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Methodology and Computing in Applied Probability / Springer

Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
15
Impact Factor (IF)
0.2
5 Years IF
0.2
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 0.31 0.09 0 22 22 107 2 2 0 0 2 100 2 0.09 0.15
2000 0.09 0.36 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 30 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 28 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 43 8 25 47 116 8 3 37.5 0 0.22
2005 0.1 0.51 0.08 0.08 27 167 59 14 39 48 5 118 10 5 35.7 0 0.23
2006 0.04 0.5 0.04 0.02 28 195 111 8 47 51 2 122 3 5 62.5 0 0.22
2007 0.11 0.46 0.08 0.09 33 228 69 18 65 55 6 126 11 7 38.9 0 0.2
2008 0.23 0.49 0.16 0.18 29 257 68 39 106 61 14 136 24 18 46.2 1 0.03 0.23
2009 0.08 0.48 0.1 0.11 37 294 170 30 136 62 5 141 15 5 16.7 3 0.08 0.24
2010 0.2 0.48 0.14 0.16 45 339 144 47 183 66 13 154 24 11 23.4 2 0.04 0.21
2011 0.26 0.52 0.19 0.25 42 381 135 72 255 82 21 172 43 18 25 5 0.12 0.24
2012 0.21 0.52 0.13 0.18 60 441 132 57 312 87 18 186 33 8 14 0 0.22
2013 0.24 0.56 0.19 0.25 48 489 88 94 406 102 24 213 53 15 16 1 0.02 0.24
2014 0.16 0.55 0.14 0.21 57 546 102 76 483 108 17 232 49 15 19.7 1 0.02 0.23
2015 0.09 0.55 0.13 0.14 62 608 93 82 565 105 9 252 36 15 18.3 3 0.05 0.23
2016 0.13 0.53 0.17 0.16 63 671 104 113 678 119 16 269 43 19 16.8 5 0.08 0.21
2017 0.18 0.55 0.17 0.16 61 732 56 122 801 125 22 290 46 23 18.9 1 0.02 0.21
2018 0.1 0.56 0.15 0.14 72 804 116 123 924 124 12 291 40 25 20.3 4 0.06 0.24
2019 0.18 0.58 0.21 0.22 74 878 50 188 1112 133 24 315 68 44 23.4 2 0.03 0.23
2020 0.21 0.7 0.19 0.19 73 951 56 179 1291 146 31 332 64 41 22.9 5 0.07 0.33
2021 0.14 0.84 0.22 0.24 75 1026 30 229 1521 147 20 343 83 38 16.6 6 0.08 0.31
2022 0.24 0.93 0.2 0.23 138 1164 52 235 1756 148 35 355 83 61 26 16 0.12 0.28
2023 0.2 1.04 0.17 0.2 80 1244 8 210 1966 213 43 432 85 37 17.6 7 0.09 0.28
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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69
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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35
32010Risk 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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31
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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30
52006Numerical 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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30
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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26
72011Tail 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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24
82013Uniform 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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20
92009Asymptotic 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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19
102006Passage 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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18
112012Drawdowns 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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18
122009Finite-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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17
132008An 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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17
142006The 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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16
152007An 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
162007Statistical 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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14
172004Numerical 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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14
182011Tail 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
192012Reliability 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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13
202010Initial 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
212013Bayesian 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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13
222016Background 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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13
232016A 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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12
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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12
252010Drawdowns 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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12
262008A 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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11
272003Asymptotics 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
282016On 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
292010The 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
302015Multilevel 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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11
312009Robust 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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11
322005Estimation 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
331999Langevin-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
342011Measures 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
352009Bayesian 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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10
362008Exact 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
372010Two New Mixture Models Related to the Inverse Gaussian Distribution. (2010). Kotz, Samuel ; Sanhueza, Antonio ; Leiva, Victor. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:1:d:10.1007_s11009-008-9112-4.

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9
382001A 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
392011On Success Runs of Length Exceeded a Threshold. (2011). Makri, Frosso S ; Psillakis, Zaharias M. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:2:d:10.1007_s11009-009-9147-1.

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9
402012Approximations 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
412002Langevin Diffusions and Metropolis-Hastings Algorithms. (2002). Roberts, G O ; Stramer, O. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:4:y:2002:i:4:d:10.1023_a:1023562417138.

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9
422009Fourier 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
432011Exact 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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9
442018Expectiles, 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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8
452012Global 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
462007Crossing 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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8
472000Diffusion 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
482006Approximate Simulation of Hawkes Processes. (2006). Moller, Jesper ; Rasmussen, Jakob G. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:1:d:10.1007_s11009-006-7288-z.

