Methodology and Computing in Applied Probability

Article	Citations
Exact Covariances and Refined Asymptotics in Dichromatic Tenable Balanced Pólya Urn Schemes	26
A Versatile Stochastic Dissemination Model	16
Asymptotic Behaviors of the VaR and CVaR Estimates for Widely Orthant Dependent Sequences	13
A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance	13
Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks	12
Stochastic Dynamics of a Hybrid Delay Food Chain Model with Harvesting and Jumps in a Polluted Environment	11
Equilibrium Joining Strategies of Positive Customers in a Markovian Queue with Negative Arrivals and Working Vacations	8
Hitting Time Problems of Sticky Brownian Motion and Their Applications in Optimal Stopping and Bond Pricing	7
Three Distributions in the Extended Occupancy Problem	7
Exact One- and Two-Sample Likelihood Ratio Tests based on Time-Constrained Life-Tests from Exponential Distributions	7
Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression	7
Robust Optimal Investment Problem with Delay under Heston’s Model	7
On Familywise Error Rate Cutoffs under Pairwise Exchangeability	6
Multivariate Reversed Hazard Rates and Inactivity Times of Systems	6
Joint Reliability Function of Coherent Systems with Shared Heterogeneous Components	6
Deep Learning for Constrained Utility Maximisation	6
An Examination of the Negative Occupancy Distribution and the Coupon-Collector Distribution	6
Optimal Liquidation Through a Limit Order Book: A Neural Network and Simulation Approach	6
Discrete Tempered Stable Distributions	5
Strategic Behavior and Optimization of an M/M/1 Queue with N-Policy and Hysteretic Control	5
Duality Between the Local Score of One Sequence and Constrained Hidden Markov Model	5
On Transient Analysis of $$\Delta _N$$-Markov Chains	5
Construction of Jointly Distributed Random Samples Drawn from the Beta Two-Parameter Process	5
Bond Prices Under Information Asymmetry and a Short Rate with Instantaneous Feedback	4
Optimal Investment and Reinsurance to Maximize the Probability of Drawup Before Drawdown	4

On Properties of the Phase-type Mixed Poisson Process and its Applications to Reliability Shock Modeling	4
On Several Properties of A Class of Hybrid Recursive Trees	4
Exact Simulation of Poisson-Dirichlet Distribution and Generalised Gamma Process	4
Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with more General Dependent Claim Risks and Defaultable Risk	4
Fraction-Degree Reference Dependent Stochastic Dominance	4
Unbiased Simulation of Rare Events in Continuous Time	4
Modeling and Control of Data Transmission	4
Normal Approximation for Fire Incident Simulation Using Permanental Cox Processes	4
Optimal Strategies in a Production Inventory Control Model	4
On the Derivative Counting Processes of First- and Second-order Aggregated Semi-Markov Systems	4
Editorial for special issue on advances in Actuarial Science and quantitative finance	3
Markovian Arrival Process Subject to Renewal Generated Binomial Catastrophes	3
WNBUE Class and its Applications to Signature-Based Bounds for Reliability of Coherent Systems	3
On Geometric-type Approximations with Applications	3
Matrix-analytic Methods for the Evolution of Species Trees, Gene Trees, and Their Reconciliation	3
Pairwise Markov Models and Hybrid Segmentation Approach	3
Weighted fractional generalized cumulative past entropy and its properties	3
Efficient and robust estimation for autoregressive regression models using shape mixtures of skewt normal distribution	3
The Valuation at Origination of Mortgages with Full Prepayment and Default Risks	3
Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications	3
Correction to: High-Dimensional Quadratic Classifiers in Non-sparse Settings	3
Random Assignment Versus Fixed Assignment in Multilevel Importance Splitting for Estimating Stochastic Reach Probabilities	3
Cornish-Fisher Expansions for Functionals of the Weighted Partial Sum Empirical Distribution	3
Bayesian Wavelet Stein’s Unbiased Risk Estimation of Multivariate Normal Distribution Under Reflected Normal Loss	3
Polynomial Convergence Rates of Piecewise Deterministic Markov Processes	3
Replacement Policy for Heterogeneous Items Subject to Gamma Degradation Processes	3
Inference for the Lee-Carter Model With An AR(2) Process	3
Asymptotics of Running Maxima for φ-Subgaussian Random Double Arrays	3
