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Methodology and Computing in Applied Probability / Springer

Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
16
Impact Factor (IF)
0.2
5 Years IF
0.18
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 22 116 2 2 0 0 2 100 2 0.09 0.14
2000 0.09 0.35 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 32 7 15 47 3 69 6 3 42.9 0 0.21
2003 0 0.43 0.02 0.02 24 116 38 2 17 47 92 2 0 0 0.21
2004 0 0.48 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 64 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 78 18 65 55 6 126 11 7 38.9 0 0.2
2008 0.23 0.47 0.16 0.18 29 257 72 39 106 61 14 136 24 18 46.2 1 0.03 0.22
2009 0.08 0.46 0.1 0.11 37 294 183 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 0.5 0.19 0.25 42 381 150 72 255 82 21 172 43 18 25 5 0.12 0.23
2012 0.21 0.5 0.13 0.18 60 441 147 57 312 87 18 186 33 8 14 0 0.21
2013 0.24 0.54 0.19 0.25 48 489 112 95 407 102 24 213 53 15 15.8 1 0.02 0.23
2014 0.17 0.53 0.14 0.22 57 546 113 77 485 108 18 232 50 15 19.5 1 0.02 0.22
2015 0.09 0.52 0.13 0.14 62 608 102 82 567 105 9 252 36 15 18.3 3 0.05 0.22
2016 0.13 0.5 0.17 0.16 61 669 118 113 680 119 16 269 43 19 16.8 5 0.08 0.2
2017 0.18 0.51 0.17 0.16 61 730 74 123 804 123 22 288 47 23 18.7 1 0.02 0.2
2018 0.1 0.52 0.15 0.14 72 802 148 124 928 122 12 289 40 25 20.2 4 0.06 0.22
2019 0.18 0.53 0.22 0.22 74 876 65 189 1117 133 24 313 69 44 23.3 2 0.03 0.21
2020 0.21 0.63 0.19 0.19 73 949 74 179 1296 146 31 330 64 41 22.9 5 0.07 0.3
2021 0.14 0.73 0.22 0.24 74 1023 54 229 1526 147 20 341 83 37 16.2 6 0.08 0.27
2022 0.24 0.72 0.2 0.23 138 1161 130 233 1759 147 35 354 82 61 26.2 16 0.12 0.22
2023 0.22 0.67 0.18 0.21 94 1255 58 231 1990 212 47 431 91 45 19.5 9 0.1 0.19
2024 0.21 0.73 0.11 0.15 58 1313 13 150 2140 232 48 453 68 19 12.7 0 0.22
2025 0.2 0.96 0.13 0.18 101 1414 6 184 2324 152 30 437 78 43 23.4 2 0.02 0.28
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11999The Cross-Entropy Method for Combinatorial and Continuous Optimization. (1999). Rubinstein, Reuven. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:1:y:1999:i:2:d:10.1023_a:1010091220143.

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72
22009Random Survival Forests Models for SME Credit Risk Measurement. (2009). Fantazzini, Dean ; Figini, Silvia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:1:d:10.1007_s11009-008-9078-2.

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38
32009Properties 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.

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36
42010Risk Processes with Non-stationary Hawkes Claims Arrivals. (2010). stabile, gabriele ; Torrisi, Giovanni Luca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:3:d:10.1007_s11009-008-9110-6.

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34
52006Numerical 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.

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31
62011Tail Risk of Multivariate Regular Variation. (2011). Joe, Harry ; Li, Haijun. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:4:d:10.1007_s11009-010-9183-x.

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29
72014An 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.

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28
82013Uniform 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.

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26
92012Drawdowns 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.

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20
102009Asymptotic 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.

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20
112006Passage Times in Fluid Models with Application to Risk Processes. (2006). Ramaswami, V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:4:d:10.1007_s11009-006-0426-9.

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18
122012Reliability Measures of Semi-Markov Systems with General State Space. (2012). Limnios, Nikolaos. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:4:d:10.1007_s11009-011-9211-5.

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17
132009Finite-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.

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17
142008An Efficient Algorithm for Rare-event Probability Estimation, Combinatorial Optimization, and Counting. (2008). Botev, Zdravko I ; Kroese, Dirk P. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:10:y:2008:i:4:d:10.1007_s11009-008-9073-7.

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17
152007An 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.

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17
162006The 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.

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16
172013Bayesian Inference for Hawkes Processes. (2013). Rasmussen, Jakob Gulddahl. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:3:d:10.1007_s11009-011-9272-5.

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16
182007Statistical 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.

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15
192016On the Laplace Transform of the Lognormal Distribution. (2016). Asmussen, Soren ; Rojas-Nandayapa, Leonardo ; Jensen, Jens Ledet. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:2:d:10.1007_s11009-014-9430-7.

