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 2021-12-01 to 2025-12-01.)
ArticleCitations
Discussion of: Specifying prior distributions in reliability applications49
Issue Information22
A dam management problem with energy production as an optimal switching problem21
Spectral density estimation for random processes with stationary increments15
Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework14
Next Generation Models for Subsequent Sports Injuries14
Some statistical challenges in automated driving systems14
Gompertz zero‐inflated cure rate regression models applied to credit risk data14
Discrete‐Time Risk Model With Time‐Varying Premiums: Analysis of Ruin Probabilities14
Optimal shock‐based maintenance policy for a system in a dynamic environment13
A multiperiod model of an emissions trading system13
Some statistical challenges in automated driving systems11
Gender‐inclusive financial and demographic literacy: Monetizing the gender mortality gap11
Discussion of Specifying prior distributions in reliability applications10
New approach and analysis of the generalized constant elasticity of variance model10
Issue Information9
Degradation modeling and remaining useful lifetime prediction based on functional variance process8
A Class of Shock Models for a System That is Equipped With a Protection Block With an Application to Wind Turbine Reliability8
Preventive maintenance for coherent systems considering postponed replacement8
Hazard Rate Order Between Parallel Systems With Multiple Types of Scaled Components7
Optimal designs of accelerated degradation tests with random shock failures and measurement errors7
An Approach to Explore Consumer Behavior Patterns in Retail Markets Using Market Basket Analysis6
A stochastic model for evaluating the peaks of commodities' returns5
Rejoinder to: “An overview of some classical and discussion of the signature‐based models of preventive maintenance”5
Discussion of specifying prior distributions in reliability applications5
Forecasting aviation safety occurrences5
A Comprehensive Degradation Modeling Comparison From Statistical to Artificial Intelligence Models for Curing Oven Chains5
The Markov discrete time δ‐shock reliability model and a waiting time problem5
Automobile insurance claim occurrence prediction model based on ensemble learning5
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue” by A. K. Yanchenko et al.5
Optimisation of nuclear reactor primary coolant design and maintenance parameters5
Extreme shock model with change point based on the Poisson process of shocks5
Time series model for GLWB with surrender benefit and stochastic interest rate: Dynamic withdrawal approach5
Bayesian analysis of Markov modulated queues with abandonment5
Forecasting Inflation From Disaggregated Data4
On preventive maintenance scheduling for the systems exposed to aging and external shocks4
Stochastic evolution of distributions and functional Bollinger bands4
Discussion of specifying prior distributions in reliability applications—Applications for Bayesian estimation software design4
Misspecification analysis of gamma‐ and inverse Gaussian‐based perturbed degradation processes4
An Order Statistics Perspective for System Reliability4
A longitudinal degradation set‐up for calendar aging of lithium‐ion batteries in view of sparse experimental data4
The effect of cutting interest rates on corporate investments: A real options model4
Functional Data Regression on Distribution‐Valued Data via Logarithm Derivative Quantile Transformation4
Foreword to the Special Issue on Mathematical Methods in Reliability (MMR23)4
The Analysis of Association Rules: Sensitivity Analysis4
Assessing the Impact on Sales of Competing Nearby Supermarkets4
Start Over After Pre‐Empt (SOAP) Protocol4
Pareto Optimal Proxy Metrics4
4
Issue Information3
Hedging temperature risk with CDD and HDD temperature futures3
Probabilistic and statistical methods in commodity risk management3
Pricing exotic options in the incomplete market: An imprecise probability method3
Examining the impact of critical attributes on hard drive failure times: Multi‐state models for left‐truncated and right‐censored semi‐competing risks data3
Demand for live betting: An analysis using state‐space models3
Discussion of Bayesian forecasting of business revenue3
On a buffered threshold autoregressive stochastic volatility model3
A Methodological Approach to Prioritize Digital Twin Development in Manufacturing3
Discussion of ‘Specifying prior distributions in reliability applications’3
Issue Information3
A Bayesian data modelling framework for chemical processes using adaptive sequential design with Gaussian process regression3
Erratum to “An improved Hotelling's T2 chart for monitoring a finite horizon process based on run rules schemes: A Markov‐chain approach”3
Copula‐Based Pairs Trading on Brazilian Stock Exchange Equities3
Modeling flight delays by an intensity‐based Hawkes process3
Classical and Bayesian estimations of improved Weibull–Weibull distribution for complete and censored failure times data3
Pricing Basket Spread Option Under the Correlated Skew Brownian Motions3
Reliability Inference in GLFP Models Based on EM Algorithm With Related Application3
2
Credibility Theory Under the Least Squared Relative Loss Function2
Minimising by Simulation‐Based Optimisation the Cycle Time for the Line Balancing Problem in Real‐World Environments2
An EM‐based likelihood inference for degradation data analysis using gamma process2
Heterogeneity in Populations and the Paradoxes of Survival: A Tribute to Nozer Singpurwalla2
Issue Information2
Discussion of signature‐based models of preventive maintenance2
Explainable Fairness and Propensity Score Matching2
Hierarchical optimal designs and modeling for engineering: A case‐study in the rail sector2
Regime recovery using implied volatility in Markov modulated market model2
Hedging and utility valuation of a defaultable claim driven by Hawkes processes2
Non‐parametric local capability indices for industrial planar manufacts: An application to the etching phase in the microelectronic industry2
Discussion of “Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue”2
Flexible Bayesian reliability demonstration testing2
One‐ and two‐sided monitoring schemes for BINARCH(1) processes2
Optimal burn‐in policy for mixed population of products under two‐dimensional combination warranty2
A new extended δ‐shock model with the consideration of shock magnitude2
On a New Point Process Approach to Reliability Improvement Modeling for Repairable Systems2
Feature Selection for Stock Movement Direction Prediction Using Sparse Support Vector Machine2
2
Preface to the special issue on degradation and maintenance, modelling and analysis2
Evaluating Uncertainties in Health Economic Models: A Review and Guide2
Bayesian Sequential Learning and Decision Making in Bike‐Sharing Systems2
Foreword to the Special Issue on “Data Science in Process Industries”2
Stochastic Modeling and Time‐Frequency Analysis for Predictive Maintenance of Automotive Suspension Systems2
On relevation transform involved with statistical dependence between two component lifetimes2
A Leptokurtic‐Form Birnbaum‐Saunders Distribution With Applications to Finance2
Discussion of Next Generation Models for Subsequent Sports Injuries by Wu Et Al.2
Effective use of screening experiments: Some practical experiences2
The censored delta shock model with non‐identical intershock times distribution and an optimal replacement policy2
Deep Thinking in Reliability and Risk Analysis: An Overview of Nozer D. Singpurwalla's Work2
A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association2
Discussion of “Some statistical challenges in automated driving systems”2
A review of Bayesian dynamic forecasting models: Applications in marketing2
Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue2
Asymptotic analysis of the Heston model and its statistical and financial applications2
Rejoinder to “Specifying Prior Distribution in Reliability Applications”2
Discussion of signature‐based models of preventive maintenance2
Nonparametric significance tests for imperfect repair2
Unsupervised tail modeling via noisy cross‐entropy minimization2
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