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Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
15
Impact Factor (IF)
0.14
5 Years IF
0.24
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
1999 0 0.3 0.09 0 22 22 99 2 2 0 0 2 100 2 0.09 0.15
2000 0.09 0.35 0.07 0.09 23 45 35 3 5 22 2 22 2 1 33.3 1 0.04 0.16
2001 0.04 0.38 0.04 0.04 24 69 29 3 8 45 2 45 2 1 33.3 1 0.04 0.17
2002 0.06 0.41 0.08 0.09 23 92 26 7 15 47 3 69 6 3 42.9 0 0.21
2003 0 0.44 0.02 0.02 24 116 37 2 17 47 92 2 0 0 0.22
2004 0 0.49 0.06 0.07 24 140 40 8 25 47 116 8 3 37.5 0 0.22
2005 0.1 0.5 0.08 0.08 27 167 56 14 39 48 5 118 10 5 35.7 0 0.23
2006 0.04 0.5 0.04 0.02 28 195 102 8 47 51 2 122 3 5 62.5 0 0.23
2007 0.11 0.46 0.08 0.09 33 228 64 18 65 55 6 126 11 7 38.9 0 0.2
2008 0.23 0.49 0.16 0.18 29 257 59 38 105 61 14 136 24 18 47.4 0 0.23
2009 0.08 0.47 0.1 0.11 37 294 159 30 135 62 5 141 15 5 16.7 3 0.08 0.23
2010 0.18 0.48 0.14 0.15 45 339 125 46 181 66 12 154 23 11 23.9 2 0.04 0.21
2011 0.26 0.52 0.19 0.25 42 381 123 72 253 82 21 172 43 18 25 5 0.12 0.24
2012 0.21 0.51 0.13 0.18 60 441 119 56 309 87 18 186 33 7 12.5 0 0.22
2013 0.24 0.56 0.19 0.24 48 489 75 94 403 102 24 213 52 15 16 1 0.02 0.24
2014 0.17 0.55 0.14 0.22 57 546 88 77 481 108 18 232 50 15 19.5 1 0.02 0.23
2015 0.09 0.55 0.13 0.14 62 608 83 81 562 105 9 252 36 15 18.5 3 0.05 0.23
2016 0.13 0.53 0.17 0.16 63 671 91 112 674 119 16 269 43 19 17 5 0.08 0.21
2017 0.18 0.55 0.16 0.16 61 732 45 118 793 125 22 290 46 23 19.5 1 0.02 0.21
2018 0.1 0.57 0.15 0.14 72 804 89 122 915 124 12 291 40 25 20.5 4 0.06 0.24
2019 0.18 0.6 0.21 0.21 74 878 34 182 1097 133 24 315 67 43 23.6 2 0.03 0.24
2020 0.21 0.73 0.19 0.19 73 951 35 176 1273 146 31 332 64 39 22.2 5 0.07 0.34
2021 0.14 1.02 0.22 0.24 75 1026 14 225 1499 147 20 343 82 38 16.9 6 0.08 0.38
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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
#YearTitleCited
11999The Cross-Entropy Method for Combinatorial and Continuous Optimization. (1999). Rubinstein, Reuven . In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:1:y:1999:i:2:d:10.1023_a:1010091220143.

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61
22009Random Survival Forests Models for SME Credit Risk Measurement. (2009). Fantazzini, Dean ; Figini, Silvia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:1:d:10.1007_s11009-008-9078-2.

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34
32006Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach. (2006). Barrera-Esteve, Christophe ; Reboul-Salze, Damien ; Munos, Remi ; Meziou, Asma ; Gobet, Emmanuel ; Dossal, Charles ; Bergeret, Florent. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:4:d:10.1007_s11009-006-0427-8.

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29
42009Properties of Distortion Risk Measures. (2009). Balbas, Alejandro ; Mayoral, Silvia ; Garrido, Jose. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-008-9089-z.