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15
202004Numerical Treatment of Homogeneous Semi-Markov Processes in Transient Case–a 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.

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15
212011Tail Conditional Expectation for the Multivariate Pareto Distribution of the Second Kind: Another Approach. (2011). Vernic, Raluca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:1:d:10.1007_s11009-009-9131-9.

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14
222010Initial 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.

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14
232016Background 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.

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13
242016A 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.

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13
252012A 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.

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13
262010Drawdowns 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.

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12
272018Expectiles, Omega Ratios and Stochastic Ordering. (2018). Müller, 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.

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12
282007Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries. (2007). Wang, Liqun ; Potzelberger, Klaus. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:9:y:2007:i:1:d:10.1007_s11009-006-9002-6.

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12
292022On the Time-Dependent Delta-Shock Model Governed by the Generalized PóLya 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.

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12
302018Comparisons 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.

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12
312002Langevin 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.

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12
322008A 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.

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12
332005Maximum 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.

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11
342011Exact 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.

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11
352010The 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.

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11
362009Bayesian Copulae Distributions, with Application to Operational Risk Management. (2009). Dalla Valle, Luciana. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:1:d:10.1007_s11009-007-9067-x.

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11
372015Multilevel Simulation of Functionals of Bernoulli Random Variables with Application to Basket Credit Derivatives. (2015). Bujok, K ; Reisinger, C ; Hambly, B M. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:17:y:2015:i:3:d:10.1007_s11009-013-9380-5.

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11
382003Asymptotics 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.

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11
392009Robust Optimal Portfolio Choice Under Markovian Regime-switching Model. (2009). Siu, Tak Kuen ; Elliott, Robert J. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:2:d:10.1007_s11009-008-9085-3.

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11
402022Deep 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.

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11
412005Estimation in Stationary Markov Renewal Processes, with Application to Earthquake Forecasting in Turkey. (2005). Alvarez, Enrique E. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:7:y:2005:i:1:d:10.1007_s11009-005-6658-2.

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10
422008Exact 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.

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10
432012Approximations 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.

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10
442009Fourier 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.

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10
451999Langevin-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.

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10
462011Measures of Component Importance in Nonrepairable and Repairable Multistate Strongly Coherent Systems. (2011). Natvig, Bent. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:3:d:10.1007_s11009-010-9170-2.

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10
472001A 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.

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10
482023Joint 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.

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9
492010Two 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.

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9
502001Numerical 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.

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9
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12023Joint 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.

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9
22009Properties 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

7
32022Deep 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.

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7
42022On 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.

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6
52013Uniform 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.

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6
62011Tail Risk of Multivariate Regular Variation. (2011). Joe, Harry ; Li, Haijun. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:4:d:10.1007_s11009-010-9183-x.

Full description at Econpapers || Download paper

5
72022On the Time-Dependent Delta-Shock Model Governed by the Generalized PóLya 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.

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5
82016On the Laplace Transform of the Lognormal Distribution. (2016). Asmussen, Soren ; Rojas-Nandayapa, Leonardo ; Jensen, Jens Ledet. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:2:d:10.1007_s11009-014-9430-7.

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5
92021Using 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.

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5
102018Comparisons 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.

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4
112007Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries. (2007). Wang, Liqun ; Potzelberger, Klaus. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:9:y:2007:i:1:d:10.1007_s11009-006-9002-6.

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4
122018Variance Allocation and Shapley Value. (2018). Scarsini, Marco ; Vaccari, Stefano ; Colini-Baldeschi, Riccardo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:3:d:10.1007_s11009-016-9540-5.

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4
132022Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims. (2022). Yuan, Meng ; Lu, Dawei. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-021-09921-2.

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4
142016Piecewise 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.

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152010Risk Processes with Non-stationary Hawkes Claims Arrivals. (2010). stabile, gabriele ; Torrisi, Giovanni Luca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:3:d:10.1007_s11009-008-9110-6.

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162005Maximum 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.

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172022Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance. (2022). Deaconu, Madalina ; Lesage, Laurent ; Meira, Jorge Augusto ; Nichil, Geoffrey ; Lejay, Antoine ; State, Radu. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09938-1.

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182002Langevin 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.

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192018Bivariate 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.

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202022Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks. (2022). Warin, Xavier ; Germain, Maximilien ; Mikael, Joseph. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09946-1.

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212017Waiting 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.

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222013Bayesian Inference for Hawkes Processes. (2013). Rasmussen, Jakob Gulddahl. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:3:d:10.1007_s11009-011-9272-5.

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232022Accelerating 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.

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242012Reliability Measures of Semi-Markov Systems with General State Space. (2012). Limnios, Nikolaos. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:4:d:10.1007_s11009-011-9211-5.

