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 2022-01-01 to 2026-01-01.)

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
Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times	6
PES volume 36 issue 2 Cover and Back matter	6
Valuation of vulnerable European options with market liquidity risk	6
Some properties of convex and increasing convex orders under Archimedean copula	5
An inequality for log-concave functions and its use in the study of failure rates	5
Strategic behavior, social optimization, and revenue maximization in queues with infinite servers	5
Scheduling servers in a two-stage queue with abandonments and costs	5
Incorporating covariate into mean and covariance function estimation of functional data under a general weighing scheme	5
Analyzing the multi-state system under a run shock model	4
Nonparametric estimation of some dividend problems in the perturbed compound Poisson model	4
A new measure of inaccuracy for record statistics based on extropy	4
Dependence comparisons of order statistics in the proportional hazards model	4
Pareto-optimal reinsurance with default risk and solvency regulation	4
Method-of-moments estimators of a scale parameter based on samples from a coherent system	4
On hybrid tree-based methods for short-term insurance claims	4
Optimal singular dividend control with capital injection and affine penalty payment at ruin	4
On the dual risk model with Parisian implementation delays under a mixed dividend strategy	4
Discounted densities of overshoot and undershoot for Lévy processes with applications in finance	4
Optimal management and valuation of a natural resource: the case of optimal harvesting	3
Comparison on the criticality parameters for two supercritical branching processes with immigration in random environments	3
Options pricing with Markov regime switching Heston volatility Hull–White interest rates and stochastic intensity	3
Lost sales obsolescence inventory systems with positive lead time: a system-point level-crossing approach	3

Varentropy of doubly truncated random variable	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
Corrigendum: “Extended generator and associated martingales for M/G/1 retrial queue with classical retrial policy and general retrial times”	3
Asymptotic behaviors of aggregated Markov processes	3
General distributions of number representation elements	3
Random multi-hooking networks	3
Almost first-order stochastic dominance by distorted expectations	3
Quantile-based information generating functions and their properties and uses	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
A simple European option pricing formula with a skew Brownian motion – ERRATUM	2
The mean residual life at random age and its connection to variability measures	2
Non-parametric estimation of the generalized past entropy function under α -mixing sample	2
An extended class of multivariate counting processes and its main properties	2
PES volume 36 issue 3 Cover and Back matter	2
Strategies for offering an m-out-of-n policy for multi-peril catastrophe insurance	2
Hitting times on the lollipop graph	2
A queueing system with an SIR-type infection	2
A simple European option pricing formula with a skew Brownian motion	2