Citation analysis for Methodology and Computing in Applied Probability / Springer

Citation Profile [Updated: 2025-11-20 18:08:17]

5 Years H Index

Impact Factor (IF)

0.21

5 Years IF

0.15

Data available in this report

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

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1999	0	0.29	0.09	0	22	22	113	2	2	0		0		2	100	2	0.09	0.14
2000	0.09	0.34	0.07	0.09	23	45	37	3	5	22	2	22	2	1	33.3	1	0.04	0.16
2001	0.04	0.38	0.04	0.04	24	69	34	3	8	45	2	45	2	1	33.3	1	0.04	0.17
2002	0.06	0.39	0.08	0.09	23	92	28	7	15	47	3	69	6	3	42.9		0	0.2
2003	0	0.43	0.02	0.02	24	116	37	2	17	47		92	2		0		0	0.21
2004	0	0.47	0.06	0.07	24	140	44	8	25	47		116	8	3	37.5		0	0.21
2005	0.1	0.5	0.08	0.08	27	167	63	14	39	48	5	118	10	5	35.7		0	0.23
2006	0.04	0.49	0.04	0.02	28	195	113	8	47	51	2	122	3	5	62.5		0	0.22
2007	0.11	0.44	0.08	0.09	33	228	75	18	65	55	6	126	11	7	38.9		0	0.2
2008	0.23	0.47	0.16	0.18	29	257	71	39	106	61	14	136	24	18	46.2	1	0.03	0.22
2009	0.08	0.46	0.1	0.11	37	294	179	30	136	62	5	141	15	5	16.7	3	0.08	0.23
2010	0.2	0.46	0.14	0.16	45	339	152	47	183	66	13	154	24	11	23.4	2	0.04	0.2
2011	0.26	0.51	0.19	0.25	42	381	145	72	255	82	21	172	43	18	25	5	0.12	0.24
2012	0.21	0.5	0.13	0.18	60	441	145	57	312	87	18	186	33	8	14		0	0.21
2013	0.24	0.54	0.19	0.25	48	489	104	95	407	102	24	213	53	15	15.8	1	0.02	0.24
2014	0.17	0.53	0.14	0.22	57	546	111	77	485	108	18	232	50	15	19.5	1	0.02	0.22
2015	0.09	0.53	0.13	0.14	62	608	99	82	567	105	9	252	36	15	18.3	3	0.05	0.22
2016	0.13	0.5	0.17	0.16	61	669	112	113	680	119	16	269	43	19	16.8	5	0.08	0.2
2017	0.18	0.52	0.17	0.16	61	730	69	123	804	123	22	288	47	23	18.7	1	0.02	0.21
2018	0.1	0.53	0.15	0.14	72	802	137	124	928	122	12	289	40	25	20.2	4	0.06	0.22
2019	0.18	0.54	0.22	0.22	74	876	62	189	1117	133	24	313	69	44	23.3	2	0.03	0.21
2020	0.21	0.64	0.19	0.19	73	949	67	179	1296	146	31	330	64	41	22.9	5	0.07	0.3
2021	0.14	0.74	0.22	0.24	74	1023	50	229	1526	147	20	341	83	37	16.2	6	0.08	0.27
2022	0.24	0.74	0.2	0.23	138	1161	106	233	1759	147	35	354	82	61	26.2	16	0.12	0.22
2023	0.23	0.7	0.18	0.21	94	1255	39	232	1991	212	48	431	92	45	19.4	9	0.1	0.2
2024	0.21	0.82	0.11	0.15	58	1313	5	150	2141	232	48	453	68	19	12.7		0	0.24

