[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]
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 | 109 | 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 | 60 | 13 | 38 | 48 | 5 | 118 | 9 | 5 | 38.5 | 0 | 0.24 | |
2006 | 0.04 | 0.51 | 0.04 | 0.02 | 28 | 195 | 111 | 8 | 46 | 51 | 2 | 122 | 3 | 5 | 62.5 | 0 | 0.23 | |
2007 | 0.11 | 0.46 | 0.08 | 0.09 | 33 | 228 | 70 | 18 | 64 | 55 | 6 | 126 | 11 | 7 | 38.9 | 0 | 0.2 | |
2008 | 0.23 | 0.49 | 0.16 | 0.18 | 29 | 257 | 69 | 39 | 105 | 61 | 14 | 136 | 24 | 18 | 46.2 | 1 | 0.03 | 0.23 |
2009 | 0.08 | 0.48 | 0.1 | 0.11 | 37 | 294 | 174 | 30 | 135 | 62 | 5 | 141 | 15 | 5 | 16.7 | 3 | 0.08 | 0.24 |
2010 | 0.2 | 0.49 | 0.14 | 0.16 | 45 | 339 | 146 | 47 | 182 | 66 | 13 | 154 | 24 | 11 | 23.4 | 2 | 0.04 | 0.21 |
2011 | 0.26 | 0.52 | 0.19 | 0.25 | 42 | 381 | 138 | 72 | 254 | 82 | 21 | 172 | 43 | 18 | 25 | 5 | 0.12 | 0.24 |
2012 | 0.21 | 0.52 | 0.13 | 0.18 | 60 | 441 | 136 | 57 | 311 | 87 | 18 | 186 | 33 | 8 | 14 | 0 | 0.22 | |
2013 | 0.23 | 0.56 | 0.19 | 0.24 | 48 | 489 | 93 | 93 | 404 | 102 | 23 | 213 | 52 | 15 | 16.1 | 1 | 0.02 | 0.24 |
2014 | 0.16 | 0.55 | 0.14 | 0.21 | 57 | 546 | 106 | 75 | 480 | 108 | 17 | 232 | 48 | 15 | 20 | 1 | 0.02 | 0.23 |
2015 | 0.09 | 0.55 | 0.13 | 0.14 | 62 | 608 | 93 | 82 | 562 | 105 | 9 | 252 | 36 | 15 | 18.3 | 3 | 0.05 | 0.23 |
2016 | 0.13 | 0.53 | 0.17 | 0.16 | 63 | 671 | 109 | 113 | 675 | 119 | 16 | 269 | 43 | 19 | 16.8 | 5 | 0.08 | 0.21 |
2017 | 0.18 | 0.54 | 0.17 | 0.16 | 61 | 732 | 59 | 121 | 797 | 125 | 22 | 290 | 45 | 23 | 19 | 1 | 0.02 | 0.22 |
2018 | 0.1 | 0.55 | 0.15 | 0.14 | 72 | 804 | 122 | 123 | 920 | 124 | 12 | 291 | 40 | 25 | 20.3 | 4 | 0.06 | 0.24 |
2019 | 0.18 | 0.57 | 0.21 | 0.22 | 74 | 878 | 53 | 188 | 1108 | 133 | 24 | 315 | 68 | 44 | 23.4 | 2 | 0.03 | 0.23 |
2020 | 0.21 | 0.68 | 0.19 | 0.19 | 73 | 951 | 60 | 176 | 1284 | 146 | 30 | 332 | 62 | 41 | 23.3 | 5 | 0.07 | 0.32 |
2021 | 0.14 | 0.81 | 0.22 | 0.24 | 75 | 1026 | 36 | 228 | 1513 | 147 | 20 | 343 | 82 | 38 | 16.7 | 6 | 0.08 | 0.3 |
2022 | 0.24 | 0.86 | 0.2 | 0.23 | 138 | 1164 | 73 | 230 | 1743 | 148 | 35 | 355 | 81 | 61 | 26.5 | 16 | 0.12 | 0.26 |
2023 | 0.21 | 0.92 | 0.18 | 0.2 | 80 | 1244 | 21 | 218 | 1961 | 213 | 44 | 432 | 87 | 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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 1999 | The 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 | 70 |
2 | 2009 | Random 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 | 37 |
3 | 2009 | Properties of Distortion Risk Measures. (2009). Balbas, Alejandro ; Mayoral, Silvia ; Garrido, Jose. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-008-9089-z. Full description at Econpapers || Download paper | 32 |
4 | 2010 | Risk 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 | 31 |
5 | 2006 | Numerical 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. Full description at Econpapers || Download paper | 30 |
6 | 2014 | An 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 | 27 |
7 | 2011 | Tail 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 | 26 |
8 | 2013 | Uniform 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 | 21 |
9 | 2009 | Asymptotic 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. Full description at Econpapers || Download paper | 19 |
10 | 2012 | Drawdowns 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. Full description at Econpapers || Download paper | 18 |
11 | 2006 | Passage 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. Full description at Econpapers || Download paper | 18 |
12 | 2008 | An 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. Full description at Econpapers || Download paper | 17 |
13 | 2009 | Finite-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. Full description at Econpapers || Download paper | 17 |
14 | 2006 | The 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. Full description at Econpapers || Download paper | 16 |
15 | 2007 | An 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. Full description at Econpapers || Download paper | 15 |
16 | 2004 | Numerical Treatment of Homogeneous Semi-Markov Processes in Transient Caseâa 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. Full description at Econpapers || Download paper | 15 |
17 | 2012 | Reliability 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 | 14 |
18 | 2007 | Statistical 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. Full description at Econpapers || Download paper | 14 |
19 | 2010 | Initial 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. Full description at Econpapers || Download paper | 14 |
20 | 2013 | Bayesian Inference for Hawkes Processes. (2013). Rasmussen, Jakob Gulddahl. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:3:d:10.1007_s11009-011-9272-5. Full description at Econpapers || Download paper | 14 |
21 | 2011 | Tail 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. Full description at Econpapers || Download paper | 14 |
22 | 2016 | A 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. Full description at Econpapers || Download paper | 13 |
23 | 2012 | A 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. Full description at Econpapers || Download paper | 13 |
24 | 2016 | Background 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. Full description at Econpapers || Download paper | 13 |
25 | 2016 | On 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 | 12 |
26 | 2010 | Drawdowns 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. Full description at Econpapers || Download paper | 12 |
27 | 2009 | Robust 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. Full description at Econpapers || Download paper | 11 |
