Methodology and Computing in Applied Probability

Article	Citations
Stochastic Dynamics of a Hybrid Delay Food Chain Model with Harvesting and Jumps in a Polluted Environment	21
Markovian Arrival Process Subject to Renewal Generated Binomial Catastrophes	17
Optimal Liquidation Through a Limit Order Book: A Neural Network and Simulation Approach	11
Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression	10
Dixie Cup Problem in an Interlacing Process	9
Tempered Space-Time Fractional Negative Binomial Process	9
Pairwise Markov Models and Hybrid Segmentation Approach	8
Applying Affine Urn Models to the Global Profile of Hyperrecursive Trees	8
A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks	8
A Speed-based Estimator of Signal-to-Noise Ratios	8
On Computing the Multivariate Poisson Probability Distribution	8
Analysis of a Multiple Dual-Stage Vacation Queueing System with Disaster and Repairable Server	8
Binomial Approximation to Locally Dependent Collateralized Debt Obligations	8
Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model	7
The Inverse First-passage Time Problem as Hydrodynamic Limit of a Particle System	7
Parking Functions: From Combinatorics to Probability	7
New Information-Based Replacement Policies for Heterogeneous Populations of ‘Aging’ and ‘Non-Aging’ Items	6
A Conditioned Kullback-Leibler Divergence Measure through Compensator Processes and its Relationship to Cumulative Residual Inaccuracy Measure with Applications	6
Efficient Approximations for Utility-Based Pricing	6
Queueing Inventory System with Multiple Service Nodes and Addressed Retrials from a Common Orbit	6
A Bhattacharyya-type Conditional Error Bound for Quadratic Discriminant Analysis	6
Admission Control of Parallel Queues with Fork Types of Jobs	6
On Distribution and Average Run Length of a Two-Stage Control Process	6
Randomized Repeated Significance Tests Based on Scan Statistics for Discrete Data	5
Spatial Permutations Sampling Convergence Speed	5

Strong Convergence Properties for Weighted Sums of Extended Negatively Dependent Random Variables Under Sub-linear Expectations with Statistical Applications	5
Complete Analysis of $$M/G_{r}^{(a,b)}/1/N$$ Queue with Second Optional Service	5
Quantum Probability for Statisticians; Some New Ideas	5
Reconstruction of Random Fields Concentrated on an Unknown Curve using Irregularly Sampled Data	5
Approximations of Copulas via Transformed Moments	5
Performance Analysis and Cost Optimization of an M/M/1 Queue with N-Policy and Working Breakdown	5
Optimal Strategy and System Performance in a Feedback Queue with Customer-intensive Services and Boundedly Rational Customers	4
On Cold Standby Repairable Systems with a Random Change Point in Failure and/or Repair Times	4
Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims	4
Generalized Fractional Risk Process	4
Bayesian Wavelet Stein’s Unbiased Risk Estimation of Multivariate Normal Distribution Under Reflected Normal Loss	4
Estimation and Goodness-of-fit for the q-Weibull Distribution via the Mellin Transform	4
Entropy of Some Discrete Distributions	4
Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications	4
Competing Risks Modelling via Multistate System Methodology under a Generalized Family of Distributions	4
Bayes Estimator Under Neutrosophic Statistics: A Robust Approach for Handling Uncertainty and Imprecise Data	4
Backward Non-Homogeneous Markov Systems: Weak Ergodicity	4
A Queueing Model with BMAP Arrivals and Heterogeneous Phase Type Group Services	4
Discrete-Time Geo/Geo/1 Queueing System Associated with (s, S) Inventory Policy	4
A Stationary Proportional Hazard Class Process and its Applications	4
Matrix-analytic Methods for the Evolution of Species Trees, Gene Trees, and Their Reconciliation	4
Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance	4
Construction and Simulation of Generalized Multivariate Hawkes Processes	4
Analysis of Two-Way Communication in $$M_1^X, M_2/G_1,G_2/1$$ Retrial Queue Under the Constant Retrial Policy	4
Procurement, Dynamic Pricing, and Early Exit Decisions for Products with Short Life Cycles	4
A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson’s Equation	3
Transform MCMC Schemes for Sampling Intractable Factor Copula Models	3
Randomized Quasi-Monte Carlo Methods on Triangles: Extensible Lattices and Sequences	3
Weak Ergodicity in G-NHMS	3
Crossings States and Sets of States in Random Walks	3
On the Optimal Nested Ordered Algorithm	3
Two-sided Bounds for Renewal Equations and Ruin Quantities	3
Statistical Inference for Partially Observed Markov-Modulated Diffusion Risk Model	3
Asymptotic Analysis of k-Hop Connectivity in the 1D Unit Disk Random Graph Model	3