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8
491999Langevin-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
502005Maximum 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
50 most relevant documents in this series (papers most cited in the last two years)
#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.

Full description at Econpapers || Download paper

12
22014An 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
32010Risk 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.

Full description at Econpapers || Download paper

7
42013Uniform 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

7
52016On 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

7
62009Random 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

5
72018Expectiles, 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.

Full description at Econpapers || Download paper

5
82011Tail 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.

Full description at Econpapers || Download paper

5
92022Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications. (2022). Bachouch, Achref ; Pham, Huyen ; Langrene, Nicolas ; Hure, Come. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:1:d:10.1007_s11009-019-09767-9.

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5
102012Reliability 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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4
112022On the Time-Dependent Delta-Shock Model Governed by the Generalized PóLya Process. (2022). Finkelstein, Maxim ; Hazra, Nil Kamal ; Goyal, Dheeraj. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09880-8.

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4
122016Background 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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4
132016A 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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4
142017The 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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4
152022Modelling with the Novel INAR(1)-PTE Process. (2022). Khan, Naushad Mamode ; Altun, Emrah. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09878-2.

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4
162009Properties 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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4
172022Assessment of Shock Models for a Particular Class of Intershock Time Distributions. (2022). Kus, Coskun ; Eryilmaz, Serkan ; Tuncel, Altan. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:1:d:10.1007_s11009-021-09847-9.

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182018Modeling 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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192006Passage 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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202022General M-Estimator Processes and their m out of n Bootstrap with Functional Nuisance Parameters. (2022). Ferfache, Anouar Abdeldjaoued ; Elhattab, Issam ; Bouzebda, Salim. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09965-y.

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212018A 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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222008On the Ruin Problem in a Markov-Modulated Risk Model. (2008). Zhang, Xin. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:10:y:2008:i:2:d:10.1007_s11009-007-9044-4.

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232015Multilevel 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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242018Stability in Distribution of a Stochastic Competitive Lotka-Volterra System with S-type Distributed Time Delays. (2018). Wang, Sheng ; Hu, Guixin. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:4:d:10.1007_s11009-018-9615-6.

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252007Crossing 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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262011On Average Run Lengths of Control Charts for Autocorrelated Processes. (2011). Chang, Yung-Ming ; Wu, Tung-Lung. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:2:d:10.1007_s11009-009-9160-4.

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272019Option Pricing with Fractional Stochastic Volatility and Discontinuous Payoff Function of Polynomial Growth. (2019). Bezborodov, Viktor ; Mishura, Yuliya ; Persio, Luca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:21:y:2019:i:1:d:10.1007_s11009-018-9650-3.

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282022Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims. (2022). Yuan, Meng ; Lu, Dawei. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-021-09921-2.

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292020Comparisons of the Expectations of System and Component Lifetimes in the Failure Dependent Proportional Hazard Model. (2020). Bieniek, Mariusz ; Rychlik, Tomasz ; Burkschat, Marco. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:1:d:10.1007_s11009-019-09695-8.

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302021Generalizations of Runs and Patterns Distributions for Sequences of Binary Trials. (2021). Dafnis, Spiros D ; Koutras, Markos V ; Makri, Frosso S. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:1:d:10.1007_s11009-020-09810-0.

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312019Estimation 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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322018Coupling 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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332020Diffusion 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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342012A 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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352018Archimedean-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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362019Reliability and Survival Analysis for Drifting Markov Models: Modeling and Estimation. (2019). Barbu, Vlad Stefan ; Vergne, Nicolas. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:21:y:2019:i:4:d:10.1007_s11009-018-9682-8.

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372020On 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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382010Two New Mixture Models Related to the Inverse Gaussian Distribution. (2010). Kotz, Samuel ; Sanhueza, Antonio ; Leiva, Victor. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:1:d:10.1007_s11009-008-9112-4.

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392017Compound 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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402022Robust Stochastic Stackelberg Differential Reinsurance and Investment Games for an Insurer and a Reinsurer with Delay. (2022). Yang, LU ; Zhu, Huainian ; Zhang, Chengke. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:1:d:10.1007_s11009-021-09855-9.

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412019Ruin and Deficit Under Claim Arrivals with the Order Statistics Property. (2019). Dimitrova, Dimitrina S ; Kaishev, Vladimir K ; Ignatov, Zvetan G. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:21:y:2019:i:2:d:10.1007_s11009-018-9669-5.

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422008A 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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432020Modelling Net Carrying Amount of Shares for Market Consistent Valuation of Life Insurance Liabilities. (2020). Thérond, Pierre-Emmanuel ; Pierre-E. Therond, ; Salhi, Yahia ; Dorobantu, Diana. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:2:d:10.1007_s11009-019-09729-1.