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29
52011Tail Risk of Multivariate Regular Variation. (2011). Joe, Harry ; Li, Haijun. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:4:d:10.1007_s11009-010-9183-x.

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21
62014An Insurance Risk Model with Parisian Implementation Delays. (2014). Landriault, David ; Zhou, Xiaowen ; Renaud, Jean-Franois. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:16:y:2014:i:3:d:10.1007_s11009-012-9317-4.

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20
72010Risk Processes with Non-stationary Hawkes Claims Arrivals. (2010). Stabile, Gabriele ; Torrisi, Giovanni Luca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:3:d:10.1007_s11009-008-9110-6.

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19
82009Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables. (2009). Kortschak, Dominik ; Albrecher, Hansjorg. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-007-9053-3.

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18
92012Drawdowns and the Speed of Market Crash. (2012). Zhang, Hongzhong ; Hadjiliadis, Olympia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9262-7.

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16
102008An Efficient Algorithm for Rare-event Probability Estimation, Combinatorial Optimization, and Counting. (2008). Botev, Zdravko I ; Kroese, Dirk P. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:10:y:2008:i:4:d:10.1007_s11009-008-9073-7.

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16
112007An Algorithmic Approach to Discrete Time Non-homogeneous Backward Semi-Markov Reward Processes with an Application to Disability Insurance. (2007). Stenberg, Fredrik ; Silvestrov, Dmitrii ; Manca, Raimondo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:9:y:2007:i:4:d:10.1007_s11009-006-9012-4.

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15
122013Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate. (2013). Wang, Kaiyong ; Gao, Qingwu. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:1:d:10.1007_s11009-011-9226-y.

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15
132006Passage Times in Fluid Models with Application to Risk Processes. (2006). Ramaswami, V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:4:d:10.1007_s11009-006-0426-9.

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15
142009Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities. (2009). Lefevre, Claude ; Loisel, Stephane. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-009-9123-9.

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15
152006The Cross-Entropy Method for Continuous Multi-Extremal Optimization. (2006). Kroese, Dirk P ; Rubinstein, Reuven Y ; Porotsky, Sergey. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:3:d:10.1007_s11009-006-9753-0.

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15
162011Tail Conditional Expectation for the Multivariate Pareto Distribution of the Second Kind: Another Approach. (2011). Vernic, Raluca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:1:d:10.1007_s11009-009-9131-9.

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14
172010Initial and Final Backward and Forward Discrete Time Non-homogeneous Semi-Markov Credit Risk Models. (2010). Damico, Guglielmo ; Manca, Raimondo ; Janssen, Jacques. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:2:d:10.1007_s11009-009-9142-6.

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13
182007Statistical Process Control using Shewhart Control Charts with Supplementary Runs Rules. (2007). Koutras, M V ; Maravelakis, P E ; Bersimis, S. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:9:y:2007:i:2:d:10.1007_s11009-007-9016-8.

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13
192004Numerical Treatment of Homogeneous Semi-Markov Processes in Transient Case–a Straightforward Approach. (2004). Corradi, Gianfranco ; Manca, Raimondo ; Janssen, Jacques. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:6:y:2004:i:2:d:10.1023_b:mcap.0000017715.28371.85.

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13
202016Background Risk Models and Stepwise Portfolio Construction. (2016). Asimit, Alexandru V ; Zitikis, Ricardas ; Vernic, Raluca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:3:d:10.1007_s11009-015-9458-3.

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11
212010Drawdowns and Rallies in a Finite Time-horizon. (2010). Zhang, Hongzhong ; Hadjiliadis, Olympia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:2:d:10.1007_s11009-009-9139-1.

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11
222016On the Laplace Transform of the Lognormal Distribution. (2016). Asmussen, Soren ; Rojas-Nandayapa, Leonardo ; Jensen, Jens Ledet. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:2:d:10.1007_s11009-014-9430-7.