Multi-State Joint Survival Signature for Multi-State Systems with Shared Multi-State Components	3
Application of Bernstein Polynomials on Estimating a Distribution and Density Function in a Triangular Array	3
Stochastic Modeling of a Base Station in 5G Wireless Networks for Energy Aspects Using Advanced Sleep Mechanism	3
Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes	3
Diffusion Approximation of Loss Queueing Systems	3
Optimal Investment and Reinsurance to Maximize the Probability of Drawup Before Drawdown	2
On Geometric-type Approximations with Applications	2
Asymptotic Finite-Time Ruin Probabilities for a Multidimensional Risk Model with Subexponential Claims	2
On Erlang Queue with Multiple Arrivals and its Time-Changed Variant	2
Stochastic Fluid Models with Upward Jumps and Phase Transitions	2
Bivariate Semi-Parametric Model: Bayesian Inference	2
Optimal Pricing Strategy in an Unreliable M/M/1 Retrial Queue with Delayed Repair and Breakdown Deterioration	2
Moments of the Ruin Time in a Lévy Risk Model	2
State Re-union Maintainability for Semi-Markov Models in Manpower Planning	2
On Shock Models with Two Shock Types	2
The Multivariate Generalized Linear Hawkes Process in High Dimensions with Applications in Neuroscience	2

System Point Level Crossing Approach for Lost Sales Deteriorating Inventory Systems with Positive Lead Time	2
Statistical Causality for Multivariate Nonlinear Time Series via Gaussian Process Models	2
Asymptotic Behaviors of the VaR and CVaR Estimates for Widely Orthant Dependent Sequences	2
Modeling and Control of Data Transmission	2
Asymptotic Properties of the Estimators in Mildly Stable Unit Root Process	2
Portfolio Optimization With a Guaranteed Minimum Maturity Benefit and Risk-Adjusted Fees	2
An Enhanced Epidemic Susceptible-Infected-Hospitalized-Recovered-Deceased (SIHRD) Stochastic Model with Emphasis on the Impact of Hospitalizations on Epidemic Evolution	2
Vessels Arrival Process and its Application to the SHIP/M/$$\infty$$ Queue	2
Nonparametric Estimation of Trend for Stochastic Processes Driven by G-Brownian Motion with Small Noise	2
On the Topology of Higher-order Age-dependent Random Connection Models	2
Energy Efficiency in a Base Station of 5G Cellular Networks using M/G/1 Queue with Multiple Sleeps and N-Policy	2
Covering One Point Process with Another	2
Remaining Loads in a PH/M/c Queue with Impatient Customers	2
Performance and Optimization Analysis of a Queue with Delayed Uninterrupted Multiple Vacation and N-Policy	2
Expected Values of Order Statistics in Finite Samples from Normal Mixture Distributions	2
The Marcinkiewicz Laws for Weighted Sums of Heavy-Tailed Random Variables and Applications to the Value-at-Risk Estimators and Semiparametric Regression Models	2
Bond Prices Under Information Asymmetry and a Short Rate with Instantaneous Feedback	2
Distributions Related to Weak Runs With a Minimum and a Maximum Number of Successes: A Unified Approach	2
Random Apportionment: A Stochastic Solution to the Balinski-Young Impossibility	2
A Note on the Distribution of the Extreme Degrees of a Random Graph via the Stein-Chen Method	2
Some Expressions of a Generalized Version of the Expected Time in the Red and the Expected Area in Red	2
Analysis of Renewal Batch Arrival Queues with Multiple Vacations and Geometric Abandonment	2
Diffusion Approximation of Gamma Processes in Semi-Markov Random Media	2
Birth, Death, Coincidences and Occupancies: Solutions and Applications of Generalized Birthday and Occupancy Problems	2
The Effect of Loss Preference on Queueing with Information Disclosure Policy	2
Poisson Edge Growth and Preferential Attachment Networks	2
Uniform Sampling of Fixed Size Polyominoes	2
Bayesian Analysis of Proportions via a Hidden Markov Model	2
Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with more General Dependent Claim Risks and Defaultable Risk	2
Analysis of IBNR Liabilities with Interevent Times Depending on Claim Counts	1
Burg entropy in terms of survival function and its application in model selection	1
Manage Pension Deficit with Heterogeneous Insurance	1
Optimal Investment-Consumption and Life Insurance Strategy with Mispricing and Model Ambiguity	1
Optimization Design of the Shock Model for Repairable Retrial Systems with $$N$$-policy and Imperfect Coverage	1
The Log-Logistic Regression Model Under Censoring Scheme	1
A Queueing-Inventory System with Modified Delayed Vacation under Bernoulli Schedule	1
Sideward Contact Tracing in an Epidemic Model with Mixing Groups	1
A Non-equilibrium Geometric No-arbitrage Principle	1
Normal Approximation for Fire Incident Simulation Using Permanental Cox Processes	1
How Many Inner Simulations to Compute Conditional Expectations with Least-square Monte Carlo?	1
