Citation analysis for Methodology and Computing in Applied Probability / Springer

Citation Profile [Updated: 2026-07-12 11:58:33]

5 Years H Index

Impact Factor (IF)

0.05

5 Years IF

0.06

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	0.3	0.09	0	22	22	117	2	2	0		0		2	100	2	0.09	0.14
2000	0.09	0.34	0.07	0.09	23	45	38	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	0.47	0.06	0.07	24	140	44	8	25	47		116	8	3	37.5		0	0.21
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	0.5	0.04	0.02	28	195	114	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	184	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	152	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	0.53	0.19	0.25	48	489	112	95	407	102	24	213	53	15	15.8	1	0.02	0.23
2014	0.16	0.52	0.14	0.21	57	546	113	76	484	108	17	232	49	15	19.7	1	0.02	0.22
2015	0.09	0.52	0.13	0.14	62	608	104	82	566	105	9	252	36	15	18.3	3	0.05	0.22
2016	0.13	0.49	0.17	0.16	61	669	122	113	679	119	16	269	43	19	16.8	5	0.08	0.2
2017	0.18	0.51	0.17	0.16	61	730	75	123	803	123	22	288	47	23	18.7	1	0.02	0.2
2018	0.1	0.52	0.15	0.14	72	802	150	124	927	122	12	289	40	25	20.2	4	0.06	0.22
2019	0.18	0.53	0.22	0.22	74	876	67	189	1116	133	24	313	69	44	23.3	2	0.03	0.21
2020	0.21	0.63	0.19	0.19	73	949	77	179	1295	146	31	330	64	41	22.9	5	0.07	0.3
2021	0.14	0.72	0.22	0.24	74	1023	56	229	1525	147	20	341	83	37	16.2	6	0.08	0.26
2022	0.24	0.71	0.2	0.23	138	1161	135	234	1759	147	35	354	82	61	26.1	16	0.12	0.21
2023	0.22	0.66	0.18	0.21	94	1255	61	231	1990	212	47	431	91	45	19.5	9	0.1	0.19
2024	0.21	0.71	0.12	0.16	58	1313	13	154	2144	232	48	453	71	19	12.3		0	0.21
2025	0.2	0.94	0.13	0.18	101	1414	8	190	2334	152	31	437	79	43	22.6	2	0.02	0.27
2026	0.05		0.06	0.06	39	1453	0	90	2424	159	8	465	30	29	32.2		0

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	73
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	39
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	36
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	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	29
7	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
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	26
9	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	20
10	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
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	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
13	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	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	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	17
16	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
17	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	17
18	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	16
19	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	15
20	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
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	14
23	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
24	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	13
25	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
26	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
27	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
28	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
29	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	12
30	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	12
31	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	12
32	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	12
33	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	12
34	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	12
35	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
36	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
37	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
38	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
39	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
40	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
41	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
42	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
43	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
44	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	10
45	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
46	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
47	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
48	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	9
49	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
50	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

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

#	Year	Title	Cited
1	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	7
2	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	5
3	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	5
4	2022	Numerical 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. Full description at Econpapers \|\| Download paper	3
5	2013	On 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. Full description at Econpapers \|\| Download paper	3
6	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
7	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	3
8	2025	Cumulative 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. Full description at Econpapers \|\| Download paper	3
9	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	3
10	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	3
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	3
12	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	3
13	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	3
14	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	3
15	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	3
16	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	3
17	2022	Equilibrium 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. Full description at Econpapers \|\| Download paper	3
18	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	3
19	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	3
20	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	3
21	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	3
22	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	2
23	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	2
24	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	2
25	2023	A New Separation Index and Classification Techniques Based on Shannon Entropy. (2023). Navarro, Jorge ; Arevalillo, Jorge M ; Buono, Francesco. 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	2
26	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
27	2023	The 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. Full description at Econpapers \|\| Download paper	2
28	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	2
29	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	2
30	2022	Replacement Policy for Heterogeneous Items Subject to Gamma Degradation Processes. (2022). Finkelstein, Maxim ; Cha, Ji Hwan ; Levitin, Gregory. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09859-5. Full description at Econpapers \|\| Download paper	2
31	2019	Calibration 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. Full description at Econpapers \|\| Download paper	2
32	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	2
33	2024	On Survival of Coherent Systems Subject to Random Shocks. (2024). Finkelstein, Maxim ; Hazra, Nil Kamal ; Goyal, Dheeraj. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:1:d:10.1007_s11009-024-10077-y. Full description at Econpapers \|\| Download paper	2
34	2023	Optimal 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. Full description at Econpapers \|\| Download paper	2
35	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	2
36	1999	Negative 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. Full description at Econpapers \|\| Download paper	2
37	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	2
38	2024	Reliability 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. Full description at Econpapers \|\| Download paper	2
39	2018	Space-Fractional Versions of the Negative Binomial and Polya-Type Processes. (2018). Vellaisamy, P ; Beghin, L. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:2:d:10.1007_s11009-017-9561-8. Full description at Econpapers \|\| Download paper	2
40	2020	On the Individuals Chart with Supplementary Runs Rules under Serial Dependence. (2020). Oh, Jungtaek ; Weiss, Christian H. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:3:d:10.1007_s11009-019-09760-2. Full description at Econpapers \|\| Download paper	2
41	2012	On 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. Full description at Econpapers \|\| Download paper	2
42	2022	Hawkes 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. Full description at Econpapers \|\| Download paper	2
43	2023	Bivariate Semi-Parametric Model: Bayesian Inference. (2023). Kundu, Debasis ; Samanta, Debashis. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:4:d:10.1007_s11009-023-10061-y. Full description at Econpapers \|\| Download paper	2
44	2022	Estimation of Tempered Stable LÃ©vy Models of Infinite Variation. (2022). Han, Yuchen ; Gong, Ruoting ; Figueroa-Lopez, Jose E. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-022-09940-7. Full description at Econpapers \|\| Download paper	2
45	2017	On the Joint Distribution of First-passage Time and First-passage Area of Drifted Brownian Motion. (2017). Abundo, Mario ; del Vescovo, Danilo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:19:y:2017:i:3:d:10.1007_s11009-017-9546-7. Full description at Econpapers \|\| Download paper	2
46	2015	Functional Wavelet-Based Modelling of Dependence Between Lupus and Stress. (2015). Valderrama, Mariano J ; Escabias, Manuel ; Ocaa, Francisco A ; Aguilera, Ana M. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:17:y:2015:i:4:d:10.1007_s11009-014-9424-5. Full description at Econpapers \|\| Download paper	2
47	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
48	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	2
49	2024	WNBUE 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. Full description at Econpapers \|\| Download paper	2
50	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	2

