Applied Stochastic Models in Business and Industry

Article	Citations
Discussion of: Specifying prior distributions in reliability applications	52
Issue Information	23
A dam management problem with energy production as an optimal switching problem	22
Next Generation Models for Subsequent Sports Injuries	16
Discrete‐Time Risk Model With Time‐Varying Premiums: Analysis of Ruin Probabilities	16
Gompertz zero‐inflated cure rate regression models applied to credit risk data	14
Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework	14
A multiperiod model of an emissions trading system	14
Gender‐inclusive financial and demographic literacy: Monetizing the gender mortality gap	13
Spectral density estimation for random processes with stationary increments	12
Optimal shock‐based maintenance policy for a system in a dynamic environment	12
Some statistical challenges in automated driving systems	11
Some statistical challenges in automated driving systems	10
Discussion of Specifying prior distributions in reliability applications	10
New approach and analysis of the generalized constant elasticity of variance model	9
Optimal designs of accelerated degradation tests with random shock failures and measurement errors	8
Degradation modeling and remaining useful lifetime prediction based on functional variance process	8
Issue Information	7
Preventive maintenance for coherent systems considering postponed replacement	7
Hazard Rate Order Between Parallel Systems With Multiple Types of Scaled Components	6
An Approach to Explore Consumer Behavior Patterns in Retail Markets Using Market Basket Analysis	6
Optimisation of nuclear reactor primary coolant design and maintenance parameters	6
A Class of Shock Models for a System That is Equipped With a Protection Block With an Application to Wind Turbine Reliability	6
Bayesian analysis of Markov modulated queues with abandonment	5
Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach	5

Automobile insurance claim occurrence prediction model based on ensemble learning	5
Stochastic evolution of distributions and functional Bollinger bands	5
Discussing Cascading Failures: The Bursting Point Processes Approach	5
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue” by A. K. Yanchenko et al.	5
Discussion of specifying prior distributions in reliability applications	5
Extreme shock model with change point based on the Poisson process of shocks	5
The Analysis of Association Rules: Sensitivity Analysis	5
A Comprehensive Degradation Modeling Comparison From Statistical to Artificial Intelligence Models for Curing Oven Chains	5
Forecasting aviation safety occurrences	5
A stochastic model for evaluating the peaks of commodities' returns	5
Rejoinder to: “An overview of some classical and discussion of the signature‐based models of preventive maintenance”	5
The Markov discrete time δ‐shock reliability model and a waiting time problem	5
Assessing the Impact on Sales of Competing Nearby Supermarkets	4
Forecasting Inflation From Disaggregated Data	4
An Order Statistics Perspective for System Reliability	4
Pricing exotic options in the incomplete market: An imprecise probability method	4
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On preventive maintenance scheduling for the systems exposed to aging and external shocks	4
Misspecification analysis of gamma‐ and inverse Gaussian‐based perturbed degradation processes	4
Start Over After Pre‐Empt (SOAP) Protocol	4
Functional Data Regression on Distribution‐Valued Data via Logarithm Derivative Quantile Transformation	4
Pareto Optimal Proxy Metrics	4
A longitudinal degradation set‐up for calendar aging of lithium‐ion batteries in view of sparse experimental data	4
The effect of cutting interest rates on corporate investments: A real options model	4
Foreword to the Special Issue on Mathematical Methods in Reliability (MMR23)	4
Discussion of specifying prior distributions in reliability applications—Applications for Bayesian estimation software design	4
Copula‐Based Pairs Trading on Brazilian Stock Exchange Equities	3
A Bayesian data modelling framework for chemical processes using adaptive sequential design with Gaussian process regression	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
Pricing Basket Spread Option Under the Correlated Skew Brownian Motions	3
Reliability Inference in GLFP Models Based on EM Algorithm With Related Application	3
Demand for live betting: An analysis using state‐space models	3
Issue Information	3
Discussion of ‘Specifying prior distributions in reliability applications’	3
Probabilistic and statistical methods in commodity risk management	3
Issue Information	3
Erratum to “An improved Hotelling's T2 chart for monitoring a finite horizon process based on run rules schemes: A Markov‐chain approach”	3
Hedging temperature risk with CDD and HDD temperature futures	3
Classical and Bayesian estimations of improved Weibull–Weibull distribution for complete and censored failure times data	3
