Citation analysis for Applied Stochastic Models in Business and Industry / John Wiley & Sons

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

0.1

5 Years IF

0.15

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1991	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1992	0	0.09	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.1	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.11	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.2	0	0	0	0	0		0	0		0			0		0	0.08
1996	0	0.22	0	0	0	0	0		1	0		0			0		0	0.1
1997	0	0.23	0	0	0	0	0		2	0		0			0		0	0.1
1998	0	0.27	0	0	0	0	0		2	0		0			0		0	0.12
1999	0	0.29	0	0	35	35	7		2	0		0			0		0	0.14
2000	0	0.34	0	0	19	54	2		2	35		35			0		0	0.15
2001	0	0.36	0	0	26	80	26		2	54		54			0		0	0.16
2002	0.02	0.4	0.01	0.01	31	111	3	1	3	45	1	80	1		0		0	0.21
2003	0.04	0.41	0.01	0.02	24	135	13	2	5	57	2	111	2		0		0	0.2
2004	0.02	0.46	0.02	0.02	27	162	5	3	8	55	1	135	3		0		0	0.21
2005	0	0.47	0.01	0.02	67	229	10	2	10	51		127	2		0		0	0.22
2006	0	0.47	0.01	0.01	42	271	3	2	12	94		175	1		0		0	0.21
2007	0.01	0.42	0.01	0.02	35	306	17	4	16	109	1	191	3		0		0	0.19
2008	0.03	0.45	0.02	0.03	40	346	22	8	24	77	2	195	5		0	2	0.05	0.21
2009	0.03	0.44	0.01	0.01	56	402	13	5	29	75	2	211	2	2	40	1	0.02	0.21
2010	0.02	0.44	0.01	0.01	52	454	36	5	34	96	2	240	3	1	20		0	0.18
2011	0.01	0.46	0.01	0.02	68	522	19	7	41	108	1	225	4		0		0	0.21
2012	0.01	0.47	0.01	0	51	573	11	7	49	120	1	251	1		0		0	0.19
2013	0	0.53	0.01	0.01	57	630	10	5	56	119		267	2		0		0	0.22
2014	0	0.55	0.02	0.02	68	698	20	14	70	108		284	6		0		0	0.21
2015	0	0.55	0.01	0.01	78	776	35	6	76	125		296	3		0		0	0.21
2016	0.01	0.56	0.01	0.01	70	846	23	11	87	146	2	322	2		0		0	0.2
2017	0.01	0.58	0.02	0.01	62	908	20	21	108	148	1	324	4	1	4.8		0	0.21
2018	0.07	0.7	0.05	0.07	84	992	4	50	158	132	9	335	22	1	2		0	0.28
2019	0.1	0.88	0.13	0.15	103	1095	2	145	303	146	14	362	55	1	0.7	1	0.01	0.33

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	2010	Spatial contagion between financial markets: a copulaâbased approach. (2010). Durante, Fabrizio ; Jaworski, Piotr. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:5:p:551-564. Full description at Econpapers \|\| Download paper	16
2	2015	Stochastic modelling and analysis of degradation for highly reliable products. (2015). Ye, Zhisheng ; Xie, Min. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:1:p:16-32. Full description at Econpapers \|\| Download paper	12
3	2015	Rejoinder to âStochastic modelling and analysis of degradation for highly reliable productsâ. (2015). Ye, Zhisheng ; Xie, Min. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:1:p:35-36. Full description at Econpapers \|\| Download paper	12
4	2014	Predicting bank loan recovery rates with a mixed continuousâdiscrete model. (2014). Calabrese, Raffaella. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:30:y:2014:i:2:p:99-114. Full description at Econpapers \|\| Download paper	11
5	2011	The usefulness of Bayesian optimal designs for discrete choice experiments. (2011). Kessels, Roselinde ; Vandebroek, Martina ; Goos, Peter ; Jones, Bradley. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:173-188. Full description at Econpapers \|\| Download paper	11
6	2011	Rejoinder: the usefulness of Bayesian optimal designs for discrete choice experiments. (2011). Kessels, Roselinde ; Vandebroek, Martina ; Jones, Bradley ; Goos, Peter. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:197-203. Full description at Econpapers \|\| Download paper	10
7	2001	Exchange rate uncertainty and employment: an algorithm describing âplayâ. (2001). GÃÂ¶cke, Matthias ; Belke, Ansgar ; Gocke, Matthias. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:2:p:181-204. Full description at Econpapers \|\| Download paper	10
8	2003	Applications of HilbertâHuang transform to nonâstationary financial time series analysis. (2003). , Samuel ; Long, Steven R ; Qu, Wendong ; Wu, Manli ; Huang, Norden E. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:19:y:2003:i:3:p:245-268. Full description at Econpapers \|\| Download paper	9
9	2010	A modern Bayesian look at the multiâarmed bandit. (2010). Scott, Steven L. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:6:p:639-658. Full description at Econpapers \|\| Download paper	7