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442014Residual 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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452020Exact Distribution of Random Order Statistics and Applications in Risk Management. (2020). Koutras, Vasileios M. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:4:d:10.1007_s11009-018-9662-z.

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462020Optimal Reinsurance and Investment Strategy for an Insurer in a Model with Delay and Jumps. (2020). Zhang, Qiang ; Chen, Ping. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:2:d:10.1007_s11009-019-09734-4.

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472021Comparisons of Multi-State Systems with Binary Components of Different Sizes. (2021). Yi, HE ; Cui, Lirong ; Balakrishnan, Narayanaswamy. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:4:d:10.1007_s11009-020-09805-x.

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482022On Cumulative Entropies in Terms of Moments of Order Statistics. (2022). Balakrishnan, Narayanaswamy ; Longobardi, Maria ; Buono, Francesco. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:1:d:10.1007_s11009-021-09850-0.

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492009Asymptotic 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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502012Random Motion on Simple Graphs. (2012). Papanicolaou, Vassilis G ; Lepipas, Dimitris C ; Papageorgiou, Effie G. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:2:d:10.1007_s11009-010-9203-x.

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Citing documents used to compute impact factor: 43
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2023.

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2023Construction of voting situations concordant with ranking patterns. (2023). Spizzichino, Fabio ; de Santis, Emilio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-023-00393-2.

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2023Multi-kernel property in high-frequency price dynamics under Hawkes model. (2023). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2302.11822.

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2023Distributions Related to Weak Runs With a Minimum and a Maximum Number of Successes: A Unified Approach. (2023). Makri, Frosso S ; Dafnis, Spiros D. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-09998-x.

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2023Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin. (2023). Macci, Claudio ; Iuliano, Antonella. In: Statistics & Probability Letters. RePEc:eee:stapro:v:196:y:2023:i:c:s016771522300024x.

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2023Stochastic Fluid Models with Upward Jumps and Phase Transitions. (2023). Abdallah, Itidel ; Nabli, Hedi. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-09982-5.

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2023A Stochastic Schumacher Diffusion Process: Probability Characteristics Computation and Statistical Analysis. (2023). Gutierrez-Sanchez, Ramon ; el Azri, Abdenbi ; Nafidi, Ahmed. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:2:d:10.1007_s11009-023-10031-4.

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2023A Discrete-Time Homing Problem with Two Optimizers. (2023). Lefebvre, Mario. In: Games. RePEc:gam:jgames:v:14:y:2023:i:6:p:68-:d:1268507.

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2023Joint Reliability of Two Consecutive-(1, l) or (2, k)-out-of-(2, n): F Type Systems and Its Application in Smart Street Light Deployment. (2023). Balakrishnan, Narayanaswamy ; Li, Xiang ; Yi, HE ; Lu, Jingwen. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-09984-3.

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2023
2023Application of Bernstein Polynomials on Estimating a Distribution and Density Function in a Triangular Array. (2023). Lu, Dawei ; Wang, Lina. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:2:d:10.1007_s11009-023-10032-3.

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2023Langevin algorithms for Markovian Neural Networks and Deep Stochastic control. (2023). Pages, Gilles ; Bras, Pierre. In: Papers. RePEc:arx:papers:2212.12018.

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2023Optimal Liquidation Through a Limit Order Book: A Neural Network and Simulation Approach. (2023). Roch, Alexandre. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-09996-z.

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2023Machine learning for option pricing: an empirical investigation of network architectures. (2023). Papazoglou-Hennig, Jonas ; Papapantoleon, Antonis ; van Mieghem, Laurens. In: Papers. RePEc:arx:papers:2307.07657.

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2023The Gerber-Shiu discounted penalty function: A review from practical perspectives. (2023). Yamazaki, Kazutoshi ; Shimizu, Yasutaka ; Kawai, Reiichiro ; He, Yue. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:109:y:2023:i:c:p:1-28.

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2023Reliability analysis of dependent competing failure processes with time-varying δ shock model. (2023). Ma, LI ; Yang, Zaiyou ; Qu, Hongchen ; Lyu, Hao ; Pecht, Michael ; Lu, Bing. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:229:y:2023:i:c:s0951832022004938.

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2023Reliability of a mixed δ-shock model with a random change point in shock magnitude distribution and an optimal replacement policy. (2023). Eryilmaz, Serkan ; Chadjiconstantinidis, Stathis. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:232:y:2023:i:c:s0951832022006950.