A Methodological Approach to Prioritize Digital Twin Development in Manufacturing	3
Modeling flight delays by an intensity‐based Hawkes process	3
Discussion of Bayesian forecasting of business revenue	3
On a buffered threshold autoregressive stochastic volatility model	3
On a New Point Process Approach to Reliability Improvement Modeling for Repairable Systems	2
Discussion of Next Generation Models for Subsequent Sports Injuries by Wu Et Al.	2
Asymptotic analysis of the Heston model and its statistical and financial applications	2
A new extended δ‐shock model with the consideration of shock magnitude	2
A Leptokurtic‐Form Birnbaum‐Saunders Distribution With Applications to Finance	2
Deep Thinking in Reliability and Risk Analysis: An Overview of Nozer D. Singpurwalla's Work	2
Regime recovery using implied volatility in Markov modulated market model	2

Discussion of “Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue”	2
Foreword to the Special Issue on “Data Science in Process Industries”	2
Hierarchical optimal designs and modeling for engineering: A case‐study in the rail sector	2
Stochastic Modeling and Time‐Frequency Analysis for Predictive Maintenance of Automotive Suspension Systems	2
Unsupervised tail modeling via noisy cross‐entropy minimization	2
Vine copula modeling dependence among cyber risks: A dangerous regulatory paradox	2
The censored delta shock model with non‐identical intershock times distribution and an optimal replacement policy	2
An EM‐based likelihood inference for degradation data analysis using gamma process	2
A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association	2
Nonparametric significance tests for imperfect repair	2
A review of Bayesian dynamic forecasting models: Applications in marketing	2
Minimising by Simulation‐Based Optimisation the Cycle Time for the Line Balancing Problem in Real‐World Environments	2
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Feature Selection for Stock Movement Direction Prediction Using Sparse Support Vector Machine	2
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Preface to the special issue on degradation and maintenance, modelling and analysis	2
Discussion of signature‐based models of preventive maintenance	2
Rejoinder to “Specifying Prior Distribution in Reliability Applications”	2
Flexible Bayesian reliability demonstration testing	2
Credibility Theory Under the Least Squared Relative Loss Function	2
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Simultaneous marginal homogeneity versus directional alternatives for multivariate binary data with application to circular economy assessments	2
Heterogeneity in Populations and the Paradoxes of Survival: A Tribute to Nozer Singpurwalla	2
Issue Information	2
	2
On relevation transform involved with statistical dependence between two component lifetimes	2
Effective use of screening experiments: Some practical experiences	2
Evaluating Uncertainties in Health Economic Models: A Review and Guide	2
Bayesian Sequential Learning and Decision Making in Bike‐Sharing Systems	2
Optimal burn‐in policy for mixed population of products under two‐dimensional combination warranty	2
Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue	2
Explainable Fairness and Propensity Score Matching	2
Discussion of signature‐based models of preventive maintenance	2
Discussion of “Some statistical challenges in automated driving systems”	2
Non‐parametric local capability indices for industrial planar manufacts: An application to the etching phase in the microelectronic industry	2
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Ranking customers for marketing actions with a two‐stage Bayesian cluster and Pareto/NBD models	1
On the modeling of dependence between univariate Lévy wear processes and impact on the reliability function	1
Optimal time‐consistent social health insurance and private health insurance strategy under a new health insurance framework	1
The Modeling of Cyber Risk Insurance by Hawkes Processes With Loss Covariate	1
Upper confidence bound integrated genetic algorithm‐optimized long short‐term memory network for click‐through rate prediction	1
Issue Information	1
Correction to deep reinforcement learning‐based ordering mechanism for performance optimization in multi‐echelon supply chains	1
Estimation and Prediction for the Bounded Transformed Gamma Process: A Bayesian Approach	1
Optimal maintenance policy for imperfect production systems using reliability function and defect rate	1
Model Averaging for Estimating Treatment Effects With Binary Responses	1
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On the multiattempt minimal repair and the corresponding counting process	1
Sentiment‐driven mean reversion in the 4/2 stochastic volatility model with jumps	1
Discussion of specifying prior distributions in reliability applications	1