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

#	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	72
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	38
3	2009	Properties of Distortion Risk Measures. (2009). Mayoral, Silvia ; Garrido, Jose ; Balbas, Alejandro. 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	34
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	34
5	2006	Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach. (2006). Gobet, Emmanuel ; Reboul-Salze, Damien ; Barrera-Esteve, Christophe ; Dossal, Charles ; Meziou, Asma ; Munos, Remi ; 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	31
6	2014	An Insurance Risk Model with Parisian Implementation Delays. (2014). Zhou, Xiaowen ; Renaud, Jean-Franois ; Landriault, David. 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	28
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	27
8	2013	Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate. (2013). Wang, Yuebao ; 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	24
9	2012	Drawdowns and the Speed of Market Crash. (2012). Hadjiliadis, Olympia ; Zhang, Hongzhong. 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	20
10	2009	Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables. (2009). Albrecher, Hansjorg ; Kortschak, Dominik. 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
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	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	17
14	2009	Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities. (2009). Loisel, Stephane ; Lefevre, Claude. 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
15	2007	An Algorithmic Approach to Discrete Time Non-homogeneous Backward Semi-Markov Reward Processes with an Application to Disability Insurance. (2007). Manca, Raimondo ; Stenberg, Fredrik ; Silvestrov, Dmitrii. 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	16
16	2006	The Cross-Entropy Method for Continuous Multi-Extremal Optimization. (2006). Porotsky, Sergey ; Rubinstein, Reuven Y ; Kroese, Dirk P. 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
17	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	15
18	2004	Numerical Treatment of Homogeneous Semi-Markov Processes in Transient Caseâa Straightforward Approach. (2004). Manca, Raimondo ; Janssen, Jacques ; Corradi, Gianfranco. 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
19	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
20	2007	Statistical Process Control using Shewhart Control Charts with Supplementary Runs Rules. (2007). Bersimis, S ; Maravelakis, P E ; Koutras, M V. 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
21	2010	Initial and Final Backward and Forward Discrete Time Non-homogeneous Semi-Markov Credit Risk Models. (2010). Manca, Raimondo ; Janssen, Jacques ; Damico, Guglielmo. 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
22	2016	Background Risk Models and Stepwise Portfolio Construction. (2016). Zitikis, Ricardas ; Vernic, Raluca ; Asimit, Alexandru V. 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
23	2012	A Double-ended Queue with Catastrophes and Repairs, and a Jump-diffusion Approximation. (2012). Giorno, Virginia ; Kumar, Balasubramanian Krishna ; Crescenzo, Antonio ; Nobile, Amelia G. 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	A Functional Central Limit Theorem for a Markov-Modulated Infinite-Server Queue. (2016). Mandjes, M ; Turck, K ; Blom, J ; Thorsdottir, H ; Anderson, D. 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
25	2008	A Factorisation of Diffusion Measure and Finite Sample Path Constructions. (2008). Papaspiliopoulos, Omiros ; Roberts, Gareth O ; Beskos, Alexandros. 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	12
26	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
27	2010	Drawdowns and Rallies in a Finite Time-horizon. (2010). Hadjiliadis, Olympia ; Zhang, Hongzhong. 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
28	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	11
29	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
30	2005	Maximum Likelihood Estimation for an Observation Driven Model for Poisson Counts. (2005). , William ; Streett, Sarah B ; Davis, Richard A. 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	11
31	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
32	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	11
33	2018	Expectiles, Omega Ratios and Stochastic Ordering. (2018). MÃ¼ller, Alfred ; Bellini, Fabio ; Klar, Bernhard ; Muller, Alfred. 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	11
34	2003	Asymptotics of a Boundary Crossing Probability of a Brownian Bridge with General Trend. (2003). Bischoff, Wolfgang ; Husler, Jurg ; Miller, Frank ; Hashorva, Enkelejd. 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
35	2010	The Perturbed Compound Poisson Risk Process with Investment and Debit Interest. (2010). Wang, Chunwei ; Yin, Chuancun. 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
36	1999	Langevin-Type Models II: Self-Targeting Candidates for MCMC Algorithms. (1999). Tweedie, R L ; Stramer, O. 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, Xinsheng. 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	2012	Approximations and Inequalities for Moving Sums. (2012). Wang, Xiao ; Naus, Joseph ; Glaz, 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	10
39	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
40	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
41	2022	On the Time-Dependent Delta-Shock Model Governed by the Generalized PÃ³Lya Process. (2022). Hazra, Nil Kamal ; Finkelstein, Maxim ; 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	10
42	2001	A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes. (2001). Giraudo, Maria Teresa ; Sacerdote, Laura ; Zucca, Cristina. 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	10
43	2009	Fourier Inversion Formulas in Option Pricing and Insurance. (2009). Morales, Manuel ; Garrido, Jose ; Dufresne, Daniel. 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
44	2018	Comparisons Between Largest Order Statistics from Multiple-outlier Models with Dependence. (2018). del Aguila, Yolanda ; Torrado, Nuria ; Navarro, Jorge. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:1:d:10.1007_s11009-017-9562-7. Full description at Econpapers \|\| Download paper	9
45	2010	Two New Mixture Models Related to the Inverse Gaussian Distribution. (2010). Leiva, Victor ; Kotz, Samuel ; Sanhueza, Antonio. 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
46	2011	On Success Runs of Length Exceeded a Threshold. (2011). Psillakis, Zaharias M ; Makri, Frosso S. 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
47	2001	Numerical Solution of non-Homogeneous Semi-Markov Processes in Transient Case. (2001). Manca, Raimondo ; Janssen, Jacques. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:3:y:2001:i:3:d:10.1023_a:1013719007075*. Full description at Econpapers \|\| Download paper	9
48	2022	Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications. (2022). Langrene, Nicolas ; Pham, Huyen ; Hure, Come ; Bachouch, Achref. 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	9
49	2011	Exact Simulation of Jump-Diffusion Processes with Monte Carlo Applications. (2011). Roberts, Gareth O ; Casella, Bruno. 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
50	2002	Langevin Diffusions and Metropolis-Hastings Algorithms. (2002). Stramer, O ; Roberts, G 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