Citing documents used to compute impact factor: 8

Year	Title
2026	A General Type of Linear Consecutive-k Systems. (2026). Li, Xiang ; Balakrishnan, Narayanaswamy ; Yi, HE. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:28:y:2026:i:1:d:10.1007_s11009-026-10246-1. Full description at Econpapers \|\| Download paper
2026	Circular One/Two/Three-dimensional Consecutive k-Type Systems. (2026). Li, Xiang ; Balakrishnan, Narayanaswamy ; Yi, HE. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:28:y:2026:i:1:d:10.1007_s11009-026-10250-5. Full description at Econpapers \|\| Download paper
2026	Kolmogorov-Type Maximal Inequalities for Independent and Dependent Negative Binomial Random Variables. (2026). Spektor, S ; Doumas, Aristides V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:28:y:2026:i:2:d:10.1007_s11009-026-10262-1. Full description at Econpapers \|\| Download paper
2026	An adaptive maintenance policy for degrading units with an imperfect and a perfect inspection. (2026). Esposito, Nicola ; Giorgio, Massimiliano ; Castanier, Bruno ; Piscopo, Antonio. In: European Journal of Operational Research. RePEc:eee:ejores:v:330:y:2026:i:1:p:139-156. Full description at Econpapers \|\| Download paper
2026	Stochastic Policy Gradient Methods in the Uncertain Volatility Model. (2026). Sananes, Simon ; Loeper, Gr'Egoire ; Lemor, Jean-Philippe ; Chassagneux, Jean-Franccois ; Abbas-Turki, Lokman A. In: Papers. RePEc:arx:papers:2605.06670. Full description at Econpapers \|\| Download paper
2026	The Evaluation of System Reliability Under Dependent Shock Magnitudes. (2026). Eryilmaz, Serkan. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:28:y:2026:i:1:d:10.1007_s11009-026-10255-0. Full description at Econpapers \|\| Download paper
2026	Limit theorems under heavy-tailed scenario in the age-dependent random connection models. (2026). Owada, Takashi ; Hirsch, Christian. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:192:y:2026:i:c:s0304414925002595. Full description at Econpapers \|\| Download paper
2026	Evaluation of joint reliability of linear two-dimensional consecutive k-type systems in a zigzag structure. (2026). Li, Xiang ; Balakrishnan, Narayanaswamy ; Yi, HE. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:266:y:2026:i:pa:s0951832025008968. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2025

Year	Citing document
2025	Robust risk sharing and reinsurance contract design for contagious catastrophe and secondary claims under principalâagent framework. (2025). Feng, Yang ; Li, Shuanming ; Jang, Jiwook ; Liu, Guo. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pb:s1057521925007331. Full description at Econpapers \|\| Download paper
2025	On Shock Models with Two Shock Types. (2025). Finkelstein, Maxim ; Cha, Ji Hwan. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:27:y:2025:i:4:d:10.1007_s11009-025-10225-y. Full description at Econpapers \|\| Download paper

Recent citations received in 2024

Year	Citing document

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

10 most frequent citing series

#	Series	H	Cites
1	Methodology and Computing in Applied Probability / Springer	17	197
2	Mathematics / MDPI	22	84
3	Reliability Engineering and System Safety / Elsevier	62	63
4	Papers / arXiv.org	99	62
5	Insurance: Mathematics and Economics / Elsevier	59	52
6	Statistics & Probability Letters / Elsevier	37	40
7	Applied Mathematics and Computation / Elsevier	34	23
8	Stochastic Processes and their Applications / Elsevier	49	20
9	European Journal of Operational Research / Elsevier	141	17
10	Queueing Systems: Theory and Applications / Springer	10	16
11	Journal of Theoretical Probability / Springer	10	16