Applied Stochastic Models in Business and Industry

Papers
(The TQCC of Applied Stochastic Models in Business and Industry 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 2021-08-01 to 2025-08-01.)
ArticleCitations
Issue Information37
Discussion of: Specifying prior distributions in reliability applications34
Gender‐inclusive financial and demographic literacy: Monetizing the gender mortality gap23
A dam management problem with energy production as an optimal switching problem20
Real option valuation of timber harvesting contracts18
Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework14
Spectral density estimation for random processes with stationary increments14
Gompertz zero‐inflated cure rate regression models applied to credit risk data14
Some statistical challenges in automated driving systems14
A multiperiod model of an emissions trading system13
Optimal shock‐based maintenance policy for a system in a dynamic environment13
Discrete‐Time Risk Model With Time‐Varying Premiums: Analysis of Ruin Probabilities13
Discussion of Specifying prior distributions in reliability applications12
Some statistical challenges in automated driving systems11
New approach and analysis of the generalized constant elasticity of variance model10
Optimal designs of accelerated degradation tests with random shock failures and measurement errors10
Degradation modeling and remaining useful lifetime prediction based on functional variance process10
Hazard Rate Order Between Parallel Systems With Multiple Types of Scaled Components9
Preventive maintenance for coherent systems considering postponed replacement8
Issue Information8
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue” by A. K. Yanchenko et al.7
A Comprehensive Degradation Modeling Comparison From Statistical to Artificial Intelligence Models for Curing Oven Chains7
Bayesian analysis of Markov modulated queues with abandonment7
Automobile insurance claim occurrence prediction model based on ensemble learning7
Forecasting aviation safety occurrences7
Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach7
Discussion of specifying prior distributions in reliability applications6
The Markov discrete time δ‐shock reliability model and a waiting time problem5
Extreme shock model with change point based on the Poisson process of shocks5
Stochastic evolution of distributions and functional Bollinger bands4
A longitudinal degradation set‐up for calendar aging of lithium‐ion batteries in view of sparse experimental data4
Rejoinder to: “An overview of some classical and discussion of the signature‐based models of preventive maintenance”4
Misspecification analysis of gamma‐ and inverse Gaussian‐based perturbed degradation processes4
The Analysis of Association Rules: Sensitivity Analysis4
Optimisation of nuclear reactor primary coolant design and maintenance parameters4
The effect of cutting interest rates on corporate investments: A real options model4
On preventive maintenance scheduling for the systems exposed to aging and external shocks4
Forecasting Inflation From Disaggregated Data4
A stochastic model for evaluating the peaks of commodities' returns4
Pricing exotic options in the incomplete market: An imprecise probability method3
An Order Statistics Perspective for System Reliability3
Pareto Optimal Proxy Metrics3
Classical and Bayesian estimations of improved Weibull–Weibull distribution for complete and censored failure times data3
Probabilistic and statistical methods in commodity risk management3
Issue Information3
Hedging temperature risk with CDD and HDD temperature futures3
A Bayesian data modelling framework for chemical processes using adaptive sequential design with Gaussian process regression3
Discussion of ‘Specifying prior distributions in reliability applications’3
Financing decisions in a supply chain when considering product returns3
Discussion of specifying prior distributions in reliability applications—Applications for Bayesian estimation software design3
Examining the impact of critical attributes on hard drive failure times: Multi‐state models for left‐truncated and right‐censored semi‐competing risks data3
On a buffered threshold autoregressive stochastic volatility model3
Modeling flight delays by an intensity‐based Hawkes process3
Discussion of Bayesian forecasting of business revenue3
Hedging and utility valuation of a defaultable claim driven by Hawkes processes3
A cyclic non‐homogeneous Markov chain model for resource availability optimization in a two‐parking lots system with priority classes and resource reservation3
3
Start Over After Pre‐Empt (SOAP) Protocol3
Foreword to the Special Issue on Mathematical Methods in Reliability (MMR23)3
Demand for live betting: An analysis using state‐space models3
A Methodological Approach to Prioritize Digital Twin Development in Manufacturing3
Erratum to “An improved Hotelling's T2 chart for monitoring a finite horizon process based on run rules schemes: A Markov‐chain approach”3
Credibility Theory Under the Least Squared Relative Loss Function3
Non‐parametric local capability indices for industrial planar manufacts: An application to the etching phase in the microelectronic industry2
Foreword to the Special Issue on “Data Science in Process Industries”2
One‐ and two‐sided monitoring schemes for BINARCH(1) processes2
Hierarchical optimal designs and modeling for engineering: A case‐study in the rail sector2
Discussion of signature‐based models of preventive maintenance2
Discussion of “Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue”2
Effective use of screening experiments: Some practical experiences2
Optimal refinancing strategy for mortgage rate with regime switching2
Flexible Bayesian reliability demonstration testing2
Regime recovery using implied volatility in Markov modulated market model2
Optimal burn‐in policy for mixed population of products under two‐dimensional combination warranty2
Unsupervised tail modeling via noisy cross‐entropy minimization2
Preservation of ILR and IFR aging classes in sums of dependent random variables2
A new extended δ‐shock model with the consideration of shock magnitude2
Feature Selection for Stock Movement Direction Prediction Using Sparse Support Vector Machine2
Stochastic Modeling and Time‐Frequency Analysis for Predictive Maintenance of Automotive Suspension Systems2
Preface to the special issue on degradation and maintenance, modelling and analysis2
Heterogeneity in Populations and the Paradoxes of Survival: A Tribute to Nozer Singpurwalla2
Asymptotic analysis of the Heston model and its statistical and financial applications2
2
The censored delta shock model with non‐identical intershock times distribution and an optimal replacement policy2
On relevation transform involved with statistical dependence between two component lifetimes2
Nonparametric significance tests for imperfect repair2
Bayesian Sequential Learning and Decision Making in Bike‐Sharing Systems2
Minimising by Simulation‐Based Optimisation the Cycle Time for the Line Balancing Problem in Real‐World Environments2
Rejoinder to “Specifying Prior Distribution in Reliability Applications”2
Discussion of “Some statistical challenges in automated driving systems”2
Deep Thinking in Reliability and Risk Analysis: An Overview of Nozer D. Singpurwalla's Work2
Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue2
Discussion of signature‐based models of preventive maintenance2
2
Hybrid descriptive‐inferential method for key feature selection in prostate cancer radiomics2
A review of Bayesian dynamic forecasting models: Applications in marketing2
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