OOIR: Observatory of International Research

Papers

(The TQCC of Methodology and Computing in Applied Probability 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 2020-05-01 to 2024-05-01.)

Article	Citations
Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications	22
On the Time-Dependent Delta-Shock Model Governed by the Generalized PóLya Process	19
Using Semi-Markov Chains to Solve Semi-Markov Processes	14
On Cumulative Entropies in Terms of Moments of Order Statistics	13
Assessment of Shock Models for a Particular Class of Intershock Time Distributions	12
Truncated Family of Distributions with Applications to Time and Cost to Start a Business	10
Analysis of a Queueing Model with Batch Markovian Arrival Process and General Distribution for Group Clearance	10
Modelling with the Novel INAR(1)-PTE Process	10
Generalizations of Runs and Patterns Distributions for Sequences of Binary Trials	10
Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks	9
On Dependent Multi-State Semi-Coherent Systems Based on Multi-State Joint Signature	9
Comparisons of Multi-State Systems with Binary Components of Different Sizes	9
Robust Stochastic Stackelberg Differential Reinsurance and Investment Games for an Insurer and a Reinsurer with Delay	9
Equilibrium Joining Strategies of Positive Customers in a Markovian Queue with Negative Arrivals and Working Vacations	8
Orderings of the Smallest Claim Amounts from Exponentiated Location-Scale Models	8
Analysis of a Stochastic Competitive Model with Saturation Effect and Distributed Delay	7
Ornstein-Uhlenbeck Processes of Bounded Variation	7
Joint Reliability Function of Coherent Systems with Shared Heterogeneous Components	7
Approximations for the Boundary Crossing Probabilities of Moving Sums of Random Variables	7
Bayesian Analysis of Proportions via a Hidden Markov Model	6
Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses	5
Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims	5
Using Infinite-server Resource Queue with Splitting of Requests for Modeling Two-channel Data Transmission	5
Transient and First Passage Time Distributions of First- and Second-order Multi-regime Markov Fluid Queues via ME-fication	5
On Properties of the Phase-type Mixed Poisson Process and its Applications to Reliability Shock Modeling	5