Conditional Moment Matching and Stratified Approximation for Pricing and Hedging Periodic-Premium Variable Annuities	3
Correction to: Markovian Online Matching Algorithms on Large Bipartite Random Graphs	3
Actor-Critic Learning Algorithms for Mean-Field Control with Moment Neural Networks	3
Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims	3
Convergence Rates of Attractive-Repulsive MCMC Algorithms	3
Stochastic Model of Conditional Non-stationary Time Series of the Wind Chill Index in West Siberia	3
Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance	3
Busy Periods for Queues Alternating Between Two Modes	2
A Numerical Method for Hedging Bermudan Options under Model Uncertainty	2
Bivariate Sarmanov Phase-Type Distributions for Joint Lifetimes Modeling	2
Construction and Simulation of Generalized Multivariate Hawkes Processes	2
Markovian Online Matching Algorithms on Large Bipartite Random Graphs	2
Variance Bounding of Delayed-Acceptance Kernels	2
Orthogonal Weighted Empirical Likelihood Test for ARCH-M Models with Double Functional Coefficients	2
On the Mean and Variance Residual Life Comparisons of Coherent Systems with Identically Distributed Components	2
Asymptotics of Sum of Heavy-tailed Risks with Copulas	2
Gerber-Shiu Function for a Class of Markov-Modulated Lévy Risk Processes with Two-Sided Jumps	2
Optimal DC Pension Management Under Inflation Risk With Jump Diffusion Price Index and Cost of Living Process	2
On the Longest Run and the Waiting Time for the First Run in a Continuous Time Multi-State Markov Chain	2
Bayes Estimator Under Neutrosophic Statistics: A Robust Approach for Handling Uncertainty and Imprecise Data	2
Multi-State Joint Survival Signature for Multi-State Systems with Shared Multi-State Components	2
Sequences of Improved Two-Sided Bounds for the Renewal Function and the Solutions of Renewal-Type Equations	2

Ruin Problems for Risk Processes with Dependent Phase-Type Claims	2
Ruin Probability for Finite Erlang Mixture Claims Via Recurrence Sequences	2
A Queueing Model with BMAP Arrivals and Heterogeneous Phase Type Group Services	2
Quickest Change-point Detection Problems for Multidimensional Wiener Processes	2
Subsampling in Longitudinal Models	2
A New Family of Continuous Univariate Distributions	2
Analysis of IBNR Liabilities with Interevent Times Depending on Claim Counts	2
Correction to: Editorial of the Special Issue of MCAP: S4G Stochastic Geometry, Stereology and Spatial Statistics	2
Stochastic Analysis of Rumor Spreading with Multiple Pull Operations	2
Revisiting Best Linear Unbiased Estimation of Location-Scale Parameters Based on Optimally Selected Order Statistics Using Compound Design	2
General Draw-Down Times for Refracted Spectrally Negative Lévy Processes	2
The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain	2
Second-Order Properties for Planar Mondrian Tessellations	2
Manage Pension Deficit with Heterogeneous Insurance	2
Generalized Fractional Risk Process	2
Analysis of Two-Way Communication in $$M_1^X, M_2/G_1,G_2/1$$ Retrial Queue Under the Constant Retrial Policy	2
Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks	2
Voting Rights, Markov Chains, and Optimization by Short Bursts	2
Application of Bernstein Polynomials on Estimating a Distribution and Density Function in a Triangular Array	2
Nonlinear Unbalanced Urn Models via Stochastic Approximation	2
Stochastic Simulation Algorithms for Solving Transient Anisotropic Diffusion-recombination Equations and Application to Cathodoluminescence Imaging	2
Asymptotic Analysis of k-Hop Connectivity in the 1D Unit Disk Random Graph Model	1
Bounds on Multivariate Kendall’s Tau and Spearman’s Rho for Zero-Inflated Continuous Variables and their Application to Insurance	1
A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks	1
How Many Digits are Needed?	1
Second Order Asymptotics for Infinite-Time Ruin Probability in a Compound Renewal Risk Model	1
How Many Inner Simulations to Compute Conditional Expectations with Least-square Monte Carlo?	1
Pricing and Hedging Contingent Claims by Entropy Segmentation and Fenchel Duality	1
Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model	1
Optimal Investment and Risk Control Strategies for an Insurer Subject to a Stochastic Economic Factor in a Lévy Market	1
Modelling the Behavior of Human Crowds as Coupled Active-passive Dynamics of Interacting Particle Systems	1
