Probability in the Engineering and Informational Sciences

Article	Citations
Extropy-based dynamic cumulative residual inaccuracy measure: properties and applications	13
Game-theoretic policy computing and simulation for blockchained buffering system via diffusion approximation	9
Shock models governed by an inverse gamma mixed Poisson process	8
Precise large deviations for a multidimensional risk model with regression dependence structure	6
General distributions of number representation elements	6
On the study of the cumulative residual extropy of mixed used systems and their complexity	6
Mean residual life order among largest order statistics arising from resilience-scale models with reduced scale parameters	5
PES volume 35 issue 4 Cover and Front matter	5
Nonlinear and unbalanced urn models with two types of strategies: a stochastic approximation point of view	5
On approximation of the analytic fixed finite time large t probability distributions in an extreme renewal process with no-mean inter-renewals	5
Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times	4
PES volume 35 issue 3 Cover and Back matter	4
The mean residual life at random age and its connection to variability measures	4
PES volume 35 issue 3 Cover and Front matter	4
Correction to “On the distribution of winners’ scores in a round-robin tournament”	4
A Cox model for gradually disappearing events	3
Method-of-moments estimators of a scale parameter based on samples from a coherent system	3
On multivariate contribution measures of systemic risk with applications in cryptocurrency market	3
On dual risk models with proportional gains and dependencies	3
Asymptotics of a time bounded cylinder model	3
THE NEAREST UNVISITED VERTEX WALK ON RANDOM GRAPHS	3
PES volume 36 issue 1 Cover and Back matter	3
Orderings of component level versus system level at active redundancies for coherent systems with dependent components	3
Optimal call center forecasting and staffing	3
An inequality for log-concave functions and its use in the study of failure rates	3

Random multi-hooking networks	3
A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility	3
Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims	3
Equivalency in joint signatures for binary/multi-state systems of different sizes	3
Concentrated matrix exponential distributions with real eigenvalues	3
Completion times of jobs on two-state service processes and their asymptotic behavior	3
On the probability of a Pareto record	3
PES volume 36 issue 2 Cover and Back matter	3
PES volume 35 issue 4 Cover and Back matter	3
Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times	3
On the combined imperfect repair process	2
The value of information and efficient switching in channel selection	2
On the dynamic residual measure of inaccuracy based on extropy in order statistics	2
On inactivity times of failed components of coherent system under double monitoring	2
Valuation of vulnerable European options with market liquidity risk	2
Scheduling servers in a two-stage queue with abandonments and costs	2
A simple European option pricing formula with a skew Brownian motion – ERRATUM	2
Phase transitions in biased opinion dynamics with 2-choices rule	2
Options pricing with Markov regime switching Heston volatility Hull–White interest rates and stochastic intensity	2
Rotation in age patterns of mortality decline: statistical evidence and modeling	2
Multiple-drawing dynamic Friedman urns with opposite-reinforcement	2
An extended class of multivariate counting processes and its main properties	1
A negative binomial approximation in group testing	1
Improved bounds for the solutions of renewal equations	1
Semi-parametric estimation of system reliability for multicomponent stress-strength model under hierarchical Archimedean copulas	1
Stochastic comparison of parallel systems with Pareto components	1
Extreme Behaviors of the Tail Gini-Type Variability Measures	1
Asset allocation for a DC pension plan with minimum guarantee constraint and hidden Markov regime-switching	1
A value-at-risk approach to futures hedge	1
PES volume 36 issue 4 Cover and Back matter	1
Some generalized information and divergence generating functions: properties, estimation, validation, and applications	1
SIGNATURES OF MULTI-STATE SYSTEMS BASED ON A SERIES/PARALLEL/RECURRENT STRUCTURE OF MODULES	1
PES volume 36 issue 1 Cover and Front matter	1
Resolving an open problem on the hazard rate ordering of p-spacings	1
A simple European option pricing formula with a skew Brownian motion	1
A lattice approach for option pricing under a regime-switching GARCH-jump model	1
A closed-form approximation formula for pricing European options under a three-factor model	1
PES volume 36 issue 3 Cover and Back matter	1
A queueing system with an SIR-type infection	1
Equilibrium analysis of the fluid model with two types of parallel customers and incomplete fault	1
Strategic behavior, social optimization, and revenue maximization in queues with infinite servers	1
Incorporating covariate into mean and covariance function estimation of functional data under a general weighing scheme	1
Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion	1
Depths in hooking networks	1
Analyzing a single hyper-exponential working vacation queue from its governing difference equation	0
Nonparametric estimation of some dividend problems in the perturbed compound Poisson model	0
Optimal allocation of a coherent system with statistical dependent subsystems	0
Likelihood ratio comparisons and logconvexity properties ofp-spacings from generalized order statistics	0
Disparity-persistence and the multistep friendship paradox	0
Batch sojourn and delivery times in polling systems on a circle	0

Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model	0
Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure	0
PES volume 36 issue 3 Cover and Front matter	0
Binomial distribution with delay in analysis and parametrization of Ouroboros Praos proof of stake blockchain protocol	0
Log-concavity and relative log-concave ordering of compound distributions	0
Analyzing the multi-state system under a run shock model	0
Lost sales obsolescence inventory systems with positive lead time: a system-point level-crossing approach	0
On history-dependent mixed shock models	0
Preservation properties of some reliability classes by lifetimes of coherent and mixed systems and their signatures	0
Graph connectivity with fixed endpoints in the random-connection model	0
Dependence among order statistics for time-transformed exponential models	0
Stochastic comparisons of largest claim and aggregate claim amounts	0
Pareto-optimal reinsurance with default risk and solvency regulation	0
Overlap times in the infinite server queue	0
Hitting times on the lollipop graph	0
Equivalency of multi-state survival signatures of multi-state systems of different sizes and its use in the comparison of systems	0
On the second-order excess wealth order and its properties	0
Almost exact recovery in noisy semi-supervised learning	0
A closed-form pricing formula for catastrophe equity options	0
Team's seasonal win probabilities	0
Percolation in simple directed random graphs with a given degree distribution	0
Corrigendum: “Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times”	0
Tsallis value-at-risk: generalized entropic value-at-risk	0
Covariances in Pólya urn schemes	0
Star-shaped order for distributions characterized by several parameters and some applications	0
Some stochastic comparisons of lower records and lower record spacings	0
Applications of the classical compound Poisson model with claim sizes following a compound distribution	0
Optimal design for network mutual aid	0
On hybrid tree-based methods for short-term insurance claims	0
Ordered multi-state system signature and its dynamic version in evaluating used multi-state systems	0
Some properties of convex and increasing convex orders under Archimedean copula	0
Discounted densities of overshoot and undershoot for Lévy processes with applications in finance	0
Optimal allocation of policy limits in layer reinsurance treaties	0
Valuing vulnerable Asian options with liquidity risk under Lévy processes	0
Dependence comparisons of order statistics in the proportional hazards model	0
Orderings of extremes among dependent extended Weibull random variables	0
A new weighted means of failure rate and associated quantile versions	0
Worst-case Omega ratio under distribution uncertainty with its application in robust portfolio selection	0
Almost first-order stochastic dominance by distorted expectations	0
On the distribution of winners’ scores in a round-robin tournament	0
Asymptotic behaviors of aggregated Markov processes	0
SERVER COORDINATION IN QUEUEING SYSTEMS: WHEN AND HOW?	0
Precise large deviations of the net loss process in a non-standard two-dimensional risk model	0
On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures	0
Asymptotics for the sum-ruin probability of a bi-dimensional compound risk model with dependent numbers of claims	0
Copula-based reliability estimation of parallel-series system in the multicomponent stress–strength dependent model	0
Optimal singular dividend control with capital injection and affine penalty payment at ruin	0
PES volume 36 issue 2 Cover and Front matter	0
Stochastic properties of generalized finite α-mixtures	0
Game theoretic modeling of economic denial of sustainability (EDoS) attack in cloud computing	0
PES volume 36 issue 4 Cover and Front matter	0
Preface	0
Discounted cost exponential semi-Markov decision processes with unbounded transition rates: a service rate control problem with impatient customers	0
An adaptive strategy for offering m-out-of-n insurance policies	0
Credit default swap pricing with counterparty risk in a reduced form model with a common jump process	0
A closed-form approximation for pricing spread options on futures under a mean-reverting spot price model with multiscale stochastic volatility	0
The generalized join the shortest orbit queue system: stability, exact tail asymptotics and stationary approximations	0
Relationships between cumulative entropy/extropy, Gini mean difference and probability weighted moments	0
Temporal concatenation for Markov decision processes	0
Option pricing under a double-exponential jump-diffusion model with varying severity of jumps	0
A new measure of inaccuracy for record statistics based on extropy	0
The number of overlapping customers in Erlang-A queues: an asymptotic approach	0
PES volume 37 issue 1 Cover	0
Assortativity and bidegree distributions on Bernoulli random graph superpositions	0
Structured Replacement Policies for Offshore Wind Turbines	0
On Jensen- divergence measure	0
On a retrial queue with negative customers, passive breakdown, and delayed repairs	0
Barlow and Proschan principle for coherent systems with statistically dependent component and redundancy lifetimes	0
On stochastic ordering among extreme shock models	0
The bisexual branching processes affected by viral infectivity and with random control functions in random environments	0
Quantile-based information generating functions and their properties and uses	0
Method of moments estimation for the superposition of square-root diffusions	0
Varentropy of doubly truncated random variable	0
Optimal control of supervisors balancing individual and joint responsibilities	0
Optimal management and valuation of a natural resource: the case of optimal harvesting	0
A new lifetime distribution by maximizing entropy: properties and applications	0
Reliability analysis of a K-out-of-N system with random rate of repair	0
A PROBABILISTIC ℓ1 METHOD FOR CLUSTERING HIGH-DIMENSIONAL DATA	0
On the dual risk model with Parisian implementation delays under a mixed dividend strategy	0
Using a Chen-Stein identity to obtain low variance simulation estimators	0

Ordering and aging properties of systems with dependent components governed by the Archimedean copula	0
A regret lower bound for assortment optimization under the capacitated MNL model with arbitrary revenue parameters	0