10	2001	Maximum likelihood estimation of a latent variable timeâseries model. (2001). Bartolucci, Francesco ; de Luca, Giovanni. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:1:p:5-17. Full description at Econpapers \|\| Download paper	7
11	2017	Unifying pricing formula for several stochastic volatility models with jumps. (2017). Baustian, Falko ; Sobotka, Toma ; Pospiil, Jan ; Mrazek, Milan . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:4:p:422-442. Full description at Econpapers \|\| Download paper	6
12	2017	Deep learning for finance: deep portfolios. (2017). Heaton, J B ; Witte, J H ; Polson, N G. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:1:p:3-12. Full description at Econpapers \|\| Download paper	6
13	2007	Optimal combinational quotaâshare and excessâofâloss reinsurance policies in a dynamic setting. (2007). Zhou, Ming ; Guo, Junyi ; Zhang, Xin. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:23:y:2007:i:1:p:63-71. Full description at Econpapers \|\| Download paper	6
14	2017	Rejoinder to âDeep learning for finance: deep portfoliosâ. (2017). Heaton, James B ; Witte, Jan H ; Polson, Nicholas. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:1:p:19-21. Full description at Econpapers \|\| Download paper	6
15	2001	Bayesian data mining, with application to benchmarking and credit scoring. (2001). Giudici, Paolo. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:1:p:69-81. Full description at Econpapers \|\| Download paper	5
16	2011	Modern analysis of customer satisfaction surveys: comparison of models and integrated analysis. (2011). Kenett, Ron ; Salini, Silvia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:5:p:465-475. Full description at Econpapers \|\| Download paper	4
17	2015	An improved twoâstage variance balance approach for constructing partial profile designs for discrete choice experiments. (2015). Kessels, Roselinde ; Goos, Peter ; Jones, Bradley. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:5:p:626-648. Full description at Econpapers \|\| Download paper	4
18	2016	Modeling highâdimensional timeâvarying dependence using dynamic Dâvine models. (2016). Almeida, Carlos ; Manner, Hans ; Czado, Claudia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:5:p:621-638. Full description at Econpapers \|\| Download paper	4
19	2008	Some stochastic comparisons of conditional coherent systems. (2008). Li, Xiaohu ; Zhang, Zhengcheng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:6:p:541-549. Full description at Econpapers \|\| Download paper	4
20	2013	Statistical inference in massive data sets. (2013). Li, Runze ; Dennis, . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:29:y:2013:i:5:p:399-409. Full description at Econpapers \|\| Download paper	4
21	2008	Shadow price of capital and the FurubotnâPejovich effect: Some empirical evidence for Italian wine cooperatives. (2008). Maietta, Ornella ; Sena, Vania. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:5:p:495-505. Full description at Econpapers \|\| Download paper	3
22	2016	Rejoinder to âDynamic dependence networks: Financial time series forecasting and portfolio decisionsâ. (2016). Zhao, Zoey ; West, Mike ; Xie, Meng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:3:p:336-339. Full description at Econpapers \|\| Download paper	3
23	2008	Stochastic models for air cargo terminal manpower supply planning in longâterm operations. (2008). Chen, Miawjane ; Yan, Shangyao. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:3:p:261-275. Full description at Econpapers \|\| Download paper	3
24	1999	A stochastic model for financial evaluation: applications to actuarial contracts. (1999). di Lorenzo, Emilia ; Tessitore, Gerarda ; Sibillo, Marilena. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:15:y:1999:i:4:p:269-275. Full description at Econpapers \|\| Download paper	3
25	2016	Dynamic dependence networks: Financial time series forecasting and portfolio decisions. (2016). Yi, Zoey ; West, Mike ; Xie, Meng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:3:p:311-332. Full description at Econpapers \|\| Download paper	3
26	2004	Bayesian reliability analysis of complex repairable systems. (2004). Pievatolo, Antonio ; Ruggeri, Fabrizio. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:20:y:2004:i:3:p:253-264. Full description at Econpapers \|\| Download paper	3