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2023Generalized mixed shock model for multi-component systems in the shock environment with a change point. (2023). Zhao, Xian ; Ning, RU ; Wang, Xiaoyue. In: Journal of Risk and Reliability. RePEc:sae:risrel:v:237:y:2023:i:4:p:619-635.

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2023A New Separation Index and Classification Techniques Based on Shannon Entropy. (2023). Buono, Francesco ; Navarro, Jorge ; Arevalillo, Jorge M. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:4:d:10.1007_s11009-023-10055-w.

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2023Stochastic Differential Games on Optimal Investment and Reinsurance Strategy with Delay Under the CEV Model. (2023). Zhang, Chengke ; Zhu, Huainian ; Bin, Ning. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:2:d:10.1007_s11009-023-10009-2.

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2023Kendall’s tau estimator for bivariate zero-inflated count data. (2023). Zhan, Zhuozhao ; van den Heuvel, Edwin R ; Perrone, Elisa. In: Statistics & Probability Letters. RePEc:eee:stapro:v:199:y:2023:i:c:s0167715223000822.

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2023Joint lifetime modeling with matrix distributions. (2023). Alaric, Muller ; Martin, Bladt ; Hansjorg, Albrecher. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:22:n:1.

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2023From risk reduction to risk elimination by conditional mean risk sharing of independent losses. (2023). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:46-59.

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2023Last-Passage American Cancelable Option in Lévy Models. (2023). Stpniak, Pawe ; Palmowski, Zbigniew. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:82-:d:1050619.

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2023Multi-State Joint Survival Signature for Multi-State Systems with Shared Multi-State Components. (2023). Li, Xiang ; Balakrishnan, Narayanaswamy ; Yi, HE. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-10023-4.

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2023
2023Reliability analysis of a two-dimensional voting system equipped with protective devices considering triggering failures. (2023). Wang, Xiaoyue ; Dong, Bingbing ; Zhao, Xian. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:232:y:2023:i:c:s0951832022006536.

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2023On a parametric model for the mean number of system repairs with applications. (2023). Asadi, Majid. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:234:y:2023:i:c:s0951832023000522.

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2023A new generalized δ-shock model and its application to 1-out-of-(m+1):G cold standby system. (2023). Unlu, Kamil Demirberk ; Eryilmaz, Serkan. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:234:y:2023:i:c:s0951832023001187.

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2023Optimal Aquaculture Planning While Accounting for the Size Spectrum. (2023). Yoshioka, Hidekazu. In: SN Operations Research Forum. RePEc:spr:snopef:v:4:y:2023:i:3:d:10.1007_s43069-023-00241-4.

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2023On Several Properties of A Class of Hybrid Recursive Trees. (2023). Zhang, Panpan. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-09988-z.

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2023Renewal type bootstrap for increasing degree U-process of a Markov chain. (2023). Bouzebda, Salim ; Soukarieh, Inass. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x22001348.

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2023Asymptotic properties of semiparametric M-estimators with multiple change points. (2023). Ferfache, Anouar Abdeldjaoued ; Bouzebda, Salim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122009219.

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2023Asymptotics for a Bidimensional Renewal Risk Model with Subexponential Main Claims and Delayed Claims. (2023). Yang, Lianqiang ; Liu, Yang ; Wang, Shijie. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:3:d:10.1007_s11009-023-10050-1.

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2023Asymptotics for a time-dependent by-claim model with dependent subexponential claims. (2023). Lu, Dawei ; Yuan, Meng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:120-141.

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2023Sequences of Improved Two-Sided Bounds for the Renewal Function and the Solutions of Renewal-Type Equations. (2023). Chadjiconstantinidis, Stathis. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:2:d:10.1007_s11009-023-09995-0.

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2022Maximum Likelihood Estimation for a Markov-Modulated Jump-Diffusion Model. (2022). Reynoso, Bor ; Baltazar-Larios, Fernando ; Eslava, Laura. In: Papers. RePEc:arx:papers:2211.17220.

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2022Derive power law distribution with maximum Deng entropy. (2022). Deng, Yong ; Yu, Zihan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:165:y:2022:i:p2:s0960077922010566.

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2022Langevin algorithms for Markovian Neural Networks and Deep Stochastic control. (2022). Pages, Gilles ; Bras, Pierre. In: Working Papers. RePEc:hal:wpaper:hal-03980632.

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2022Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes. (2022). Gapeev, Pavel V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-021-09917-y.

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2022Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions. (2022). Kort, Peter ; Lavrutich, Maria N ; Gapeev, Pavel V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-022-09959-w.

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Recent citations received in 2021
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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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2021.

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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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