Analysis of a Queueing System with Mixed Service Discipline	5
Statistical Estimation of Mutual Information for Mixed Model	5
Sampling from Non-smooth Distributions Through Langevin Diffusion	5
Profit Optimization of Cattle Growth with Variable Prices	4
Bivariate Sarmanov Phase-Type Distributions for Joint Lifetimes Modeling	4
Linear Quadratic Gaussian Homing for Markov Processes with Regime Switching and Applications to Controlled Population Growth/Decay	4
On the Rates of Asymptotic Normality for Bernstein Polynomial Estimators in a Triangular Array	4
Equilibrium Joining Strategies in the Retrial Queue with Two Classes of Customers and Delayed Vacations	4
Nonlinear Unbalanced Urn Models via Stochastic Approximation	4
Stochastic Analysis of Rumor Spreading with Multiple Pull Operations	4
Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses	4
Exact Results and Bounds for the Joint Tail and Moments of the Recurrence Times in a Renewal Process	4
A Fourier Transform Method for Solving Backward Stochastic Differential Equations	4
Gerber-Shiu Function for a Class of Markov-Modulated Lévy Risk Processes with Two-Sided Jumps	4
Ruin Probability for Finite Erlang Mixture Claims Via Recurrence Sequences	4
General M-Estimator Processes and their m out of n Bootstrap with Functional Nuisance Parameters	4
Matched Queues with Flexible and Impatient Customers	4
A New Robust Class of Skew Elliptical Distributions	3
Asymptotic Analysis of Finite-Source M/GI/1 Retrial Queueing Systems with Collisions and Server Subject to Breakdowns and Repairs	3
Replacement Policy for Heterogeneous Items Subject to Gamma Degradation Processes	3
An Evolutionary Model that Satisfies Detailed Balance	3
A Tail Measure With Variable Risk Tolerance: Application in Dynamic Portfolio Insurance Strategy	3
Remaining Loads in a PH/M/c Queue with Impatient Customers	3
A Numerical Approach for Evaluating the Time-Dependent Distribution of a Quasi Birth-Death Process	3
Markovian Arrival Process Subject to Renewal Generated Binomial Catastrophes	3
Optimizing Dividends and Capital Injections Limited by Bankruptcy, and Practical Approximations for the Cramér-Lundberg Process	3
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	3
Voting Rights, Markov Chains, and Optimization by Short Bursts	3
Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression	3
Dynamical Behaviors of a Stochastic Single-Species Model with Allee Effects	2
Optimal DC Pension Management Under Inflation Risk With Jump Diffusion Price Index and Cost of Living Process	2
Uniform Approximation for the Tail Behavior of Bidimensional Randomly Weighted Sums	2
Unbiased Simulation of Rare Events in Continuous Time	2
Omega Model for a Jump-Diffusion Process with a Two-Step Premium Rate and a Threshold Dividend Strategy	2
Performance Analysis of Multi-processor Two-Stage Tandem Call Center Retrial Queues with Non-Reliable Processors	2
Modelling of Limit Order Books by General Compound Hawkes Processes with Implementations	2
Moments for Hawkes Processes with Gamma Decay Kernel Functions	2
An Unusual Application of Cramér-Rao Inequality to Prove the Attainable Lower Bound for a Ratio of Complicated Gamma Functions	2
Queue-Length, Waiting-Time and Service Batch Size Analysis for the Discrete-Time GI/D-MSP$^{\text {(a,b)}}/1/\infty $ Queueing System	2
Poisson Edge Growth and Preferential Attachment Networks	2
Bayesian Inference of a Parametric Random Spheroid from its Orthogonal Projections	2
Parking Functions: From Combinatorics to Probability	2
Modelling Joint Behaviour of Asset Prices Using Stochastic Correlation	2
Reliability Assessment for Censored $${\boldsymbol{\delta}}$$-Shock Models	2
Bayesian Wavelet Stein’s Unbiased Risk Estimation of Multivariate Normal Distribution Under Reflected Normal Loss	2
Valuation of Annuity Guarantees Under a Self-Exciting Switching Jump Model	2
Pairwise Markov Models and Hybrid Segmentation Approach	2
Competing Risks Modeling by Extended Phase-Type Semi-Markov Distributions	2
Generalized Evolutionary Point Processes: Model Specifications and Model Comparison	2
On the Discounted Penalty Function in a Perturbed Erlang Renewal Risk Model With Dependence	2

Fraction-Degree Reference Dependent Stochastic Dominance	2
Profile of Random Exponential Recursive Trees	2
A New Class of Multivariate Elliptically Contoured Distributions with Inconsistency Property	2
Discrete-Time Model of Company Capital Dynamics with Investment of a Certain Part of Surplus in a Non-Risky Asset for a Fixed Period	2
Asymptotics for a Bidimensional Renewal Risk Model with Subexponential Main Claims and Delayed Claims	2
Second Order Asymptotics for Infinite-Time Ruin Probability in a Compound Renewal Risk Model	2
Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions	2
Investigating Several Fundamental Properties of Random Lobster Trees and Random Spider Trees	2
Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks	2
Batch Size Selection for Variance Estimators in MCMC	2
Weighted fractional generalized cumulative past entropy and its properties	2
On Complete Consistency for the Estimator of Nonparametric Regression Model Based on Asymptotically Almost Negatively Associated Errors	2
Robust Optimal Investment Problem with Delay under Heston’s Model	2
Several Topological Indices of Random Caterpillars	2
Bounds for the Renewal Function and Related Quantities	2
Delayed Capital Injections for a Risk Process with Markovian Arrivals	2
Asymptotic Results for the Absorption Time of Telegraph Processes with Elastic Boundary at the Origin	2
Distributions of $$({k}_{1},{k}_{2},\dots ,{k}_{m})$$-runs with Multi-state Trials	2
Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models	2
The Periodic Solutions to a Stochastic Two-Prey One-Predator Population Model with Impulsive Perturbations in a Polluted Environment	2
Small-t Expansion for the Hartman-Watson Distribution	2
Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes	2