model	1
On multivariate contribution measures of systemic risk with applications in cryptocurrency market	1
Reliability analysis of a K-out-of-N system with random rate of repair	1
Relationships between cumulative entropy/extropy, Gini mean difference and probability weighted moments	1
PES volume 37 issue 1 Cover	1
Batch sojourn and delivery times in polling systems on a circle	1
Dependence among order statistics for time-transformed exponential models	1
Structured Replacement Policies for Offshore Wind Turbines	1
The generalized join the shortest orbit queue system: stability, exact tail asymptotics and stationary approximations	1
Credit default swap pricing with counterparty risk in a reduced form model with a common jump process	1
On Jensen- divergence measure	1
A Cox model for gradually disappearing events	1
Correction to “On the distribution of winners’ scores in a round-robin tournament”	1
The time until a random walk exceeds a square root and other barriers	1
Preservation properties of some reliability classes by lifetimes of coherent and mixed systems and their signatures	1
Introducing and applying varinaccuracy: a measure for doubly truncated random variables in reliability analysis	1
Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion	1
A simple European option pricing formula with a skew Brownian motion	1
A new weighted means of failure rate and associated quantile versions	1