Applied Stochastic Models in Business and Industry

Article	Citations
Issue Information	33
Discussion of: Specifying prior distributions in reliability applications	30
Discrete‐Time Risk Model With Time‐Varying Premiums: Analysis of Ruin Probabilities	22
A dam management problem with energy production as an optimal switching problem	19
Real option valuation of timber harvesting contracts	17
Some statistical challenges in automated driving systems	14
Optimal shock‐based maintenance policy for a system in a dynamic environment	14
Gompertz zero‐inflated cure rate regression models applied to credit risk data	13
Gender‐inclusive financial and demographic literacy: Monetizing the gender mortality gap	13
Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework	13
Spectral density estimation for random processes with stationary increments	13
Discussion of Specifying prior distributions in reliability applications	12
A multiperiod model of an emissions trading system	12
Some statistical challenges in automated driving systems	11
Degradation modeling and remaining useful lifetime prediction based on functional variance process	11
Optimal designs of accelerated degradation tests with random shock failures and measurement errors	10
Bayesian analysis of Markov modulated queues with abandonment	8
Preventive maintenance for coherent systems considering postponed replacement	8
Hazard Rate Order Between Parallel Systems With Multiple Types of Scaled Components	8
New approach and analysis of the generalized constant elasticity of variance model	8
Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach	7
Optimisation of nuclear reactor primary coolant design and maintenance parameters	7
Forecasting aviation safety occurrences	7
A stochastic model for evaluating the peaks of commodities' returns	7
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue” by A. K. Yanchenko et al.	7

Discussion of specifying prior distributions in reliability applications	6
Extreme shock model with change point based on the Poisson process of shocks	6
The Markov discrete time δ‐shock reliability model and a waiting time problem	5
A Comprehensive Degradation Modeling Comparison From Statistical to Artificial Intelligence Models for Curing Oven Chains	5
The effect of cutting interest rates on corporate investments: A real options model	4
Misspecification analysis of gamma‐ and inverse Gaussian‐based perturbed degradation processes	4
Rejoinder to: “An overview of some classical and discussion of the signature‐based models of preventive maintenance”	4
Stochastic evolution of distributions and functional Bollinger bands	4
On preventive maintenance scheduling for the systems exposed to aging and external shocks	4
Automobile insurance claim occurrence prediction model based on ensemble learning	4
A longitudinal degradation set‐up for calendar aging of lithium‐ion batteries in view of sparse experimental data	4
Discussion of specifying prior distributions in reliability applications—Applications for Bayesian estimation software design	3
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A Bayesian data modelling framework for chemical processes using adaptive sequential design with Gaussian process regression	3
Discussion of ‘Specifying prior distributions in reliability applications’	3
Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs	3
Foreword to the Special Issue on Mathematical Methods in Reliability (MMR23)	3
Pareto Optimal Proxy Metrics	3
Examining the impact of critical attributes on hard drive failure times: Multi‐state models for left‐truncated and right‐censored semi‐competing risks data	3
An Order Statistics Perspective for System Reliability	3
Financing decisions in a supply chain when considering product returns	3
Start Over After Pre‐Empt (SOAP) Protocol	3
Pricing exotic options in the incomplete market: An imprecise probability method	3
Classical and Bayesian estimations of improved Weibull–Weibull distribution for complete and censored failure times data	3
A cyclic non‐homogeneous Markov chain model for resource availability optimization in a two‐parking lots system with priority classes and resource reservation	3
The censored delta shock model with non‐identical intershock times distribution and an optimal replacement policy	2
Hierarchical optimal designs and modeling for engineering: A case‐study in the rail sector	2
Rejoinder to “Specifying Prior Distribution in Reliability Applications”	2
Optimal refinancing strategy for mortgage rate with regime switching	2
Discussion of “Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue”	2
Stochastic Modeling and Time‐Frequency Analysis for Predictive Maintenance of Automotive Suspension Systems	2
Erratum to “An improved Hotelling's T2 chart for monitoring a finite horizon process based on run rules schemes: A Markov‐chain approach”	2
A Methodological Approach to Prioritize Digital Twin Development in Manufacturing	2
Demand for live betting: An analysis using state‐space models	2