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

#	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	10
2	2013	Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate. (2013). Wang, Yuebao ; 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	9
3	2022	On the Time-Dependent Delta-Shock Model Governed by the Generalized PÃ³Lya Process. (2022). Hazra, Nil Kamal ; Finkelstein, Maxim ; 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	9
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	9
5	2022	Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications. (2022). Langrene, Nicolas ; Pham, Huyen ; Hure, Come ; Bachouch, Achref. 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	8
6	2014	An Insurance Risk Model with Parisian Implementation Delays. (2014). Zhou, Xiaowen ; Renaud, Jean-Franois ; Landriault, David. 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	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	6
8	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	6
9	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	5
10	2021	Using Semi-Markov Chains to Solve Semi-Markov Processes. (2021). Limnios, Nikolaos ; Garcia, Brenda Ivette ; Wu, Bei. 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	5
11	2009	Properties of Distortion Risk Measures. (2009). Mayoral, Silvia ; Garrido, Jose ; Balbas, Alejandro. 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	5
12	2018	Modeling Zero Inflation in Count Data Time Series with Bounded Support. (2018). Sirchenko, Andrei ; Moller, Tobias A ; 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
13	2022	Assessment of Shock Models for a Particular Class of Intershock Time Distributions. (2022). Eryilmaz, Serkan ; Kus, Coskun ; 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
14	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
15	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	4
16	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	4
17	2018	Expectiles, Omega Ratios and Stochastic Ordering. (2018). MÃ¼ller, Alfred ; Bellini, Fabio ; Klar, Bernhard ; Muller, Alfred. 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	4
18	2022	On Dependent Multi-State Semi-Coherent Systems Based on Multi-State Joint Signature. (2022). Balakrishnan, Narayanaswamy ; Cui, Lirong ; 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. Full description at Econpapers \|\| Download paper	4
19	2018	Optimal 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. Full description at Econpapers \|\| Download paper	4
20	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
21	2012	Drawdowns and the Speed of Market Crash. (2012). Hadjiliadis, Olympia ; Zhang, Hongzhong. 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	4
22	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). Li, Xiang ; Balakrishnan, Narayanaswamy ; Lu, Jingwen ; Yi, HE. 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	4
23	2022	Bounds for the Renewal Function and Related Quantities. (2022). Losidis, Sotirios ; Politis, Konstadinos. 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
24	2005	Maximum Likelihood Estimation for an Observation Driven Model for Poisson Counts. (2005). , William ; Streett, Sarah B ; Davis, Richard A. 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	3
25	2014	Limit Theory for Moderate Deviations from a Unit Root Under Innovations with a Possibly Infinite Variance. (2014). Pang, Tian-Xiao ; Huang, Sai-Hua ; Weng, Chengguo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:16:y:2014:i:1:d:10.1007_s11009-012-9306-7. Full description at Econpapers \|\| Download paper	3
26	2020	Equilibrium Joining Strategy in a Batch Transfer Queuing System with Gated Policy. (2020). Wang, Zhen ; Shao, Yuanfu ; Chai, Xudong ; Liu, Liwei ; Chang, Baoxian. 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
27	2017	Waiting Time Distributions in the Preemptive Accumulating Priority Queue. (2017). Fajardo, Val Andrei ; Drekic, Steve. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:19:y:2017:i:1:d:10.1007_s11009-015-9476-1. Full description at Econpapers \|\| Download paper	3
28	2016	A Functional Central Limit Theorem for a Markov-Modulated Infinite-Server Queue. (2016). Mandjes, M ; Turck, K ; Blom, J ; Thorsdottir, H ; Anderson, D. 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	3
29	2018	Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits. (2018). Vernic, Raluca ; Denuit, Michel. 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
30	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	3