27	2012	Optimal reinsuranceâinvestment problem in a constant elasticity of variance stock market for jumpâdiffusion risk model. (2012). Liang, Zhibin ; Chun, KA ; Yuen, Kam Chuen. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:28:y:2012:i:6:p:585-597. Full description at Econpapers \|\| Download paper	3
28	2007	Bankruptcy prediction by generalized additive models. (2007). Berg, Daniel. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:23:y:2007:i:2:p:129-143. Full description at Econpapers \|\| Download paper	3
29	2016	Preventive maintenance of multistate systems subject to shocks. (2016). Finkelstein, Maxim ; Gertsbakh, Ilya . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:2:p:283-291. Full description at Econpapers \|\| Download paper	3
30	2015	Reliability of demandâbased warm standby systems subject to fault level coverage. (2015). Zhai, Q ; Yang, J ; Xing, L ; Peng, R. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:3:p:380-393. Full description at Econpapers \|\| Download paper	3
31	2008	On the use of archetypes as benchmarks. (2008). Vistocco, Domenico ; Ragozini, Giancarlo ; Porzio, Giovanni C. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:5:p:419-437. Full description at Econpapers \|\| Download paper	3
32	2005	Predictability and model selection in the context of ARCH models. (2005). Degiannakis, Stavros ; Xekalaki, Evdokia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:21:y:2005:i:1:p:55-82. Full description at Econpapers \|\| Download paper	3
33	2015	âTimeâfreeâ preventive maintenance of systems with structures described by signatures. (2015). Finkelstein, Maxim ; Gertsbakh, Ilya . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:6:p:836-845. Full description at Econpapers \|\| Download paper	3
34	2018	Availability and maintenance modeling for systems subject to dependent hard and soft failures. (2018). Qiu, Qingan ; Shen, Jingyuan ; Cui, Lirong. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:34:y:2018:i:4:p:513-527. Full description at Econpapers \|\| Download paper	3
35	2010	Comparisons of series and parallel systems with components sharing the same copula. (2010). Navarro, Jorge ; Spizzichino, Fabio. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:6:p:775-791. Full description at Econpapers \|\| Download paper	2
36	2014	Optimum life testing plans in presence of hybrid censoring: A cost function approach. (2014). Bhattacharya, R ; Dewanji, A ; Pradhan, B. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:30:y:2014:i:5:p:519-528. Full description at Econpapers \|\| Download paper	2
37	2005	Asymmetric extreme interdependence in emerging equity markets. (2005). de Melo, Beatriz Vaz. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:21:y:2005:i:6:p:483-498. Full description at Econpapers \|\| Download paper	2
38	2009	Optimal corrective maintenance contract planning for aging multiâstate system. (2009). Khvatskin, Lev ; Frenkel, Ilia ; Lisnianski, Anatoly ; Ding, YI. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:25:y:2009:i:5:p:612-631. Full description at Econpapers \|\| Download paper	2
39	2010	Assessment of mortgage default risk via Bayesian reliability models. (2010). Xu, Feng ; Soyer, Refik. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:3:p:308-330. Full description at Econpapers \|\| Download paper	2
40	2015	COPARâmultivariate time series modeling using the copula autoregressive model. (2015). Brechmann, Eike Christian ; Czado, Claudia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:4:p:495-514. Full description at Econpapers \|\| Download paper	2
41	2000	Cointegration analysis of brand and category sales: Stationarity and longârun equilibrium in market shares. (2000). Srinivasan, Shuba ; Bass, Frank M. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:16:y:2000:i:3:p:159-177. Full description at Econpapers \|\| Download paper	2
42	2010	Mining performance data through nonlinear PCA with optimal scaling. (2010). Porzio, Giovanni C ; Linting, Marielle ; Costantini, Paola. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:1:p:85-101. Full description at Econpapers \|\| Download paper	2
43	2009	On multipleâclass prediction of issuer credit ratings. (2009). Lee, Cheng Few ; Cheng, K F ; Hwang, Rueyching. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:25:y:2009:i:5:p:535-550. Full description at Econpapers \|\| Download paper	2