Feature Selection for Stock Movement Direction Prediction Using Sparse Support Vector Machine	2
Foreword to the Special Issue on “Data Science in Process Industries”	2
Discussion of signature‐based models of preventive maintenance	2
Hybrid descriptive‐inferential method for key feature selection in prostate cancer radiomics	2
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Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue	2
Discussion of “Some statistical challenges in automated driving systems”	2
Bayesian Sequential Learning and Decision Making in Bike‐Sharing Systems	2
On a buffered threshold autoregressive stochastic volatility model	2
Hedging temperature risk with CDD and HDD temperature futures	2
Modeling flight delays by an intensity‐based Hawkes process	2
A new extended δ‐shock model with the consideration of shock magnitude	2
Deep Thinking in Reliability and Risk Analysis: An Overview of Nozer D. Singpurwalla's Work	2
Discussion of Bayesian forecasting of business revenue	2
Unsupervised tail modeling via noisy cross‐entropy minimization	2

Non‐parametric local capability indices for industrial planar manufacts: An application to the etching phase in the microelectronic industry	2
Nonparametric significance tests for imperfect repair	2
Flexible Bayesian reliability demonstration testing	2
Heterogeneity in Populations and the Paradoxes of Survival: A Tribute to Nozer Singpurwalla	2
Preface to the special issue on degradation and maintenance, modelling and analysis	2
Effective use of screening experiments: Some practical experiences	2
Discussion of signature‐based models of preventive maintenance	2
Hedging and utility valuation of a defaultable claim driven by Hawkes processes	2
Issue Information	2
Probabilistic and statistical methods in commodity risk management	2
Credibility Theory Under the Least Squared Relative Loss Function	2
Minimising by Simulation‐Based Optimisation the Cycle Time for the Line Balancing Problem in Real‐World Environments	2
One‐ and two‐sided monitoring schemes for BINARCH(1) processes	2
On relevation transform involved with statistical dependence between two component lifetimes	2
Preservation of ILR and IFR aging classes in sums of dependent random variables	2
Ranking customers for marketing actions with a two‐stage Bayesian cluster and Pareto/NBD models	1
Correction to deep reinforcement learning‐based ordering mechanism for performance optimization in multi‐echelon supply chains	1
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On the modeling of dependence between univariate Lévy wear processes and impact on the reliability function	1
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Micro‐level reserving for general insurance claims using a long short‐term memory network	1
On Classical Inference of a Flexible Semi‐Parametric Class of Distributions Under a Joint Balanced Progressive Censoring Scheme	1
Optimal maintenance policy for imperfect production systems using reliability function and defect rate	1
Incorporating Asymmetric Loss for Real Estate Prediction With Area‐Level Spatial Data	1
An EM‐based likelihood inference for degradation data analysis using gamma process	1
Optimal time‐consistent social health insurance and private health insurance strategy under a new health insurance framework	1
Issue Information	1
Statistical inference for a Wiener‐based degradation model with imperfect maintenance actions under different observation schemes	1
Average‐tempered stable subordinators with applications	1
Optimal burn‐in policy for mixed population of products under two‐dimensional combination warranty	1
Neural network based control charting for multiple stream processes with an application to HVAC systems in passenger railway vehicles	1
Time‐invariant portfolio strategies in structured products with guaranteed minimum equity exposure	1
Comparing risk profiles of international stock markets as functional data: COVID‐19 versus the global financial crisis	1
Discussion of “Specifying prior distributions in reliability applications”	1
Vine copula modeling dependence among cyber risks: A dangerous regulatory paradox	1
Upper confidence bound integrated genetic algorithm‐optimized long short‐term memory network for click‐through rate prediction	1
Spatial correction of low‐cost sensors observations for fusion of air quality measurements	1
Learning low‐dimensional structure in house price indices	1
Issue Information	1
Functional clustering methods for resistance spot welding process data in the automotive industry	1
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On a New Point Process Approach to Reliability Improvement Modeling for Repairable Systems	1
Forecasting system's accuracy: A framework for the comparison of different structures	1
Asymptotic analysis of the Heston model and its statistical and financial applications	1
Regime recovery using implied volatility in Markov modulated market model	1
A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association	1
A Sequential Learning Procedure for Estimating Coefficients in Linear Regression With Applications to Online Sales Examination	1