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11
232003Asymptotics of a Boundary Crossing Probability of a Brownian Bridge with General Trend. (2003). Bischoff, Wolfgang ; Husler, Jurg ; Hashorva, Enkelejd ; Miller, Frank. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:5:y:2003:i:3:d:10.1023_a:1026242019110.

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11
242010The Perturbed Compound Poisson Risk Process with Investment and Debit Interest. (2010). Yin, Chuancun ; Wang, Chunwei. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:3:d:10.1007_s11009-008-9109-z.

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11
252012Reliability Measures of Semi-Markov Systems with General State Space. (2012). Limnios, Nikolaos. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:4:d:10.1007_s11009-011-9211-5.

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10
262008Exact Simulation of IG-OU Processes. (2008). Zhang, Shibin. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:10:y:2008:i:3:d:10.1007_s11009-007-9056-0.

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10
272005Estimation in Stationary Markov Renewal Processes, with Application to Earthquake Forecasting in Turkey. (2005). Alvarez, Enrique E. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:7:y:2005:i:1:d:10.1007_s11009-005-6658-2.

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10
282013Bayesian Inference for Hawkes Processes. (2013). Rasmussen, Jakob Gulddahl. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:3:d:10.1007_s11009-011-9272-5.

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10
292016A Functional Central Limit Theorem for a Markov-Modulated Infinite-Server Queue. (2016). Anderson, D ; Turck, K ; Thorsdottir, H ; Mandjes, M ; Blom, J. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:1:d:10.1007_s11009-014-9405-8.

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10
302009Robust Optimal Portfolio Choice Under Markovian Regime-switching Model. (2009). Siu, Tak Kuen ; Elliott, Robert J. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:2:d:10.1007_s11009-008-9085-3.

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10
312011Measures of Component Importance in Nonrepairable and Repairable Multistate Strongly Coherent Systems. (2011). Natvig, Bent. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:3:d:10.1007_s11009-010-9170-2.

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10
321999Langevin-Type Models II: Self-Targeting Candidates for MCMC Algorithms*. (1999). Stramer, O ; Tweedie, R L. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:1:y:1999:i:3:d:10.1023_a:1010090512027.

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10
332012A Double-ended Queue with Catastrophes and Repairs, and a Jump-diffusion Approximation. (2012). Crescenzo, Antonio ; Nobile, Amelia G ; Kumar, Balasubramanian Krishna ; Giorno, Virginia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:4:d:10.1007_s11009-011-9214-2.

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10
342015Multilevel Simulation of Functionals of Bernoulli Random Variables with Application to Basket Credit Derivatives. (2015). Bujok, K ; Reisinger, C ; Hambly, B M. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:17:y:2015:i:3:d:10.1007_s11009-013-9380-5.

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9
352009Fourier Inversion Formulas in Option Pricing and Insurance. (2009). Dufresne, Daniel ; Morales, Manuel ; Garrido, Jose. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-007-9049-z.

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9
362001A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes. (2001). Giraudo, Maria Teresa ; Zucca, Cristina ; Sacerdote, Laura. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:3:y:2001:i:2:d:10.1023_a:1012261328124.

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9
372012Approximations and Inequalities for Moving Sums. (2012). Glaz, Joseph ; Wang, Xiao ; Naus, Joseph. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9251-x.

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9
381999Langevin-Type Models I: Diffusions with Given Stationary Distributions and their Discretizations*. (1999). Stramer, O ; Tweedie, R L. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:1:y:1999:i:3:d:10.1023_a:1010086427957.

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8
392011Exact Simulation of Jump-Diffusion Processes with Monte Carlo Applications. (2011). Casella, Bruno ; Roberts, Gareth O. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:3:d:10.1007_s11009-009-9163-1.

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8
402005Maximum Likelihood Estimation for an Observation Driven Model for Poisson Counts. (2005). Davis, Richard A ; Streett, Sarah B. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:7:y:2005:i:2:d:10.1007_s11009-005-1480-4.