Ruin Probabilities as Recurrence Sequences in a Discrete-Time Risk Process	1
Applying Affine Urn Models to the Global Profile of Hyperrecursive Trees	1
Analytical Computation of Pseudo-Gibbs Distributions for Dependency Networks	1
Efficient Algorithms for Tail Probabilities of Exchangeable Lognormal Sums	1
Investigating Several Fundamental Properties of Random Lobster Trees and Random Spider Trees	1
Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes	1
Two-sided Bounds for Renewal Equations and Ruin Quantities	1
The First-Passage Area of Wiener Process with Stochastic Resetting	1
On Dependent Multi-State Semi-Coherent Systems Based on Multi-State Joint Signature	1
Analysis of a Stochastic Single-Species Model with Intraspecific Cooperation	1
The Inverse First-passage Time Problem as Hydrodynamic Limit of a Particle System	1
Flexible Bayesian Inference for Diffusion Processes using Splines	1
Distributions of $$({k}_{1},{k}_{2},\dots ,{k}_{m})$$-runs with Multi-state Trials	1
Detailed Analytical and Computational Studies of D-BMAP/D-BMSP/1 Queueing System	1
Expressions for Marginal Mean Excess and Marginal Expected Shortfall Measures under Bivariate Scale Mixture of Normal Distribution	1
Analyzing the Profitability and Efficiency in European Non-Life Insurance Industry	1
Asymptotic Analysis of Finite-Source M/GI/1 Retrial Queueing Systems with Collisions and Server Subject to Breakdowns and Repairs	1
Joint Reliability of Two Consecutive-(1, l) or (2, k)-out-of-(2, n): F Type Systems and Its Application in Smart Street Light Deployment	1
On the Analysis of a Generalised Mean-Reverting Stochastic Model with Two Uncorrelated Brownian Motions	1
Solving Elliptic Equations with Brownian Motion: Bias Reduction and Temporal Difference Learning	1
Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions	1
A Non-equilibrium Geometric No-arbitrage Principle	1
Dynamics of a Stochastic Regime-Switching Four-Species Food Chain Model with Distributed Delays and Harvesting	1
On Computing the Multivariate Poisson Probability Distribution	1
A Numerical Approach for Evaluating the Time-Dependent Distribution of a Quasi Birth-Death Process	1
Weak Ergodicity in G-NHMS	1
Self and Mutually Exciting Point Process Embedding Flexible Residuals and Intensity with Discretely Markovian Dynamics	1
Dynamical Behaviors of a Stochastic Single-Species Model with Allee Effects	1
Transform MCMC Schemes for Sampling Intractable Factor Copula Models	1
A Cyclic Random Motion in $$\mathbb {R}^3$$ Driven by Geometric Counting Processes	1
A Speed-based Estimator of Signal-to-Noise Ratios	1
Crossings States and Sets of States in Random Walks	1
Efficient Approximations for Utility-Based Pricing	1
A Fourier Transform Method for Solving Backward Stochastic Differential Equations	1
Mean-Field Libor Market Model and Valuation of Long Term Guarantees	1
Profit Optimization of Cattle Growth with Variable Prices	1
The Gerber-Shiu Penalty Function for a Two-sided Renewal Risk Process Perturbed by Diffusion	1
Statistical Inference for Partially Observed Markov-Modulated Diffusion Risk Model	1
Diffusion Approximation of Loss Queueing Systems	1
Analysis of a Multiple Dual-Stage Vacation Queueing System with Disaster and Repairable Server	1
Energy Efficiency in a Base Station of 5G Cellular Networks using M/G/1 Queue with Multiple Sleeps and N-Policy	1
Robust Stochastic Stackelberg Differential Reinsurance and Investment Games for an Insurer and a Reinsurer with Delay	1
Portfolio Selection with Contrarian Strategy	1
Reliability Assessment for Censored $${\boldsymbol{\delta}}$$-Shock Models	1
A Non-local Fokker-Planck Equation with Application to Probabilistic Evaluation of Sediment Replenishment Projects	1
Binomial Approximation to Locally Dependent Collateralized Debt Obligations	1
Optimal Dividend Strategy Under Parisian Ruin with Affine Penalty	1
Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility	1
Bootstrap of Reliability Indicators for Semi-Markov Processes	1

Simulation Analysis of a Base Station Using Finite Buffer M/G/1 Queueing System with Variant Sleeps	1
Parking Functions: From Combinatorics to Probability	1
Reliability and Optimization for k-out-of-n: G Mixed Standby Retrial System with Dependency and J-Vacation	1
Randomized Quasi-Monte Carlo Methods on Triangles: Extensible Lattices and Sequences	1