Comparisons of Coherent Systems' Lifetimes in the Increasing Convex Order	1
Discussion of “specifying prior distribution in reliability applications” by Tian, Lewis‐Beck, Niemi, and Meeker	1
Issue Information	1
An enhanced two‐quantile Wilks methodology for engineering uncertainty analysis	1
Framework for Cyber Risk Loss Distribution of Client‐Server Networks: A Bond Percolation Model and Industry Specific Case Studies	1
Deep partial least squares for instrumental variable regression	1
Modelling the Chinese crude oil futures returns through a skew‐geometric Brownian motion correlated with the market volatility index process for pricing financial options	1
On the multiattempt minimal repair and the corresponding counting process	1
Forecasting extreme negative returns in gold and silver: A discrete‐duration approach to POT models	1
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Simultaneous marginal homogeneity versus directional alternatives for multivariate binary data with application to circular economy assessments	1
Discussion on paper “An Overview of Some Classical Models and Discussion of the Signature‐based Models of Preventive Maintenance”	1
A review of Bayesian dynamic forecasting models: Applications in marketing	1
Linkage vector autoregressive model	1
Discussion of specifying prior distributions in reliability applications	1
A study on two‐dimensional warranty with a preventive maintenance policy under burn‐in or run‐in	1
Simulated Exact Confidence Intervals: With Applications to Censored Exponential Reliability Data	0
Issue Information	0
Issue Information	0
An enriched mixture model for functional clustering	0
Discussion of signature‐based models of preventive maintenance	0
Modelling Task Durations Towards Automated, Big Data, Process Mining	0
Discussion of “Specifying prior distributions in reliability applications,” by Qinglong Tian, Colin Lewis‐Beck, Jarad B. Niemi, and William Meeker	0
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Order restricted inference for a multiple step‐stress model with long‐term survivors for a general family of distributions	0
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A Bayesian homogeneity test for comparing Poisson populations	0
Mean Distances and Dependence Structures for Lifetimes of Systems With Shared Components	0
A reinforcement learning algorithm for trading commodities	0
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Discussion of “specifying prior distributions in reliability applications”	0
A model for stochastic dependence implied by failures among deteriorating components	0
Multi‐fidelity Gaussian process modeling with boundary information	0

On the efficacy of “herd behavior” in the commodities market: A neuro‐fuzzy agent “herding” on deep learning traders	0
Issue Information	0
Foreword Special Issue on New Frontiers in Reliability and Risk Analysis: A Tribute to Nozer Darabsha Singpurwalla	0
Issue Information	0
Issue Information	0
Inferential aspects for the optimal selection of the control parameters in Taguchi method	0
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Deep generative models for vehicle speed trajectories	0
Deep reinforcement learning‐based ordering mechanism for performance optimization in multi‐echelon supply chains	0
Gambits: Theory and evidence	0
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Value‐at‐Risk with quantile regression neural network: New evidence from internet finance firms	0
Reliability Analysis of Load‐Sharing Systems Using a Flexible Model With Piecewise Linear Functions	0
Designing Accelerated Degradation Tests Based on Wiener Process With a Positive Relation Between the Drift Rate and the Volatility	0
Quantum Bayesian computation	0
Multivariate simulation‐based forecasting for intraday power markets: Modeling cross‐product price effects	0
Stock market bubbles and the forecastability of gold returns and volatility	0
Issue Information	0
Stochastic comparisons of coherent systems with active redundancy at the component or system levels and component lifetimes following the accelerated life model	0
Comments on “Specifying prior distributions in reliability analysis” by Qinglong Tian, Colin Lewis‐Beck, Jarad B. Niemi, and William W. Meeker	0
A comprehensive distribution‐free scheme for tri‐aspect surveillance of complex processes	0
Detecting systematic anomalies affecting systems when inputs are stationary time series	0
Heteroscedasticity test of high‐frequency data with jumps and market microstructure noise	0
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Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk	0
Deep learning models for inflation forecasting	0
Imperfect and worse than old maintenances for a gamma degradation process	0
Swing option pricing consistent with futures smiles	0
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Residual‐based cumulative sum charts to monitor time series of counts via copula‐based Markov models	0