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8
412009Bayesian Copulae Distributions, with Application to Operational Risk Management. (2009). Dalla Valle, Luciana. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:1:d:10.1007_s11009-007-9067-x.

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8
422000Diffusion Processes Associated with Nonlinear Evolution Equations for Signed Measures. (2000). Jourdain, B. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:2:y:2000:i:1:d:10.1023_a:1010059302049.

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8
432012Global Dependence Stochastic Orders. (2012). Shaked, Moshe ; Suarez-Llorens, Alfonso ; Sordo, Miguel A. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9253-8.

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8
442008A Factorisation of Diffusion Measure and Finite Sample Path Constructions. (2008). Beskos, Alexandros ; Roberts, Gareth O ; Papaspiliopoulos, Omiros. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:10:y:2008:i:1:d:10.1007_s11009-007-9060-4.

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8
452013A Simple and Complete Computational Analysis of MAP/R/1 Queue Using Roots. (2013). Chaudhry, M L ; Gupta, U C ; Singh, Gagandeep. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:3:d:10.1007_s11009-011-9266-3.

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7
462000Distribution of Subdominant Eigenvalues of Random Matrices. (2000). Goldberg, G ; Schneider, H ; Neumann, M ; Okunev, P. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:2:y:2000:i:2:d:10.1023_a:1010093922183.

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7
472018Comparisons Between Largest Order Statistics from Multiple-outlier Models with Dependence. (2018). Navarro, Jorge ; del Aguila, Yolanda ; Torrado, Nuria. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:1:d:10.1007_s11009-017-9562-7.

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7
482000Inequalities for Random Utility Models, with Applications to Ranking and Subset Choice Data. (2000). Joe, Harry. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:2:y:2000:i:4:d:10.1023_a:1010058117460.

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7
492001Numerical Solution of non-Homogeneous Semi-Markov Processes in Transient Case*. (2001). Janssen, Jacques ; Manca, Raimondo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:3:y:2001:i:3:d:10.1023_a:1013719007075.

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7
502007Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries. (2007). Wang, Liqun ; Potzelberger, Klaus. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:9:y:2007:i:1:d:10.1007_s11009-006-9002-6.

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7
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12009Random Survival Forests Models for SME Credit Risk Measurement. (2009). Fantazzini, Dean ; Figini, Silvia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:1:d:10.1007_s11009-008-9078-2.

Full description at Econpapers || Download paper

16
21999The Cross-Entropy Method for Combinatorial and Continuous Optimization. (1999). Rubinstein, Reuven . In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:1:y:1999:i:2:d:10.1023_a:1010091220143.

Full description at Econpapers || Download paper

11
32016On the Laplace Transform of the Lognormal Distribution. (2016). Asmussen, Soren ; Rojas-Nandayapa, Leonardo ; Jensen, Jens Ledet. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:2:d:10.1007_s11009-014-9430-7.

Full description at Econpapers || Download paper

10
42014An Insurance Risk Model with Parisian Implementation Delays. (2014). Landriault, David ; Zhou, Xiaowen ; Renaud, Jean-Franois. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:16:y:2014:i:3:d:10.1007_s11009-012-9317-4.

Full description at Econpapers || Download paper

8
52013Bayesian Inference for Hawkes Processes. (2013). Rasmussen, Jakob Gulddahl. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:3:d:10.1007_s11009-011-9272-5.

Full description at Econpapers || Download paper

8
62010Risk Processes with Non-stationary Hawkes Claims Arrivals. (2010). Stabile, Gabriele ; Torrisi, Giovanni Luca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:3:d:10.1007_s11009-008-9110-6.

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8
72009Properties of Distortion Risk Measures. (2009). Balbas, Alejandro ; Mayoral, Silvia ; Garrido, Jose. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-008-9089-z.

Full description at Econpapers || Download paper

7
82015Multilevel Simulation of Functionals of Bernoulli Random Variables with Application to Basket Credit Derivatives. (2015). Bujok, K ; Reisinger, C ; Hambly, B M. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:17:y:2015:i:3:d:10.1007_s11009-013-9380-5.