31	2023	Equilibrium Joining Strategies in the Retrial Queue with Two Classes of Customers and Delayed Vacations. (2023). Shi, Xianyue ; Liu, Liwei. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:2:d:10.1007_s11009-023-10029-y. Full description at Econpapers \|\| Download paper	3
32	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	3
33	2022	Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression. (2022). Dumbgen, Lutz ; Mosching, Alexandre ; Henzi, Alexander. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09937-2. Full description at Econpapers \|\| Download paper	3
34	2016	Piecewise Linear Approximations for Cure Rate Models and Associated Inferential Issues. (2016). Pal, S ; Balakrishnan, N ; Koutras, M V ; Milienos, F S. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:4:d:10.1007_s11009-015-9477-0. Full description at Econpapers \|\| Download paper	3
35	2019	Approximation of Sojourn Times of Gaussian Processes. (2019). Michna, Zbigniew ; Peng, Xiaofan ; Debicki, Krzysztof. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:21:y:2019:i:4:d:10.1007_s11009-018-9667-7. Full description at Econpapers \|\| Download paper	3
36	2012	Estimation of the Expected Number of Earthquake Occurrences Based on Semi-Markov Models. (2012). Limnios, Nikolaos ; Votsi, Irene ; Tsaklidis, George ; Papadimitriou, Eleftheria. 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
37	2018	Variance Allocation and Shapley Value. (2018). Scarsini, Marco ; Vaccari, Stefano ; Colini-Baldeschi, Riccardo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:3:d:10.1007_s11009-016-9540-5. Full description at Econpapers \|\| Download paper	2
38	2021	Generalized Evolutionary Point Processes: Model Specifications and Model Comparison. (2021). White, Philip A ; Gelfand, Alan E. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:3:d:10.1007_s11009-020-09797-8. Full description at Econpapers \|\| Download paper	2
39	2021	A New and Pragmatic Approach to the GIX/Geo/c/N Queues Using Roots. (2021). Goswami, V ; Chaudhry, M L ; Kim, J J ; Banik, A D. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:1:d:10.1007_s11009-020-09836-4. Full description at Econpapers \|\| Download paper	2
40	2015	Bayesian Estimation of a Skew-Student-t Stochastic Volatility Model. (2015). Lachos, V H ; Dey, Dipak K ; Abanto-Valle, C A. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:17:y:2015:i:3:d:10.1007_s11009-013-9389-9. Full description at Econpapers \|\| Download paper	2
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	2
42	2021	Fractional Ornstein-Uhlenbeck Process with Stochastic Forcing, and its Applications. (2021). Mishura, Yuliya ; Ascione, Giacomo ; Pirozzi, Enrica. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:1:d:10.1007_s11009-019-09748-y. Full description at Econpapers \|\| Download paper	2
43	2021	Analysis of a Queueing Model with Batch Markovian Arrival Process and General Distribution for Group Clearance. (2021). Chakravarthy, Srinivas R ; Rumyantsev, Alexander. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:4:d:10.1007_s11009-020-09828-4. Full description at Econpapers \|\| Download paper	2
44	2001	Numerical Solution of non-Homogeneous Semi-Markov Processes in Transient Case. (2001). Manca, Raimondo ; Janssen, Jacques. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:3:y:2001:i:3:d:10.1023_a:1013719007075*. Full description at Econpapers \|\| Download paper	2
45	2017	The Log-Linear Birnbaum-Saunders Power Model. (2017). Bolfarine, Heleno ; Gomez, Hector W ; Martinez-Florez, Guillermo. 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	2
46	2020	A Discrete-Time GIX/Geo/1 Queue with Multiple Working Vacations Under Late and Early Arrival System. (2020). Gupta, U C ; Barbhuiya, F P. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:2:d:10.1007_s11009-019-09724-6. Full description at Econpapers \|\| Download paper	2
47	2010	$\boldsymbol{\mathcal{G}-}$ Inhomogeneous Markov Systems of High Order. (2010). Moysiadis, T P ; P.-C. G. Vassiliou, . In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:2:d:10.1007_s11009-009-9143-5. Full description at Econpapers \|\| Download paper	2
48	2012	A Double-ended Queue with Catastrophes and Repairs, and a Jump-diffusion Approximation. (2012). Giorno, Virginia ; Kumar, Balasubramanian Krishna ; Crescenzo, Antonio ; Nobile, Amelia G. 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	2
49	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	2
50	2017	First Passage Time for Brownian Motion and Piecewise Linear Boundaries. (2017). Wang, Liqun ; Jin, Zhiyong. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:19:y:2017:i:1:d:10.1007_s11009-015-9475-2. Full description at Econpapers \|\| Download paper	2