Foreword to the Special Issue on Energy Finance and Climate Change	0
Bootstrapping through discrete convolutional methods	0
Sequential monitoring for conditional quantiles of general conditional heteroscedastic time series models	0
Issue Information	0
Estimation with extended sequential order statistics: A link function approach	0
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Reliability inference with extended sequential order statistics	0
Estimating the Size and Composition of Customer Base Using Retail Transaction Data	0
Compositional Dynamic Modelling for Counterfactual Prediction in Multivariate Time Series	0
Lost in a black‐box? Interpretable machine learning for assessing Italian SMEs default	0
Issue Information	0
A new Wiener process with bathtub‐shaped degradation rate in the presence of random effects	0
A Bayesian record linkage model incorporating relational data	0
Behavioral event detection and rate estimation for autonomous vehicle evaluation	0
Issue Information	0
Estimation of VaR with jump process: Application in corn and soybean markets	0
A Multistate Markovian Model of the Economic Burden for Allergy Immunotherapy	0
A new look at the Birnbaum–Saunders regression model	0
Negative Probability	0
The impact of TV advertising on website traffic	0
Soft‐Clipping Autoregressive Models for Ordinal Time Series	0
Industrial Statistics in the Knowledge Economy	0
Maximizing with‐profit pensions without guarantees	0
Bayesian Forecasting of Value‐at‐Risk and Expected Shortfall in Cryptocurrency Markets: A Nonlinear Semi‐Parametric Framework	0
Reliability analysis of δ‐shock models based on the Markovian arrival process	0
Strategic energy flows in input‐output relations: A temporal multilayer approach	0
Redundancy Allocation Problem in k‐Out‐Of‐n Systems With Dependent and Heterogeneous Components	0
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue”	0
Joint Probability Functions for Scenarios Arising From Multi‐State Series and Multi‐State Parallel Systems	0
On the probability of Magnus Carlsen reaching 2900	0
Separable spatio‐temporal kriging for fast virtual sensing	0
Comprehensive interval‐valued time series model with application to the S&P 500 index and PM2.5 level data analysis	0
Clustering high‐frequency financial time series based on information theory	0
Discussion of “Specifying prior distributions in reliability applications”: Towards new formal rules for informative prior elicitation?	0
Bayesian change point prediction for downhole drilling pressures with hidden Markov models	0
Modeling clustered binary data with nonparametric unobserved heterogeneity: An application to stock crash analysis	0
Multivariate dynamic modeling for Bayesian forecasting of business revenue	0
Discussion of an overview of some classical models and discussion of the signature‐based models of preventive maintenance	0
Efficient pricing of path‐dependent interest rate derivatives	0
Is (Independent) Subordination Relevant in Equity Derivatives?	0
Information About the Moments or the Likelihood Model Parameters? A Chicken and Egg Problem	0
Optimal standby activation in m‐out‐of‐n systems: A preventive approach	0
A Framework for Product Life Cycle Management Based Digital Twin Implementation in the Aerospace Industry	0
Discussion of “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	0
Firms' profitability and ESG score: A machine learning approach	0
A discussion on “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	0
Limiting Behavior of Mixed Coherent Systems With Lévy‐Frailty Marshall–Olkin Failure Times	0
Designing acceptance single sampling plans: An optimization‐based approach under generalized beta distribution	0
Conway–Maxwell Poisson regression‐based control charts under iterative Liu estimator for monitoring count data	0
Discussion of signature‐based models of preventive maintenance	0
A Mellin transform approach to pricing barrier options under stochastic elasticity of variance	0
Probability and Fuzzy Working in Concert—Honoring the Reliability Contributions of Nozer D. Singpurwalla	0
A self‐exciting modeling framework for forward prices in power markets	0
Issue Information	0
SVM‐Jacobi for fitting linear combinations of exponential distributions with applications to finance and insurance	0
Latent Activation Limited Failure Models, Stochastic Ordering and Identifiability	0
The Variance Gamma++ process and applications to energy markets	0
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Robust estimation of dependent competing risk model under interval monitoring and determining optimal inspection intervals	0
Model Bias Identification for Bayesian Calibration of Stochastic Digital Twins of Bridges	0
Discussion of “Specifying prior distributions in reliability applications”	0
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Issue Information	0
Dynamic inventory system with pricing adjustment for price‐comparison shoppers	0
Quantization‐Based Latin Hypercube Sampling for Dependent Inputs With an Application to Sensitivity Analysis of Environmental Models	0