44	2012	Optimal maintenance strategy for nonârenewing replacementârepair warranty. (2012). Mun, KI ; Ho, Dong ; Park, Min Jae. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:28:y:2012:i:6:p:607-614. Full description at Econpapers \|\| Download paper	2
45	2007	Feedback quality adjustment with Bayesian stateâspace models. (2007). Triantafyllopoulos, K. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:23:y:2007:i:2:p:145-156. Full description at Econpapers \|\| Download paper	2
46	2010	Implementing loss distribution approach for operational risk. (2010). Shevchenko, Pavel V. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:3:p:277-307. Full description at Econpapers \|\| Download paper	2
47	2003	Waveletâbased estimation of a discriminant function. (2003). Vidakovic, Brani ; Kim, Seonghee ; Chang, Woojin. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:19:y:2003:i:3:p:185-198. Full description at Econpapers \|\| Download paper	2
48	2014	A conditionâbased imperfect replacement policy for a periodically inspected system with two dependent wear indicators. (2014). Mercier, Sophie ; Ha, Hai . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:30:y:2014:i:6:p:766-782. Full description at Econpapers \|\| Download paper	2
49	2009	A multivariate time series approach to projected life tables. (2009). Denuit, Michel M ; Lazar, Dorina. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:25:y:2009:i:6:p:806-823. Full description at Econpapers \|\| Download paper	2
50	2016	Comparisons in the mean residual life order of coherent systems with identically distributed components. (2016). Navarro, Jorge ; Gomis, Carmen M. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:1:p:33-47. Full description at Econpapers \|\| Download paper	2

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2015	Rejoinder to âStochastic modelling and analysis of degradation for highly reliable productsâ. (2015). Ye, Zhisheng ; Xie, Min. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:1:p:35-36. Full description at Econpapers \|\| Download paper	12
2	2015	Stochastic modelling and analysis of degradation for highly reliable products. (2015). Ye, Zhisheng ; Xie, Min. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:1:p:16-32. Full description at Econpapers \|\| Download paper	12
3	2011	The usefulness of Bayesian optimal designs for discrete choice experiments. (2011). Kessels, Roselinde ; Vandebroek, Martina ; Goos, Peter ; Jones, Bradley. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:173-188. Full description at Econpapers \|\| Download paper	10
4	2011	Rejoinder: the usefulness of Bayesian optimal designs for discrete choice experiments. (2011). Kessels, Roselinde ; Vandebroek, Martina ; Jones, Bradley ; Goos, Peter. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:27:y:2011:i:3:p:197-203. Full description at Econpapers \|\| Download paper	9
5	2003	Applications of HilbertâHuang transform to nonâstationary financial time series analysis. (2003). , Samuel ; Long, Steven R ; Qu, Wendong ; Wu, Manli ; Huang, Norden E. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:19:y:2003:i:3:p:245-268. Full description at Econpapers \|\| Download paper	7
6	2017	Deep learning for finance: deep portfolios. (2017). Heaton, J B ; Witte, J H ; Polson, N G. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:1:p:3-12. Full description at Econpapers \|\| Download paper	6
7	2017	Unifying pricing formula for several stochastic volatility models with jumps. (2017). Baustian, Falko ; Sobotka, Toma ; Pospiil, Jan ; Mrazek, Milan . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:4:p:422-442. Full description at Econpapers \|\| Download paper	6
8	2017	Rejoinder to âDeep learning for finance: deep portfoliosâ. (2017). Heaton, James B ; Witte, Jan H ; Polson, Nicholas. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:1:p:19-21. Full description at Econpapers \|\| Download paper	6
9	2010	A modern Bayesian look at the multiâarmed bandit. (2010). Scott, Steven L. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:6:p:639-658. Full description at Econpapers \|\| Download paper	5
10	2014	Predicting bank loan recovery rates with a mixed continuousâdiscrete model. (2014). Calabrese, Raffaella. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:30:y:2014:i:2:p:99-114. Full description at Econpapers \|\| Download paper	5
