OOIR: Observatory of International Research

Papers

(The TQCC of Probability in the Engineering and Informational Sciences 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 2021-06-01 to 2025-06-01.)

Article	Citations
Extropy-based dynamic cumulative residual inaccuracy measure: properties and applications	15
On the study of the cumulative residual extropy of mixed used systems and their complexity	9
PES volume 36 issue 1 Cover and Back matter	8
An inequality for log-concave functions and its use in the study of failure rates	8
PES volume 36 issue 2 Cover and Back matter	7
Scheduling servers in a two-stage queue with abandonments and costs	7
Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times	7
Valuation of vulnerable European options with market liquidity risk	6
On hybrid tree-based methods for short-term insurance claims	6
A closed-form approximation formula for pricing European options under a three-factor model	6
Incorporating covariate into mean and covariance function estimation of functional data under a general weighing scheme	4
Optimal allocation of a coherent system with statistical dependent subsystems	4
Analyzing the multi-state system under a run shock model	4
Strategic behavior, social optimization, and revenue maximization in queues with infinite servers	4
Pareto-optimal reinsurance with default risk and solvency regulation	4
Some properties of convex and increasing convex orders under Archimedean copula	4
Assortativity and bidegree distributions on Bernoulli random graph superpositions	4
Dependence comparisons of order statistics in the proportional hazards model	4
Concentrated matrix exponential distributions with real eigenvalues	3
Options pricing with Markov regime switching Heston volatility Hull–White interest rates and stochastic intensity	3
Random multi-hooking networks	3
Corrigendum: “Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times”	3
A new measure of inaccuracy for record statistics based on extropy	3
Nonparametric estimation of some dividend problems in the perturbed compound Poisson model	3
A regret lower bound for assortment optimization under the capacitated MNL model with arbitrary revenue parameters	3

Equivalency in joint signatures for binary/multi-state systems of different sizes	3
Varentropy of doubly truncated random variable	3
General distributions of number representation elements	3
On the dual risk model with Parisian implementation delays under a mixed dividend strategy	3
Discounted densities of overshoot and undershoot for Lévy processes with applications in finance	3
On approximation of the analytic fixed finite time large t probability distributions in an extreme renewal process with no-mean inter-renewals	3
Rotation in age patterns of mortality decline: statistical evidence and modeling	3
Almost first-order stochastic dominance by distorted expectations	3
Method-of-moments estimators of a scale parameter based on samples from a coherent system	3
Optimal singular dividend control with capital injection and affine penalty payment at ruin	3
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
PES volume 35 issue 3 Cover and Back matter	2
A simple European option pricing formula with a skew Brownian motion – ERRATUM	2
PES volume 36 issue 3 Cover and Back matter	2
An extended class of multivariate counting processes and its main properties	2
Asymptotic behaviors of aggregated Markov processes	2
Hitting times on the lollipop graph	2
The mean residual life at random age and its connection to variability measures	2
A queueing system with an SIR-type infection	2
A simple European option pricing formula with a skew Brownian motion	2
Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion	2
PES volume 35 issue 4 Cover and Front matter	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
Mean residual life order among largest order statistics arising from resilience-scale models with reduced scale parameters	2
A negative binomial approximation in group testing	2
Star-shaped order for distributions characterized by several parameters and some applications	2