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7
92013Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate. (2013). Wang, Kaiyong ; Gao, Qingwu. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:1:d:10.1007_s11009-011-9226-y.

Full description at Econpapers || Download paper

6
102018Comparisons Between Largest Order Statistics from Multiple-outlier Models with Dependence. (2018). Navarro, Jorge ; del Aguila, Yolanda ; Torrado, Nuria. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:1:d:10.1007_s11009-017-9562-7.

Full description at Econpapers || Download paper

6
112018Coupling Importance Sampling and Multilevel Monte Carlo using Sample Average Approximation. (2018). Kebaier, Ahmed ; Lelong, Jerome. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:2:d:10.1007_s11009-017-9579-y.

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6
122006Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach. (2006). Barrera-Esteve, Christophe ; Reboul-Salze, Damien ; Munos, Remi ; Meziou, Asma ; Gobet, Emmanuel ; Dossal, Charles ; Bergeret, Florent. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:4:d:10.1007_s11009-006-0427-8.

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6
132018Expectiles, Omega Ratios and Stochastic Ordering. (2018). Bellini, Fabio ; Muller, Alfred ; Klar, Bernhard. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:3:d:10.1007_s11009-016-9527-2.

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5
142010Initial and Final Backward and Forward Discrete Time Non-homogeneous Semi-Markov Credit Risk Models. (2010). Damico, Guglielmo ; Manca, Raimondo ; Janssen, Jacques. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:2:d:10.1007_s11009-009-9142-6.

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5
152016A Functional Central Limit Theorem for a Markov-Modulated Infinite-Server Queue. (2016). Anderson, D ; Turck, K ; Thorsdottir, H ; Mandjes, M ; Blom, J. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:1:d:10.1007_s11009-014-9405-8.

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5
162020SIR-Type Epidemic Models as Block-Structured Markov Processes. (2020). Lefevre, Claude ; Simon, Matthieu. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:2:d:10.1007_s11009-019-09710-y.

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5
172013On the Generalized Telegraph Process with Deterministic Jumps. (2013). di Crescenzo, Antonio ; Martinucci, Barbara. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:1:d:10.1007_s11009-011-9235-x.

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182016Background Risk Models and Stepwise Portfolio Construction. (2016). Asimit, Alexandru V ; Zitikis, Ricardas ; Vernic, Raluca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:3:d:10.1007_s11009-015-9458-3.

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192020On Nodes of Small Degrees and Degree Profile in Preferential Dynamic Attachment Circuits. (2020). Zhang, Panpan ; Mahmoud, Hosam M. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:2:d:10.1007_s11009-019-09726-4.

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202017Compound Geometric Distribution of Order k. (2017). Koutras, Markos V ; Eryilmaz, Serkan. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:19:y:2017:i:2:d:10.1007_s11009-016-9482-y.

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212012Global Dependence Stochastic Orders. (2012). Shaked, Moshe ; Suarez-Llorens, Alfonso ; Sordo, Miguel A. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9253-8.

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222017The Log-Linear Birnbaum-Saunders Power Model. (2017). Martinez-Florez, Guillermo ; Gomez, Hector W ; Bolfarine, Heleno. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:19:y:2017:i:3:d:10.1007_s11009-016-9526-3.

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232018Telegraph Process with Elastic Boundary at the Origin. (2018). di Crescenzo, Antonio ; Zacks, Shelemyahu ; Martinucci, Barbara. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:1:d:10.1007_s11009-017-9549-4.

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242012A Double-ended Queue with Catastrophes and Repairs, and a Jump-diffusion Approximation. (2012). Crescenzo, Antonio ; Nobile, Amelia G ; Kumar, Balasubramanian Krishna ; Giorno, Virginia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:4:d:10.1007_s11009-011-9214-2.