Discussion of signature‐based models of preventive maintenance	1
A Sequential Learning Procedure for Estimating Coefficients in Linear Regression With Applications to Online Sales Examination	1
New tests for trend in time censored recurrent event data	1
Incorporating Asymmetric Loss for Real Estate Prediction With Area‐Level Spatial Data	1
Spatial correction of low‐cost sensors observations for fusion of air quality measurements	1
Neural network based control charting for multiple stream processes with an application to HVAC systems in passenger railway vehicles	1
Discussion of “specifying prior distribution in reliability applications” by Tian, Lewis‐Beck, Niemi, and Meeker	1
Issue Information	1
Statistical inference for a Wiener‐based degradation model with imperfect maintenance actions under different observation schemes	1
Issue Information	1
Discussion of “Specifying prior distributions in reliability applications”	1
Specifying prior distributions in reliability applications	1
Discussion on paper “An Overview of Some Classical Models and Discussion of the Signature‐based Models of Preventive Maintenance”	1
Comparing Risks for Binomial Reliability Assurance Test Planning	1
Forecasting system's accuracy: A framework for the comparison of different structures	1
Dynamic Pricing Strategy for Imitative and Habit‐Forming Customers	1
Time‐invariant portfolio strategies in structured products with guaranteed minimum equity exposure	1
Inference on Common Intraday Periodicity at High Frequencies With Jumps	1
Foreword to the Special Issue on Data Science in Business and Industry	1
Directional False Discovery Rate Control in Large‐Scale Multiple Testing Under Data Dependence	1
No‐Arbitrage Valuation of Contingent Claims Depending on an Untradeable Asset	1
On Classical Inference of a Flexible Semi‐Parametric Class of Distributions Under a Joint Balanced Progressive Censoring Scheme	1
Joint Tail Probability of Renewal Models of Dependent Heavy‐Tailed Random Variables With Applications to Systemic Risk Measures	1
An enhanced two‐quantile Wilks methodology for engineering uncertainty analysis	1
A study on two‐dimensional warranty with a preventive maintenance policy under burn‐in or run‐in	1
Framework for Cyber Risk Loss Distribution of Client‐Server Networks: A Bond Percolation Model and Industry Specific Case Studies	1
Micro‐level reserving for general insurance claims using a long short‐term memory network	1
IIoT and Digital Twin: A Systematic Literature Review and Looking Beyond the State	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
Issue Information	1

Comparisons of Coherent Systems' Lifetimes in the Increasing Convex Order	1
A general framework for optimal stopping problems with two risk factors and real option applications	1
Comparing risk profiles of international stock markets as functional data: COVID‐19 versus the global financial crisis	1
Correlation analysis of degrading systems based on bivariate Wiener processes under imperfect maintenance	1
Deep partial least squares for instrumental variable regression	1
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Bayesian Hierarchical Modeling of Noisy Gamma Processes: Formulation and Extensions for Unit‐To‐Unit Variability	1
Forecasting extreme negative returns in gold and silver: A discrete‐duration approach to POT models	1
Has the Last Super Cycle in Crude Oil Price Ended? a Maximum Drawdown Approach Using Fractional Brownian Motion	1
Linkage vector autoregressive model	1
Issue Information	1
Kernel Principal Component Analysis for Uncertain Data Objects and Its Application in Classification	1
Resale regulations in online marketplaces during the COVID‐19 pandemic	1
Forecasting Gold Returns Volatility Over 1258–2023: The Role of Moments	1
Discussion of an overview of some classical models and discussion of the signature‐based models of preventive maintenance	0
A new look at the Birnbaum–Saunders regression model	0
Issue Information	0
Discussion of “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	0
Model Bias Identification for Bayesian Calibration of Stochastic Digital Twins of Bridges	0
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Issue Information	0
Estimation of VaR with jump process: Application in corn and soybean markets	0
An enriched mixture model for functional clustering	0
Robust estimation of dependent competing risk model under interval monitoring and determining optimal inspection intervals	0
Multivariate dynamic modeling for Bayesian forecasting of business revenue	0
Comprehensive interval‐valued time series model with application to the S&P 500 index and PM2.5 level data analysis	0
Issue Information	0
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A model for stochastic dependence implied by failures among deteriorating components	0
Latent Activation Limited Failure Models, Stochastic Ordering and Identifiability	0