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252022Equilibrium Joining Strategies of Positive Customers in a Markovian Queue with Negative Arrivals and Working Vacations. (2022). Goswami, Veena ; Panda, Gopinath. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09864-8.

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261999Negative Binomial Approximation with Steins Method. (1999). Brown, Timothy C ; Phillips, M J. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:1:y:1999:i:4:d:10.1023_a:1010094221471.

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272018Expectiles, Omega Ratios and Stochastic Ordering. (2018). Müller, 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.

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282019Approximation 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.

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292020Diffusion Approximation of a Risk Model with Non-Stationary Hawkes Arrivals of Claims. (2020). Cheng, Zailei ; Seol, Youngsoo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:2:d:10.1007_s11009-019-09722-8.

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302022Bounds 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.

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312020A 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.

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322013On the First-Passage Area of a One-Dimensional Jump-Diffusion Process. (2013). Abundo, Mario. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:1:d:10.1007_s11009-011-9223-1.

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332025Cumulative Residual Entropy of Linear Consecutive $$k$$ k -out-of- $$n$$ n :G Systems and their Applications. (2025). Kayid, M ; Balakrishnan, N. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:27:y:2025:i:2:d:10.1007_s11009-025-10176-4.

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342022Robust Stochastic Stackelberg Differential Reinsurance and Investment Games for an Insurer and a Reinsurer with Delay. (2022). Yang, LU ; Zhu, Huainian ; Zhang, Chengke. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:1:d:10.1007_s11009-021-09855-9.

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351999The Cross-Entropy Method for Combinatorial and Continuous Optimization. (1999). Rubinstein, Reuven. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:1:y:1999:i:2:d:10.1023_a:1010091220143.

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362021Analysis 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.

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372018Coupling Importance Sampling and Multilevel Monte Carlo using Sample Average Approximation. (2018). Lelong, Jerome ; Kebaier, Ahmed. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:2:d:10.1007_s11009-017-9579-y.

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382021Generalized 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.

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392023Asymptotics for a Bidimensional Renewal Risk Model with Subexponential Main Claims and Delayed Claims. (2023). Yang, Yueli ; Liu, Yang ; Wang, Shijie. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:3:d:10.1007_s11009-023-10050-1.

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402022On Properties of the Phase-type Mixed Poisson Process and its Applications to Reliability Shock Modeling. (2022). Hazra, Nil Kamal ; Finkelstein, Maxim ; Goyal, Dheeraj. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09961-2.

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412024WNBUE Class and its Applications to Signature-Based Bounds for Reliability of Coherent Systems. (2024). Balakrishnan, Narayanaswamy ; Toomaj, Abdolsaeed. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:4:d:10.1007_s11009-024-10107-9.

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422024Reliability and Optimization for k-out-of-n: G Mixed Standby Retrial System with Dependency and J-Vacation. (2024). Xu, Fan ; Hu, Linmin ; Shao, QI. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:1:d:10.1007_s11009-024-10078-x.

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432019Calibration for Weak Variance-Alpha-Gamma Processes. (2019). Lu, Kevin W ; Madan, Dilip B ; Buchmann, Boris. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:21:y:2019:i:4:d:10.1007_s11009-018-9655-y.

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442012Estimation 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.

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452023Nonparametric Estimation of Trend for Stochastic Processes Driven by G-Brownian Motion with Small Noise. (2023). Zhang, Xuekang ; Fei, Weiyin ; Deng, Shounian. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:2:d:10.1007_s11009-023-10045-y.

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462019Fractional Brownian Motion Delayed by Tempered and Inverse Tempered Stable Subordinators. (2019). Pooczaski, R ; Gajda, J ; Wyomaska, A ; Kumar, A. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:21:y:2019:i:1:d:10.1007_s11009-018-9648-x.

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472020Equilibrium 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.

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482012On the Moments and the Distribution of the Cost of a Semi Markov Model for Healthcare Systems. (2012). McClean, Sally ; Garg, Lalit ; Tsaklidis, George ; Papadopoulou, Aleka A. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9260-9.

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492023Optimal Investment-Consumption and Life Insurance Strategy with Mispricing and Model Ambiguity. (2023). He, Xinya ; Chen, Shumin ; Yao, Haixiang ; Gu, Ailing. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:3:d:10.1007_s11009-023-10051-0.

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502023The First-Passage Area of Wiener Process with Stochastic Resetting. (2023). Abundo, Mario. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:4:d:10.1007_s11009-023-10069-4.

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2022The 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.

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

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

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2022Derive 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.

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2022Stackelberg 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.

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2022Multivariate 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.

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2022Fractional 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.

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2022Malpractice 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.

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2022Weighted 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.

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2022Exchangeably 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.

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2022Bivariate 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.

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2022An 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.

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2022Poisson 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.

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

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

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2022Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions. (2022). Kort, Peter ; 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.

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