Reliability and Optimization for k-out-of-n: G Mixed Standby Retrial System with Dependency and J-Vacation	1
Second-Order Properties for Planar Mondrian Tessellations	1
Level Sets Semimetrics for Probability Measures with Applications in Hypothesis Testing	1
Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks	1
Dynamics of a Stochastic Predator-Prey System in Presence of Competitor for Prey with Fear Effect and Hunting Cooperation	1
Fraction-Degree Reference Dependent Stochastic Dominance	1
Preservation of Transform Order Properties of Component Lifetimes by System Lifetimes	1
An Examination of the Negative Occupancy Distribution and the Coupon-Collector Distribution	1
Self and Mutually Exciting Point Process Embedding Flexible Residuals and Intensity with Discretely Markovian Dynamics	1
A Partial Review on Testing for Change Points in Autoregressive Time Series Models	1
Exact Covariances and Refined Asymptotics in Dichromatic Tenable Balanced Pólya Urn Schemes	1
Markovian Online Matching Algorithms on Large Bipartite Random Graphs	1
The Bahadur Representation for Empirical and Smooth Quantile Estimators Under Association	1
Asymptotics of Sum of Heavy-tailed Risks with Copulas	1
Two-sided Bounds for some Quantities in the Delayed Renewal Process	1
Strategic Behavior and Optimization of an M/M/1 Queue with N-Policy and Hysteretic Control	1
Blowup Probability, Blowup Time and Blowup Rate of Nonlinear Heat Equations with Potential Term Perturbed by a Multiplicative Gaussian Rough Noise	1
Dynamics of a Stochastic Regime-Switching Four-Species Food Chain Model with Distributed Delays and Harvesting	1
On Berman Functions	1
Portfolio Selection with Contrarian Strategy	1
Asymptotic Ruin Probability for a Bidimensional Delay-claim Risk Model with Dependent Subexponential Claims	1
Voting Rights, Markov Chains, and Optimization by Short Bursts	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
General Draw-Down Times for Refracted Spectrally Negative Lévy Processes	1
Robust Investment and Proportional Reinsurance Strategy with Delay and Jumps in a Stochastic Stackelberg Differential Game	1
Optimal Strategies in a Production Inventory Control Model	1
The Finite-Time Ruin Probabilities of a Renewal Risk Model with Arbitrarily Dependent Insurance and Financial Risks Caused by Systematic Factors	1
A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance	1
Branching Random Walks on $$\mathbb {Z}$$ with One Particle Generation Center and Symmetrically Located Absorbing Sources	1
Analysis of a Stochastic Single-Species Model with Intraspecific Cooperation	1
The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain	1
Appointment Scheduling for Parallel Queues	1
How Fast Does Extinction Occur in Bisexual Populations With Size-Dependent Mating Dynamics?	1
On the Mixed Extended Generalized Pólya Process and Its Stochastic Intensity Paradox	1
A New Separation Index and Classification Techniques Based on Shannon Entropy	1
Correction to: Redundancy in Two-series-parallel and Two-parallel-series Systems with Independent Components Randomly Chosen from Two Batches	1
On Survival of Coherent Systems Subject to Random Shocks	1
Optimal Insurance Demand and Investment-consumption Choices for Individuals Confronting Uninsured Risks	1
Valuation of Annuity Guarantees Under a Self-Exciting Switching Jump Model	1
The Aggregate Discounted Claims Process Under Multiple and Terminable Arrivals Renewal Processes	1

Perpetual American Compound Fixed-Strike Lookback Options on Maxima Drawdowns	1
The Gerber-Shiu Penalty Function for a Two-sided Renewal Risk Process Perturbed by Diffusion	1
Sequences of Improved Two-Sided Bounds for the Renewal Function and the Solutions of Renewal-Type Equations	1
Discrete-Time Informal Queue with an Infinite Number of Groups for Resource Management of a Data Center	1
Quickest Change-point Detection Problems for Multidimensional Wiener Processes	1
Ornstein - Uhlenbeck Process Driven By $$\alpha$$-stable Process and Its Gamma Subordination	1
On Properties of the Phase-type Mixed Poisson Process and its Applications to Reliability Shock Modeling	1
On the Analysis of a Generalised Mean-Reverting Stochastic Model with Two Uncorrelated Brownian Motions	1
Cumulative Residual Entropy of Linear Consecutive $$k$$-out-of- $$n$$:G Systems and their Applications	1
A Non-local Fokker-Planck Equation with Application to Probabilistic Evaluation of Sediment Replenishment Projects	1
Analytical Computation of Pseudo-Gibbs Distributions for Dependency Networks	1
Portfolio Selection and Risk Control for an Insurer With Uncertain Time Horizon and Partial Information in an Anticipating Environment	1