Soft‐Clipping Autoregressive Models for Ordinal Time Series	0
Issue Information	0
Designing Accelerated Degradation Tests Based on Wiener Process With a Positive Relation Between the Drift Rate and the Volatility	0
Causal Forests for Discovering Diagnostic Language in Electronic Health Records	0
A Mellin transform approach to pricing barrier options under stochastic elasticity of variance	0
A Comprehensive Framework for Statistical Inference in Measurement System Assessment Studies	0
Stochastic comparisons of coherent systems with active redundancy at the component or system levels and component lifetimes following the accelerated life model	0
Probability and Fuzzy Working in Concert—Honoring the Reliability Contributions of Nozer D. Singpurwalla	0
Discussion of “Specifying prior distributions in reliability applications”: Towards new formal rules for informative prior elicitation?	0
Conway–Maxwell Poisson regression‐based control charts under iterative Liu estimator for monitoring count data	0
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Designing acceptance single sampling plans: An optimization‐based approach under generalized beta distribution	0
Lost in a black‐box? Interpretable machine learning for assessing Italian SMEs default	0
Issue Information	0
Inference for Simple Step Stress Accelerated Life Test Model Under Progressively Censored Gompertz Data	0
Mean Distances and Dependence Structures for Lifetimes of Systems With Shared Components	0
Negative Probability	0
Estimation with extended sequential order statistics: A link function approach	0
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The Variance Gamma++ process and applications to energy markets	0
Dynamic inventory system with pricing adjustment for price‐comparison shoppers	0
On the probability of Magnus Carlsen reaching 2900	0
A Bayesian homogeneity test for comparing Poisson populations	0
Discussion of “Specifying prior distributions in reliability applications,” by Qinglong Tian, Colin Lewis‐Beck, Jarad B. Niemi, and William Meeker	0
Optimal Transport Autoregression to Forecast High‐Frequency Financial Data Distributions	0
Deep learning models for inflation forecasting	0
Discussion of signature‐based models of preventive maintenance	0
Issue Information	0
On the efficacy of “herd behavior” in the commodities market: A neuro‐fuzzy agent “herding” on deep learning traders	0
Scalable Inference via Averaged Robbins‐Monro Bootstrap	0
Issue Information	0
Simulated Exact Confidence Intervals: With Applications to Censored Exponential Reliability Data	0
A new Wiener process with bathtub‐shaped degradation rate in the presence of random effects	0
Issue Information	0
Gambits: Theory and evidence	0
Issue Information	0
Optimal standby activation in m‐out‐of‐n systems: A preventive approach	0
Beyond Randomization: Design and Analysis of Discrete Choice Experiments in the Presence of Profile Order Effects Within Choice Sets	0
Multivariate simulation‐based forecasting for intraday power markets: Modeling cross‐product price effects	0
A Bayesian record linkage model incorporating relational data	0
Joint Probability Functions for Scenarios Arising From Multi‐State Series and Multi‐State Parallel Systems	0
Bayesian Forecasting of Value‐at‐Risk and Expected Shortfall in Cryptocurrency Markets: A Nonlinear Semi‐Parametric Framework	0
Deep generative models for vehicle speed trajectories	0
Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk	0
Issue Information	0
Detecting systematic anomalies affecting systems when inputs are stationary time series	0
Stock market bubbles and the forecastability of gold returns and volatility	0
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Swing option pricing consistent with futures smiles	0
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Topic‐Sentiment Hybrid Networks for Explainable Document Clustering: A Probabilistic Multi‐Dimensional Similarity Analysis	0
Bootstrapping through discrete convolutional methods	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
Estimating the Size and Composition of Customer Base Using Retail Transaction Data	0
Industrial Statistics in the Knowledge Economy	0
Quantization‐Based Latin Hypercube Sampling for Dependent Inputs With an Application to Sensitivity Analysis of Environmental Models	0
Heteroscedasticity test of high‐frequency data with jumps and market microstructure noise	0
A real‐time monitoring approach for bivariate event data	0
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Issue Information	0
Limiting Behavior of Mixed Coherent Systems With Lévy‐Frailty Marshall–Olkin Failure Times	0
Compositional Dynamic Modelling for Counterfactual Prediction in Multivariate Time Series	0
Sequential monitoring for conditional quantiles of general conditional heteroscedastic time series models	0
Reliability Analysis of Load‐Sharing Systems Using a Flexible Model With Piecewise Linear Functions	0