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252006The Cross-Entropy Method for Continuous Multi-Extremal Optimization. (2006). Kroese, Dirk P ; Rubinstein, Reuven Y ; Porotsky, Sergey. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:3:d:10.1007_s11009-006-9753-0.

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262018Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures. (2018). Mulinacci, Sabrina. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:1:d:10.1007_s11009-016-9539-y.

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272008Exact Simulation of IG-OU Processes. (2008). Zhang, Shibin. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:10:y:2008:i:3:d:10.1007_s11009-007-9056-0.

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282016Vector-Valued Tail Value-at-Risk and Capital Allocation. (2016). Cossette, Helene ; Mesfioui, Mhamed ; Marceau, Etienne ; Mailhot, Melina. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:3:d:10.1007_s11009-015-9444-9.

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292013Calibration and Filtering for Multi Factor Commodity Models with Seasonality: Incorporating Panel Data from Futures Contracts. (2013). Peters, Gareth William ; Doucet, Arnaud ; Shevchenko, Pavel ; Briers, Mark. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:4:d:10.1007_s11009-012-9286-7.

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302018Variance Allocation and Shapley Value. (2018). Scarsini, Marco ; Vaccari, Stefano ; Colini-Baldeschi, Riccardo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:3:d:10.1007_s11009-016-9540-5.

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312018A Recursive Algorithm for Selling at the Ultimate Maximum in Regime-Switching Models. (2018). Privault, Nicolas ; Liu, Yue. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:1:d:10.1007_s11009-017-9558-3.

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322015Bayesian Estimation of a Skew-Student-t Stochastic Volatility Model. (2015). Abanto-Valle, C A ; Dey, Dipak K ; Lachos, V H. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:17:y:2015:i:3:d:10.1007_s11009-013-9389-9.

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332011Tail Risk of Multivariate Regular Variation. (2011). Joe, Harry ; Li, Haijun. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:4:d:10.1007_s11009-010-9183-x.

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342014Residual and Past Entropy in Actuarial Science and Survival Models. (2014). Sachlas, Athanasios ; Papaioannou, Takis. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:16:y:2014:i:1:d:10.1007_s11009-012-9300-0.

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352012Approximations and Inequalities for Moving Sums. (2012). Glaz, Joseph ; Wang, Xiao ; Naus, Joseph. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9251-x.

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362015Asymptotic Normality for Inference on Multisample, High-Dimensional Mean Vectors Under Mild Conditions. (2015). Aoshima, Makoto ; Yata, Kazuyoshi. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:17:y:2015:i:2:d:10.1007_s11009-013-9370-7.

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372018Modeling Zero Inflation in Count Data Time Series with Bounded Support. (2018). Moller, Tobias A ; Sirchenko, Andrei ; Kim, Hee-Young ; Weiss, Christian H. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:2:d:10.1007_s11009-017-9577-0.

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382014Multivariate Generalized Marshall–Olkin Distributions and Copulas. (2014). Lin, Jianhua. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:16:y:2014:i:1:d:10.1007_s11009-012-9297-4.

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392020Diffusion Approximation of a Risk Model with Non-Stationary Hawkes Arrivals of Claims. (2020). Cheng, Zailei ; Seol, Youngsoo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:2:d:10.1007_s11009-019-09722-8.

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402016Piecewise Linear Approximations for Cure Rate Models and Associated Inferential Issues. (2016). Balakrishnan, N ; Pal, S ; Milienos, F S ; Koutras, M V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:4:d:10.1007_s11009-015-9477-0.

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412015Transient Behavior of Fractional Queues and Related Processes. (2015). Cahoy, Dexter O ; Phoha, Vir ; Polito, Federico. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:17:y:2015:i:3:d:10.1007_s11009-013-9391-2.

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422020Laws of Large Numbers for Non-Homogeneous Markov Systems. (2020). P.-C. G. Vassiliou, ; P. -C. G. Vassiliou, . In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:4:d:10.1007_s11009-017-9612-1.