28 | 2008 | A 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. Full description at Econpapers || Download paper | 11 |
29 | 2003 | Asymptotics 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. Full description at Econpapers || Download paper | 11 |
30 | 2015 | Multilevel 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. Full description at Econpapers || Download paper | 11 |
31 | 2010 | The 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. Full description at Econpapers || Download paper | 11 |
32 | 2005 | Estimation 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. Full description at Econpapers || Download paper | 10 |
33 | 2011 | Measures 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. Full description at Econpapers || Download paper | 10 |
34 | 2018 | Expectiles, 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 | 10 |
35 | 2009 | Bayesian 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. Full description at Econpapers || Download paper | 10 |
36 | 1999 | Langevin-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. Full description at Econpapers || Download paper | 10 |
37 | 2008 | Exact 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. Full description at Econpapers || Download paper | 10 |
38 | 2005 | Maximum 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. Full description at Econpapers || Download paper | 9 |
39 | 2010 | Two 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. Full description at Econpapers || Download paper | 9 |
40 | 2011 | On 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. Full description at Econpapers || Download paper | 9 |
41 | 2012 | Approximations 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. Full description at Econpapers || Download paper | 9 |
42 | 2007 | Crossing 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. Full description at Econpapers || Download paper | 9 |
43 | 2001 | A 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. Full description at Econpapers || Download paper | 9 |
44 | 2002 | Langevin 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. Full description at Econpapers || Download paper | 9 |
45 | 2011 | Exact 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. Full description at Econpapers || Download paper | 9 |
46 | 2009 | Fourier 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. Full description at Econpapers || Download paper | 9 |
47 | 1999 | Langevin-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. Full description at Econpapers || Download paper | 8 |
48 | 2012 | Global 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. Full description at Econpapers || Download paper | 8 |
49 | 2016 | Preservation of Stochastic Orders under the Formation of Generalized Distorted Distributions. Applications to Coherent Systems. (2016). Navarro, Jorge ; Suarez-Llorens, Alfonso ; Sordo, Miguel A ; Aguila, Yolanda. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:2:d:10.1007_s11009-015-9441-z. Full description at Econpapers || Download paper | 8 |
50 | 2000 | Distribution 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. Full description at Econpapers || Download paper | 8 |
# | Year | Title | Cited |
---|---|---|---|
1 | 1999 | The 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 | 13 |
2 | 2014 | An 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 |
3 | 2013 | Uniform 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 | 8 |
4 | 2016 | On 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 | 8 |
5 | 2010 | Risk 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 |
6 | 2009 | Random 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 | 7 |
7 | 2011 | Tail 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 | 7 |
8 | 2009 | Properties of Distortion Risk Measures. (2009). Balbas, Alejandro ; Mayoral, Silvia ; Garrido, Jose. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-008-9089-z. Full description at Econpapers || Download paper | 6 |
9 | 2018 | Expectiles, 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 | 6 |
10 | 2012 | Reliability 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 | 5 |
11 | 2022 | Deep 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. Full description at Econpapers || Download paper | 5 |
12 | 2006 | Passage 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. Full description at Econpapers || Download paper | 4 |
13 | 2022 | Modelling 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. Full description at Econpapers || Download paper | 4 |
14 | 2022 | Asymptotic 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. Full description at Econpapers || Download paper | 4 |
15 | 2018 | Modeling 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. Full description at Econpapers || Download paper | 4 |
16 | 2020 | Diffusion 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. Full description at Econpapers || Download paper | 4 |
17 | 2018 | Coupling 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. Full description at Econpapers || Download paper | 4 |
18 | 2022 | On 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. Full description at Econpapers || Download paper | 4 |
19 | 2021 | Using 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. Full description at Econpapers || Download paper | 4 |
20 | 2012 | A 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. Full description at Econpapers || Download paper | 4 |
21 | 2017 | The 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. Full description at Econpapers || Download paper | 4 |
22 | 2016 | Background 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. Full description at Econpapers || Download paper | 4 |
