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Methodology and Computing in Applied Probability / Springer

Citation Profile [Updated: 2024-05-13 08:04:26]
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 36 3 5 22 2 22 2 1 33.3 1 0.04 0.16
2001 0.04 0.39 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 0.5 0.06 0.07 24 140 44 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 0.51 0.04 0.02 28 195 111 8 47 51 2 122 3 5 62.5 0 0.23
2007 0.11 0.47 0.08 0.09 33 228 70 18 65 55 6 126 11 7 38.9 0 0.2
2008 0.23 0.49 0.16 0.18 29 257 69 39 106 61 14 136 24 18 46.2 1 0.03 0.23
2009 0.08 0.48 0.1 0.11 37 294 171 30 136 62 5 141 15 5 16.7 3 0.08 0.24
2010 0.2 0.49 0.14 0.16 45 339 145 47 183 66 13 154 24 11 23.4 2 0.04 0.21
2011 0.26 0.52 0.19 0.25 42 381 136 72 255 82 21 172 43 18 25 5 0.12 0.24
2012 0.21 0.52 0.13 0.18 60 441 133 57 312 87 18 186 33 8 14 0 0.22
2013 0.24 0.56 0.19 0.25 48 489 91 94 406 102 24 213 53 15 16 1 0.02 0.24
2014 0.16 0.55 0.14 0.21 57 546 105 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 0.54 0.17 0.16 61 732 56 122 801 125 22 290 46 23 18.9 1 0.02 0.22
2018 0.1 0.56 0.15 0.14 72 804 119 123 924 124 12 291 40 25 20.3 4 0.06 0.24
2019 0.18 0.57 0.21 0.22 74 878 50 188 1112 133 24 315 68 44 23.4 2 0.03 0.23
2020 0.21 0.69 0.19 0.19 73 951 58 179 1291 146 31 332 64 41 22.9 5 0.07 0.33
2021 0.14 0.83 0.23 0.24 75 1026 32 230 1522 147 20 343 83 38 16.5 6 0.08 0.31
2022 0.24 0.9 0.2 0.23 138 1164 55 234 1756 148 35 355 83 61 26.1 16 0.12 0.27
2023 0.2 0.98 0.18 0.2 80 1244 13 218 1974 213 43 432 86 37 17 9 0.11 0.27
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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36
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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27
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
102012Drawdowns 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
112006Passage 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
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
152004Numerical 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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15
162007An 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
172007Statistical 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
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
192010Initial 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
202013Bayesian 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
212016Background 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
222012Reliability 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
232012A 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
242010Drawdowns 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
252016A 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
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
282015Multilevel 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
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
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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11
312016On 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
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
332011Measures 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
342009Bayesian 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
352018Expectiles, 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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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
371999Langevin-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
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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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
412007Crossing 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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9
422001A 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
432002Langevin 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
442011Exact 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
452009Fourier 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
461999Langevin-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
472000Distribution 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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8
482000Diffusion 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
492006Approximate 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
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

9
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

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
52018Expectiles, 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

7
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.

Full description at Econpapers || Download paper

7
72009Random 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

6
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
102022Assessment 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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4
112022Modelling 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
122012Reliability 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.

Full description at Econpapers || Download paper

4
132007Crossing 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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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
152022On 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
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
172016A 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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182006Passage 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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192016Background 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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202018Modeling 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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212022Robust 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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222019Estimation 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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232020On 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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242020Diffusion 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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252019Option 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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262020Comparisons 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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272018Archimedean-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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282021Using Semi-Markov Chains to Solve Semi-Markov Processes. (2021). Wu, Bei ; Limnios, Nikolaos ; Garcia, Brenda Ivette. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:4:d:10.1007_s11009-020-09820-y.

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292018Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits. (2018). Denuit, Michel ; Vernic, Raluca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:4:d:10.1007_s11009-018-9625-4.

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302018A 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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312008On 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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322022Asymptotic 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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332018Stability 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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342010Two 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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352023Joint 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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362012A 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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372018Coupling 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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382019Reliability 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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392022General 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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402011On 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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412015Multilevel 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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422012Random 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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432017Compound 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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442021Generalizations 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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452011On 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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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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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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482018Optimal Mission Duration for Partially Repairable Systems Operating in a Random Environment. (2018). Finkelstein, Maxim ; Levitin, Gregory. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:2:d:10.1007_s11009-017-9571-6.

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492020Optimal 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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502022On Dependent Multi-State Semi-Coherent Systems Based on Multi-State Joint Signature. (2022). Cui, Lirong ; Balakrishnan, Narayanaswamy ; Yi, HE. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09877-3.

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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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2023.

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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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2023.

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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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2023
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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Recent citations received in 2023
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2023Optimal dividend strategies for a catastrophe insurer. (2023). Azcue, Pablo ; Albrecher, Hansjoerg ; Muler, Nora. In: Papers. RePEc:arx:papers:2311.05781.

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2023Belief Fisher–Shannon information plane: Properties, extensions, and applications to time series analysis. (2023). Kharazmi, Omid ; Contreras-Reyes, Javier E. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:177:y:2023:i:c:s0960077923011736.

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2023Robust optimal asset-liability management with mispricing and stochastic factor market dynamics. (2023). Zhang, Yumo ; Wang, Ning. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:251-273.

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2023Strategic Behavior and Optimization of an M/M/1 Queuewith N-Policy and Hysteretic Control. (2023). Wang, Jinting ; Zhang, Lingjiao. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:4:d:10.1007_s11009-023-10054-x.

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2022The Gerber-Shiu discounted penalty function: From practical perspectives. (2022). Yamazaki, Kazutoshi ; Shimizu, Yasutaka ; Kawai, Reiichiro ; He, Yue. In: Papers. RePEc:arx:papers:2203.10680.

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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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2022A Stackelberg reinsurance-investment game under $\alpha$-maxmin mean-variance criterion and stochastic volatility. (2022). Song, Yilun ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2212.14327.

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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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2022Stackelberg differential game for insurance under model ambiguity. (2022). Zou, Bin ; Young, Virginia R ; Li, Dongchen ; Cao, Jingyi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:128-145.

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2022Multivariate matrix-exponential affine mixtures and their applications in risk theory. (2022). Woo, Jae-Kyung ; Peralta, Oscar. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:364-389.

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2022Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory. (2022). Wang, Ruodu ; Mao, Tiantian. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:103:y:2022:i:c:s0304406822000921.

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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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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
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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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