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432013A Simple and Complete Computational Analysis of MAP/R/1 Queue Using Roots. (2013). Chaudhry, M L ; Gupta, U C ; Singh, Gagandeep. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:3:d:10.1007_s11009-011-9266-3.

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442019A Model-Point Approach to Indifference Pricing of Life Insurance Portfolios with Dependent Lives. (2019). Blanchet-Scalliet, Christophette ; Salhi, Yahia ; Dorobantu, Diana. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:21:y:2019:i:2:d:10.1007_s11009-017-9611-2.

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452012Estimation of the Expected Number of Earthquake Occurrences Based on Semi-Markov Models. (2012). Votsi, Irene ; Papadimitriou, Eleftheria ; Tsaklidis, George ; Limnios, Nikolaos. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9257-4.

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462016Stochastic Comparisons Between Lifetimes of Reliability Systems with Exchangeable Components. (2016). Koutras, Markos V ; Eryilmaz, Serkan ; Triantafyllou, Ioannis S. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:4:d:10.1007_s11009-014-9433-4.

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472011Tail Conditional Expectation for the Multivariate Pareto Distribution of the Second Kind: Another Approach. (2011). Vernic, Raluca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:1:d:10.1007_s11009-009-9131-9.

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482019Estimation of Inverse Lindley Distribution Using Product of Spacings Function for Hybrid Censored Data. (2019). Basu, Suparna ; Singh, Umesh. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:21:y:2019:i:4:d:10.1007_s11009-018-9676-6.

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492019Calibration for Weak Variance-Alpha-Gamma Processes. (2019). Buchmann, Boris ; Madan, Dilip B ; Lu, Kevin W. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:21:y:2019:i:4:d:10.1007_s11009-018-9655-y.

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502016The Markov Additive Risk Process Under an Erlangized Dividend Barrier Strategy. (2016). Zhang, Zhimin. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:2:d:10.1007_s11009-014-9414-7.

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Citing documents used to compute impact factor: 20
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2021Pandemic risk management: Resources contingency planning and allocation. (2021). Zhang, Linfeng ; Feng, Runhuan ; Chong, Wing Fung ; Chen, Xiaowei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:359-383.

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2021SCARE: when Economics meets Epidemiology with COVID-19, first wave. (2021). Proost, Stef ; Picard, Nathalie ; de Palma, Andre. In: THEMA Working Papers. RePEc:ema:worpap:2021-10.

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2021Stochastic functional Kolmogorov equations, I: Persistence. (2021). Yin, George ; Nguyen, Nhu N. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:142:y:2021:i:c:p:319-364.

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2021Remaining useful life prediction for multi-phase deteriorating process based on Wiener process. (2021). Lin, Zheng ; Chen, Min ; Yin, Hongpeng ; Liao, Guobo. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:207:y:2021:i:c:s0951832020308504.

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2021Robust optimal investment and reinsurance for an insurer with inside information. (2021). Wang, Wenyuan ; Chen, Fenge ; Peng, Xingchun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:15-30.

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2021Dynamic Bivariate Mortality Modelling. (2021). Wang, Shihua ; Salhi, Yahia ; Jiao, Ying. In: Working Papers. RePEc:hal:wpaper:hal-03244324.

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2021Open problems in queueing theory inspired by datacenter computing. (2021). Harchol-Balter, Mor. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:97:y:2021:i:1:d:10.1007_s11134-020-09684-6.

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2021Scan Statistics for Normal Data with Outliers. (2021). Wu, Qianzhu ; Glaz, Joseph. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:1:d:10.1007_s11009-020-09837-3.

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2021Multilevel Monte-Carlo for computing the SCR with the standard formula and other stress tests. (2021). Infante, Jose Arturo ; Cherchali, Adel ; Alfonsi, Aurelien. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:234-260.

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2021Multilevel Monte-Carlo for computing the SCR with the standard formula and other stress tests. (2020). Cherchali, Adel ; Alfonsi, Aur'elien ; Infante, Jose Arturo. In: Papers. RePEc:arx:papers:2010.12651.