11	2015	An improved twoâstage variance balance approach for constructing partial profile designs for discrete choice experiments. (2015). Kessels, Roselinde ; Goos, Peter ; Jones, Bradley. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:5:p:626-648. Full description at Econpapers \|\| Download paper	4
12	2016	Modeling highâdimensional timeâvarying dependence using dynamic Dâvine models. (2016). Almeida, Carlos ; Manner, Hans ; Czado, Claudia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:5:p:621-638. Full description at Econpapers \|\| Download paper	4
13	2010	Spatial contagion between financial markets: a copulaâbased approach. (2010). Durante, Fabrizio ; Jaworski, Piotr. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:5:p:551-564. Full description at Econpapers \|\| Download paper	4
14	2013	Statistical inference in massive data sets. (2013). Li, Runze ; Dennis, . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:29:y:2013:i:5:p:399-409. Full description at Econpapers \|\| Download paper	4
15	2018	Availability and maintenance modeling for systems subject to dependent hard and soft failures. (2018). Qiu, Qingan ; Shen, Jingyuan ; Cui, Lirong. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:34:y:2018:i:4:p:513-527. Full description at Econpapers \|\| Download paper	3
16	2016	Preventive maintenance of multistate systems subject to shocks. (2016). Finkelstein, Maxim ; Gertsbakh, Ilya . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:2:p:283-291. Full description at Econpapers \|\| Download paper	3
17	2007	Optimal combinational quotaâshare and excessâofâloss reinsurance policies in a dynamic setting. (2007). Zhou, Ming ; Guo, Junyi ; Zhang, Xin. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:23:y:2007:i:1:p:63-71. Full description at Econpapers \|\| Download paper	3
18	2012	Optimal reinsuranceâinvestment problem in a constant elasticity of variance stock market for jumpâdiffusion risk model. (2012). Liang, Zhibin ; Chun, KA ; Yuen, Kam Chuen. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:28:y:2012:i:6:p:585-597. Full description at Econpapers \|\| Download paper	3
19	2001	Bayesian data mining, with application to benchmarking and credit scoring. (2001). Giudici, Paolo. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:17:y:2001:i:1:p:69-81. Full description at Econpapers \|\| Download paper	3
20	2016	Dynamic dependence networks: Financial time series forecasting and portfolio decisions. (2016). Yi, Zoey ; West, Mike ; Xie, Meng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:3:p:311-332. Full description at Econpapers \|\| Download paper	3
21	2015	âTimeâfreeâ preventive maintenance of systems with structures described by signatures. (2015). Finkelstein, Maxim ; Gertsbakh, Ilya . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:6:p:836-845. Full description at Econpapers \|\| Download paper	3
22	2008	Stochastic models for air cargo terminal manpower supply planning in longâterm operations. (2008). Chen, Miawjane ; Yan, Shangyao. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:3:p:261-275. Full description at Econpapers \|\| Download paper	3
23	2016	Rejoinder to âDynamic dependence networks: Financial time series forecasting and portfolio decisionsâ. (2016). Zhao, Zoey ; West, Mike ; Xie, Meng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:3:p:336-339. Full description at Econpapers \|\| Download paper	3
24	2015	Reliability of demandâbased warm standby systems subject to fault level coverage. (2015). Zhai, Q ; Yang, J ; Xing, L ; Peng, R. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:3:p:380-393. Full description at Econpapers \|\| Download paper	3
25	2008	Some stochastic comparisons of conditional coherent systems. (2008). Li, Xiaohu ; Zhang, Zhengcheng . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:6:p:541-549. Full description at Econpapers \|\| Download paper	3
26	2016	Modeling and analysis of a warranty policy using new and reconditioned parts. (2016). Chari, Navin ; Khatab, Abdelhakim ; Venkatadri, Uday ; Diallo, Claver. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:4:p:539-553. Full description at Econpapers \|\| Download paper	2