23 | 2016 | A 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. Full description at Econpapers || Download paper | 4 |
24 | 2022 | Assessment 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. Full description at Econpapers || Download paper | 4 |
25 | 2022 | Robust 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. Full description at Econpapers || Download paper | 4 |
26 | 2007 | Crossing 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. Full description at Econpapers || Download paper | 4 |
27 | 2022 | General 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. Full description at Econpapers || Download paper | 3 |
28 | 2017 | Compound 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. Full description at Econpapers || Download paper | 3 |
29 | 2022 | On 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. Full description at Econpapers || Download paper | 3 |
30 | 2018 | A 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. Full description at Econpapers || Download paper | 3 |
31 | 2015 | Multilevel 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. Full description at Econpapers || Download paper | 3 |
32 | 2019 | Estimation 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. Full description at Econpapers || Download paper | 3 |
33 | 2011 | On 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. Full description at Econpapers || Download paper | 3 |
34 | 2020 | Equilibrium Joining Strategy in a Batch Transfer Queuing System with Gated Policy. (2020). Wang, Zhen ; Chang, Baoxian ; Chai, Xudong ; Shao, Yuanfu ; Liu, Liwei. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:1:d:10.1007_s11009-018-9687-3. Full description at Econpapers || Download paper | 3 |
35 | 2019 | Reliability 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. Full description at Econpapers || Download paper | 3 |
36 | 2008 | On 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. Full description at Econpapers || Download paper | 3 |
37 | 2013 | Bayesian Inference for Hawkes Processes. (2013). Rasmussen, Jakob Gulddahl. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:3:d:10.1007_s11009-011-9272-5. Full description at Econpapers || Download paper | 3 |
38 | 2020 | On 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. Full description at Econpapers || Download paper | 3 |
39 | 2019 | Option 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. Full description at Econpapers || Download paper | 3 |
40 | 2020 | Comparisons 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. Full description at Econpapers || Download paper | 3 |
41 | 2018 | Archimedean-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. Full description at Econpapers || Download paper | 3 |
42 | 2018 | Bivariate 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. Full description at Econpapers || Download paper | 3 |
43 | 2022 | Bounds for the Renewal Function and Related Quantities. (2022). Politis, Konstadinos ; Losidis, Sotirios. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09953-2. Full description at Econpapers || Download paper | 3 |
44 | 2012 | Random 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. Full description at Econpapers || Download paper | 3 |
45 | 2021 | Generalizations 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. Full description at Econpapers || Download paper | 3 |
46 | 2023 | Joint 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. Full description at Econpapers || Download paper | 3 |
47 | 2010 | Two 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. Full description at Econpapers || Download paper | 3 |
48 | 2018 | Stability 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. Full description at Econpapers || Download paper | 3 |
49 | 2012 | Estimation of the Expected Number of Earthquake Occurrences Based on Semi-Markov Models. (2012). Votsi, Irene ; Papadimitriou, Eleftheria ; Tsaklidis, George ; Limnios, Nikolaos. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9257-4. Full description at Econpapers || Download paper | 2 |
50 | 2020 | Optimal 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. Full description at Econpapers || Download paper | 2 |
Year | Title | |
---|---|---|
2023 | ||
2023 | . Full description at Econpapers || Download paper | |
2023 | Construction 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. Full description at Econpapers || Download paper | |
2023 | Multi-kernel property in high-frequency price dynamics under Hawkes model. (2023). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2302.11822. Full description at Econpapers || Download paper | |
2023 | Distributions 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Asymptotic 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. Full description at Econpapers || Download paper | |
2023 | Stochastic 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Joint 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. Full description at Econpapers || Download paper | |
2023 | ||
2023 | Application 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. Full description at Econpapers || Download paper | |
2023 | Langevin algorithms for Markovian Neural Networks and Deep Stochastic control. (2023). Pages, Gilles ; Bras, Pierre. In: Papers. RePEc:arx:papers:2212.12018. Full description at Econpapers || Download paper | |
2023 | Optimal 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. Full description at Econpapers || Download paper | |
2023 | Machine 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Reliability analysis of dependent competing failure processes with time-varying ô 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. Full description at Econpapers || Download paper | |