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2024	Bayes Estimator Under Neutrosophic Statistics: A Robust Approach for Handling Uncertainty and Imprecise Data. (2024). Aslam, Muhammad. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:4:d:10.1007_s11009-024-10126-6. Full description at Econpapers \|\| Download paper
2024	Dynamic weight-based accelerated test modeling for fault degradation and lifetime analysis. (2024). Zio, Enrico ; Kaynak, Okyay ; Jiang, Bin ; Li, Yang ; Huang, Shoujin ; Lu, Ningyun. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:252:y:2024:i:c:s0951832024004770. Full description at Econpapers \|\| Download paper
2024	Viscosity solution for optimal liquidation problems with randomly-terminated horizon. (2024). Ching, Wai-Ki ; Wong, Tak Kwong ; Yang, Qing-Qing ; Gu, Jia-Wen ; Zhu, Dong-Mei. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000734. Full description at Econpapers \|\| Download paper
2024	Optimal dividends and capital injection: A general LÃ©vy model with extensions to regime-switching models. (2024). Prez, Jos-Luis ; Yamazaki, Kazutoshi ; Noba, Kei ; Lpez, Dante Mata. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:210-225. Full description at Econpapers \|\| Download paper
2024	Jensen-Detrended Cross-Correlation function for non-stationary time series with application to Latin American stock markets. (2024). Carrasco, Ral ; Jeldes-Delgado, Fabiola ; Contreras-Reyes, Javier E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006241. Full description at Econpapers \|\| Download paper
2024	A Hawkes model with CARMA(p,q) intensity. (2024). Mercuri, Lorenzo ; Rroji, Edit ; Perchiazzo, Andrea. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:1-26. Full description at Econpapers \|\| Download paper
2024	Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. Part II: Numerical aspects. (2024). Wang, Pangbo ; Li, Juan ; Goreac, Dan ; Xu, Boxiang. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:473:y:2024:i:c:s0096300324001279. Full description at Econpapers \|\| Download paper
2024	Two-sided Bounds for some Quantities in the Delayed Renewal Process. (2024). Chadjiconstantinidis, Stathis. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:3:d:10.1007_s11009-024-10088-9. Full description at Econpapers \|\| Download paper
2024	Robust asset-liability management games for n players under multivariate stochastic covariance models. (2024). Zhang, Yumo ; Wang, Ning. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:67-98. Full description at Econpapers \|\| Download paper
2024	A Queueing Model with BMAP Arrivals and Heterogeneous Phase Type Group Services. (2024). Ozkar, Serife ; Chakravarthy, Srinivas R. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:4:d:10.1007_s11009-024-10122-w. Full description at Econpapers \|\| Download paper
2024	Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression. (2024). Weron, RafaÅ ; Uniejewski, Bartosz ; Lipiecki, Arkadiusz. In: Papers. RePEc:arx:papers:2404.02270. Full description at Econpapers \|\| Download paper
2024	Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression. (2024). Weron, RafaÅ ; Uniejewski, Bartosz ; Lipiecki, Arkadiusz. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400642x. Full description at Econpapers \|\| Download paper
2024	Complete Analysis of $$M/G_{r}^{(a,b)}/1/N$$ M / G r ( a , b ) / 1 / N Queue with Second Optional Service. (2024). Lata, Priti ; Banerjee, Anuradha. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:4:d:10.1007_s11009-024-10116-8. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2024