27	2013	Stochastic ordering properties for systems with dependent identically distributed components. (2013). Navarro, Jorge ; Suarezllorens, Alfonso ; Sordo, Miguel A ; del Aguila, Yolanda. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:29:y:2013:i:3:p:264-278. Full description at Econpapers \|\| Download paper	2
28	2003	A sequential conditionâbased repair/replacement policy with nonâperiodic inspections for a system subject to continuous wear. (2003). Castanier, B ; Grall, A ; Berenguer, C. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:19:y:2003:i:4:p:327-347. Full description at Econpapers \|\| Download paper	2
29	2008	On the use of archetypes as benchmarks. (2008). Vistocco, Domenico ; Ragozini, Giancarlo ; Porzio, Giovanni C. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:24:y:2008:i:5:p:419-437. Full description at Econpapers \|\| Download paper	2
30	2017	Variable selection in highâdimensional regression: a nonparametric procedure for business failure prediction. (2017). Amendola, Alessandra ; Restaino, Marialuisa ; Parrella, Maria Lucia ; Giordano, Francesco. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:33:y:2017:i:4:p:355-368. Full description at Econpapers \|\| Download paper	2
31	2010	Assessment of mortgage default risk via Bayesian reliability models. (2010). Xu, Feng ; Soyer, Refik. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:3:p:308-330. Full description at Econpapers \|\| Download paper	2
32	2014	Optimum life testing plans in presence of hybrid censoring: A cost function approach. (2014). Bhattacharya, R ; Dewanji, A ; Pradhan, B. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:30:y:2014:i:5:p:519-528. Full description at Econpapers \|\| Download paper	2
33	2014	A conditionâbased imperfect replacement policy for a periodically inspected system with two dependent wear indicators. (2014). Mercier, Sophie ; Ha, Hai . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:30:y:2014:i:6:p:766-782. Full description at Econpapers \|\| Download paper	2
34	2004	Bayesian reliability analysis of complex repairable systems. (2004). Pievatolo, Antonio ; Ruggeri, Fabrizio. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:20:y:2004:i:3:p:253-264. Full description at Econpapers \|\| Download paper	2
35	2010	Optimal server allocation in general, finite, multiâserver queueing networks. (2010). Smith, Macgregor J ; van Woensel, T ; F. R. B. Cruz, . In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:6:p:705-736. Full description at Econpapers \|\| Download paper	2
36	2010	Comparisons of series and parallel systems with components sharing the same copula. (2010). Navarro, Jorge ; Spizzichino, Fabio. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:26:y:2010:i:6:p:775-791. Full description at Econpapers \|\| Download paper	2
37	2012	Optimal maintenance strategy for nonârenewing replacementârepair warranty. (2012). Mun, KI ; Ho, Dong ; Park, Min Jae. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:28:y:2012:i:6:p:607-614. Full description at Econpapers \|\| Download paper	2
38	2009	A multivariate time series approach to projected life tables. (2009). Denuit, Michel M ; Lazar, Dorina. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:25:y:2009:i:6:p:806-823. Full description at Econpapers \|\| Download paper	2
39	2015	Some properties and applications of cumulative KullbackâLeibler information. (2015). di Crescenzo, Antonio ; Longobardi, Maria. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:6:p:875-891. Full description at Econpapers \|\| Download paper	2
40	2016	Comparisons in the mean residual life order of coherent systems with identically distributed components. (2016). Navarro, Jorge ; Gomis, Carmen M. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:32:y:2016:i:1:p:33-47. Full description at Econpapers \|\| Download paper	2
41	2015	COPARâmultivariate time series modeling using the copula autoregressive model. (2015). Brechmann, Eike Christian ; Czado, Claudia. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:31:y:2015:i:4:p:495-514. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 14

Year	Title
2019	Understanding the economic effects of abnormal weather to mitigate the risk of business failures. (2019). Parnaudeau, Miia ; Bertrand, Jean-Louis. In: Journal of Business Research. RePEc:eee:jbrese:v:98:y:2019:i:c:p:391-402. Full description at Econpapers \|\| Download paper