2023 | Reliability of a mixed ô-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. Full description at Econpapers || Download paper | |
2023 | Generalized 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Stochastic 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. Full description at Econpapers || Download paper | |
2023 | Kendallâs 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. Full description at Econpapers || Download paper | |
2023 | Joint 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. Full description at Econpapers || Download paper | |
2023 | From 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. Full description at Econpapers || Download paper | |
2023 | ||
2023 | . Full description at Econpapers || Download paper | |
2023 | Last-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. Full description at Econpapers || Download paper | |
2023 | ||
2023 | Multi-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. Full description at Econpapers || Download paper | |
2023 | ||
2023 | Reliability 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. Full description at Econpapers || Download paper | |
2023 | On 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. Full description at Econpapers || Download paper | |
2023 | A new generalized ô-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. Full description at Econpapers || Download paper | |
2023 | Optimal 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. Full description at Econpapers || Download paper | |
2023 | On 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. Full description at Econpapers || Download paper | |
2023 | Renewal 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. Full description at Econpapers || Download paper | |
2023 | Asymptotic 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Asymptotics 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. Full description at Econpapers || Download paper | |
2023 | Asymptotics 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. Full description at Econpapers || Download paper | |
2023 | Sequences 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. Full description at Econpapers || Download paper |
Year | Citing document | |
---|---|---|
2023 | Optimal dividend strategies for a catastrophe insurer. (2023). Azcue, Pablo ; Albrecher, Hansjoerg ; Muler, Nora. In: Papers. RePEc:arx:papers:2311.05781. Full description at Econpapers || Download paper | |
2023 | Belief FisherâShannon 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. Full description at Econpapers || Download paper | |
2023 | Robust 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Strategic 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. Full description at Econpapers || Download paper |
Year | Citing document | |
---|---|---|
2022 | The Gerber-Shiu discounted penalty function: From practical perspectives. (2022). Yamazaki, Kazutoshi ; Shimizu, Yasutaka ; Kawai, Reiichiro ; He, Yue. In: Papers. RePEc:arx:papers:2203.10680. Full description at Econpapers || Download paper | |
2022 | Maximum Likelihood Estimation for a Markov-Modulated Jump-Diffusion Model. (2022). Reynoso, Bor ; Baltazar-Larios, Fernando ; Eslava, Laura. In: Papers. RePEc:arx:papers:2211.17220. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Derive 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. Full description at Econpapers || Download paper | |
2022 | Stackelberg 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. Full description at Econpapers || Download paper | |
2022 | Multivariate 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. Full description at Econpapers || Download paper | |
2022 | Fractional 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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Langevin algorithms for Markovian Neural Networks and Deep Stochastic control. (2022). Pages, Gilles ; Bras, Pierre. In: Working Papers. RePEc:hal:wpaper:hal-03980632. Full description at Econpapers || Download paper | |
2022 | Perpetual 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. Full description at Econpapers || Download paper | |
2022 | Optimal 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. Full description at Econpapers || Download paper |
Year | Citing document | |
---|---|---|
2021 | First 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. Full description at Econpapers || Download paper | |
2021 | Merton Investment Problems in Finance and Insurance for the Hawkes-based Models. (2021). Swishchuk, Anatoliy. In: Papers. RePEc:arx:papers:2104.02694. Full description at Econpapers || Download paper | |
2021 | General Compound Hawkes Processes for Mid-Price Prediction. (2021). Delise, Timothy ; Sjogren, Myles. In: Papers. RePEc:arx:papers:2110.07075. Full description at Econpapers || Download paper | |
2021 | Computation 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. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Diagonal 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. Full description at Econpapers || Download paper |
Year | Citing document | |
---|---|---|
2020 | Pandemic risk management: resources contingency planning and allocation. (2020). Chong, Wing Fung ; Chen, Xiaowei ; Zhang, Linfeng ; Feng, Runhuan. In: Papers. RePEc:arx:papers:2012.03200. Full description at Econpapers || Download paper | |
2020 | SCARE: When Economics Meets Epidemiology with COVID-19. (2020). Proost, Stef ; Picard, Nathalie ; de Palma, Andre. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8573. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Hawkes 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. Full description at Econpapers || Download paper |