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Recent citations received in 2023

Year	Citing document
2023	Optimal dividend strategies for a catastrophe insurer. (2023). Azcue, Pablo ; Muler, Nora ; Albrecher, Hansjoerg. 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	Randomized Threshold Strategy for Providing Flexible Priority in Multi-Server Queueing System with a Marked Markov Arrival Process and Phase-Type Distribution of Service Time. (2023). Dudin, S A ; Dudina, O S. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:12:p:2669-:d:1169325. Full description at Econpapers \|\| Download paper
2023	Optimal Hysteresis Control via a Queuing System with Two Heterogeneous Energy-Consuming Servers. (2023). Manzo, Rosanna ; Darienzo, Maria Pia ; Dapice, Ciro ; Dudin, Alexander. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:21:p:4515-:d:1272600. Full description at Econpapers \|\| Download paper
2023	Analysis of a Multi-Server Queue with Group Service and Service Time Dependent on the Size of a Group as a Model of a Delivery System. (2023). Dudin, Sergei ; Dudina, Olga. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:22:p:4587-:d:1276834. Full description at Econpapers \|\| Download paper
2023	A Two-Server Queue with Interdependence between Arrival and Service Processes. (2023). , Sindhu ; Kozyrev, Dmitry ; Krishnamoorthy, Achyutha. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:22:p:4692-:d:1283038. Full description at Econpapers \|\| Download paper
2023	Extreme Value Statistics for Evolving Random Networks. (2023). Markovich, Natalia ; Vaiiulis, Marijus. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:9:p:2171-:d:1139777. Full description at Econpapers \|\| Download paper
2023	Strategic Behavior and Optimization of an M/M/1 Queue with N-Policy and Hysteretic Control. (2023). Wang, Yilin ; 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