2019	Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure. (2019). Ziegler, Philipp ; Sobotka, Tom'Avs ; Posp, Jan. In: Papers. RePEc:arx:papers:1912.06709. Full description at Econpapers \|\| Download paper
2019	Decomposition formula for jump diffusion models. (2019). Vives, Josep ; Sobotka, Tom'Avs ; Posp, Jan ; Merino, Raul. In: Papers. RePEc:arx:papers:1906.06930. Full description at Econpapers \|\| Download paper
2019	Decomposition formula for rough Volterra stochastic volatility models. (2019). Vives, Josep ; Sottinen, Tommi ; Sobotka, Tom'Avs ; Posp, Jan ; Merino, Raul. In: Papers. RePEc:arx:papers:1906.07101. Full description at Econpapers \|\| Download paper
2019	Isogeometric analysis in option pricing. (2019). Vsv, Vladim'Ir ; Posp, Jan. In: Papers. RePEc:arx:papers:1910.00258. Full description at Econpapers \|\| Download paper
2019	Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure. (2019). Ziegler, Philipp ; Sobotka, Toma ; Pospiil, Jan. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:6:d:10.1007_s00181-018-1535-3. Full description at Econpapers \|\| Download paper
2019	Minimal repair of failed components in coherent systems. (2019). Suarez-Llorens, Alfonso ; Arriaza, Antonio ; Navarro, Jorge. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:3:p:951-964. Full description at Econpapers \|\| Download paper
2019	A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables. (2019). Yoshioka, Hidekazu ; Yaegashi, Yuta. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:156:y:2019:i:c:p:40-66. Full description at Econpapers \|\| Download paper
2019	A new reliability analysis method for load-sharing k-out-of-n: F system based on load-strength model. (2019). Zhang, Jianchun ; Ma, Xiaobing ; Zhao, YU. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:182:y:2019:i:c:p:152-165. Full description at Econpapers \|\| Download paper
2019	Multimodal Deep Learning for Finance: Integrating and Forecasting International Stock Markets. (2019). Yoo, Seong Joon ; Il, Sang. In: Papers. RePEc:arx:papers:1903.06478. Full description at Econpapers \|\| Download paper
2019	A Deep Learning Framework for Pricing Financial Instruments. (2019). Liu, Zhenming ; Cucuringu, Mihai ; Pizzoferrato, Andrea ; Zhang, Zheng ; Wu, Qiong. In: Papers. RePEc:arx:papers:1909.04497. Full description at Econpapers \|\| Download paper
2019	Optimal mission abort policy for systems subject to random shocks based on virtual age process. (2019). Cui, Lirong ; Qiu, Qingan. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:189:y:2019:i:c:p:11-20. Full description at Econpapers \|\| Download paper
2019	Gamma process based optimal mission abort policy. (2019). Cui, Lirong ; Qiu, Qingan. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:190:y:2019:i:c:19. Full description at Econpapers \|\| Download paper
2019	Performance assessment of industrial system (African Textile Manufacturers, LTD) through copula linguistic approach. (2019). Abubakar, Muhammad Idris ; Singh, Vijay Vir. In: Operations Research and Decisions. RePEc:wut:journl:v:4:y:2019:p:5-22:id:1479. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	Minimal repair of failed components in coherent systems. (2019). Suarez-Llorens, Alfonso ; Arriaza, Antonio ; Navarro, Jorge. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:3:p:951-964. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

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Recent citations received in 2017

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Recent citations received in 2016

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10 most frequent citing series

#	Series	H	Cites
1	Reliability Engineering and System Safety / Elsevier	30	55
2	European Journal of Operational Research / Elsevier	91	23
3	Papers / arXiv.org	54	22
4	Insurance: Mathematics and Economics / Elsevier	44	16
5	Physica A: Statistical Mechanics and its Applications / Elsevier	54	10
6	Journal of choice modelling / Elsevier	11	10
7	Journal of Econometrics / Elsevier	191	8
8	Statistics & Probability Letters / Elsevier	26	6
9	Statistical Papers / Springer	13	6
10	Transportation Research Part A: Policy and Practice / Elsevier	56	6
11	Social Science & Medicine / Elsevier	53	5