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2021The Variance Gamma++ Process and Applications to Energy Markets. (2021). E, ; P., ; M., . In: Papers. RePEc:arx:papers:2106.15452.

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2021Statistical Inference for a Simple Step Stress Model with Competing Risks Based on Generalized Type-I Hybrid Censoring. (2021). Yimin, Shi ; Bin, Liu ; Song, Mao. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:9:y:2021:i:5:p:533-548:n:5.

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2021Dynamic Pólya–Eggenberger urns. (2021). Mahmoud, Hosam M ; Feng, Yarong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:174:y:2021:i:c:s0167715221000511.

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2021On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk. (2021). Sehner, Thorsten ; Chen, AN ; Bacinello, Anna Rita ; Millossovich, Pietro. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:20-:d:478258.

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2021A survey of parameter and state estimation in queues. (2021). Taylor, Peter ; Nazarathy, Yoni ; Asanjarani, Azam. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:97:y:2021:i:1:d:10.1007_s11134-021-09688-w.

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2021Ornstein-Uhlenbeck Processes of Bounded Variation. (2021). Ratanov, Nikita. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:3:d:10.1007_s11009-020-09794-x.

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Recent citations
Recent citations received in 2021

YearCiting document
2021First exit-time analysis for an approximate Barndorff-Nielsen and Shephard model with stationary self-decomposable variance process. (2020). Sengupta, Indranil ; Awasthi, Shantanu. In: Papers. RePEc:arx:papers:2006.07167.

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2021Merton Investment Problems in Finance and Insurance for the Hawkes-based Models. (2021). Swishchuk, Anatoliy. In: Papers. RePEc:arx:papers:2104.02694.

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2021General Compound Hawkes Processes for Mid-Price Prediction. (2021). Delise, Timothy ; Sjogren, Myles. In: Papers. RePEc:arx:papers:2110.07075.

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2021Computation of survival signatures for multi-state consecutive-k systems. (2021). Balakrishnan, Narayanaswamy ; Cui, Lirong ; Yi, HE. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:208:y:2021:i:c:s0951832021000028.

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2021Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes. (2021). Fabio, Spizzichino ; Giovanna, Nappo ; Rachele, Foschi. In: Dependence Modeling. RePEc:vrs:demode:v:9:y:2021:i:1:p:394-423:n:16.

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Recent citations received in 2020

YearCiting document
2020Pandemic risk management: resources contingency planning and allocation. (2020). Chong, Wing Fung ; Chen, Xiaowei ; Zhang, Linfeng ; Feng, Runhuan. In: Papers. RePEc:arx:papers:2012.03200.

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2020SCARE: When Economics Meets Epidemiology with COVID-19. (2020). Proost, Stef ; Picard, Nathalie ; de Palma, Andre. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8573.

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2020.

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2020.

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2020Hawkes processes framework with a Gamma density as excitation function: application to natural disasters for insurance. (2020). Lesage, Laurent ; State, Radu ; Nichil, Geoffrey ; Meira, Jorge ; Lejay, Antoine ; Deaconu, Madalina. In: Working Papers. RePEc:hal:wpaper:hal-03040090.

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Recent citations received in 2019

YearCiting document
2019.

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2019Quantitative and Comparative Analyses of Limit Order Books with General Compound Hawkes Processes. (2019). Swishchuk, Anatoliy ; He, Qiyue. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:110-:d:282628.

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Recent citations received in 2018

YearCiting document
2018.

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2018Stochastic comparisons of coherent systems. (2018). Navarro, Jorge. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:4:d:10.1007_s00184-018-0650-7.

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2018Testing for an excessive number of zeros in time series of bounded counts. (2018). Moller, Tobias A ; Weiss, Christian H ; Kim, Hee-Young. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:4:d:10.1007_s10260-018-00431-z.

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2018