Recent citations received in 2022

Year	Citing document
2022	The Gerber-Shiu discounted penalty function: A review from practical perspectives. (2022). He, Yue ; Shimizu, Yasutaka ; Kawai, Reiichiro ; Yamazaki, Kazutoshi. 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). Eslava, Laura ; Baltazar-Larios, Fernando ; Reynoso, Bor. 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). Liang, Zongxia ; Song, Yilun ; 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). Yu, Zihan ; Deng, Yong. 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). Young, Virginia R ; Cao, Jingyi ; Li, Dongchen ; Zou, Bin. 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). Peralta, Oscar ; Woo, Jae-Kyung. 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). Mao, Tiantian ; Wang, Ruodu. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:103:y:2022:i:c:s0304406822000921. Full description at Econpapers \|\| Download paper
2022	Malpractice Claims and Incident Reporting: Two Faces of the Same Coin?. (2022). Ghisellini, Renato ; Frati, Paola ; Marchese, Luca ; Vetrugno, Giuseppe ; Sabatelli, Giuseppe ; Delogu, Giuseppe ; Clemente, Francesco ; Foti, Federica ; De-Giorgio, Fabio ; Fineschi, Vittorio ; Cambieri, Andrea ; Grassi, Vincenzo M. In: IJERPH. RePEc:gam:jijerp:v:19:y:2022:i:23:p:16253-:d:993542. Full description at Econpapers \|\| Download paper
2022	Weighted Mean Inactivity Time Function with Applications. (2022). di Crescenzo, Antonio ; Toomaj, Abdolsaeed. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:16:p:2828-:d:883755. Full description at Econpapers \|\| Download paper
2022	Exchangeably Weighted Bootstraps of General Markov U -Process. (2022). Bouzebda, Salim ; Soukarieh, Inass. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:20:p:3745-:d:939689. Full description at Econpapers \|\| Download paper
2022	Bivariate Poisson 2Sum-Lindley Distributions and the Associated BINAR(1) Processes. (2022). Dcruz, Veena ; Maya, Radhakumari ; Khan, Naushad Mamode ; Irshad, Muhammed Rasheed ; Chesneau, Christophe. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:20:p:3835-:d:944729. Full description at Econpapers \|\| Download paper
2022	An Adapted Discrete Lindley Model Emanating from Negative Binomial Mixtures for Autoregressive Counts. (2022). Ferreira, Johannes T ; van der Merwe, Ane. In: Mathematics. RePEc:gam:jmathe:v:10:y:2022:i:21:p:4141-:d:964730. Full description at Econpapers \|\| Download paper
2022	Poisson Extended Exponential Distribution with Associated INAR(1) Process and Applications. (2022). Maya, Radhakumari ; Irshad, Muhammed Rasheed ; Chesneau, Christophe ; Krishna, Anuresha. In: Stats. RePEc:gam:jstats:v:5:y:2022:i:3:p:44-772:d:881002. Full description at Econpapers \|\| Download paper
2022	Langevin algorithms for Markovian Neural Networks and Deep Stochastic control. (2022). Bras, Pierre ; Pages, Gilles. 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 ; Gapeev, Pavel V ; Lavrutich, Maria N. 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

Recent citations received in 2021

Year	Citing document
2021	First exit-time analysis for an approximate Barndorff-Nielsen and Shephard model with stationary self-decomposable variance process. (2021). Awasthi, Shantanu ; Sengupta, Indranil. 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	T-Growth Stochastic Model: Simulation and Inference via Metaheuristic Algorithms. (2021). Roman-Roman, Patricia ; Torres-Ruiz, Francisco ; Barrera, Antonio. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:9:p:959-:d:543027. 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

10 most frequent citing series

#	Series	H	Cites
1	Methodology and Computing in Applied Probability / Springer	16	227
2	Mathematics / MDPI	18	141
3	Papers / arXiv.org	95	87
4	Insurance: Mathematics and Economics / Elsevier	58	71
5	Reliability Engineering and System Safety / Elsevier	59	60
6	Statistics & Probability Letters / Elsevier	36	43
7	Applied Mathematics and Computation / Elsevier	33	30
8	Stochastic Processes and their Applications / Elsevier	49	26
9	European Journal of Operational Research / Elsevier	138	19
10	Journal of Theoretical Probability / Springer	9	19
11	Annals of Operations Research / Springer	53	17