Citation analysis for Methodology and Computing in Applied Probability / Springer

Citation Profile [Updated: 2023-11-03 08:28:08]

5 Years H Index

Impact Factor (IF)

0.24

5 Years IF

0.23

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	105	2	2	0		0		2	100	2	0.09	0.15
2000	0.09	0.36	0.07	0.09	23	45	35	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	30	3	8	45	2	45	2	1	33.3	1	0.04	0.17
2002	0.06	0.41	0.08	0.09	23	92	28	7	15	47	3	69	6	3	42.9		0	0.21
2003	0	0.44	0.02	0.02	24	116	37	2	17	47		92	2		0		0	0.22
2004	0	0.49	0.06	0.07	24	140	43	8	25	47		116	8	3	37.5		0	0.22
2005	0.1	0.5	0.08	0.08	27	167	59	14	39	48	5	118	10	5	35.7		0	0.23
2006	0.04	0.5	0.04	0.02	28	195	110	8	47	51	2	122	3	5	62.5		0	0.22
2007	0.11	0.46	0.08	0.09	33	228	69	18	65	55	6	126	11	7	38.9		0	0.2
2008	0.23	0.49	0.16	0.18	29	257	68	39	106	61	14	136	24	18	46.2	1	0.03	0.23
2009	0.08	0.47	0.1	0.11	37	294	170	30	136	62	5	141	15	5	16.7	3	0.08	0.24
2010	0.2	0.48	0.14	0.16	45	339	139	47	183	66	13	154	24	11	23.4	2	0.04	0.21
2011	0.26	0.52	0.19	0.25	42	381	135	72	255	82	21	172	43	18	25	5	0.12	0.24
2012	0.21	0.52	0.13	0.18	60	441	131	57	312	87	18	186	33	8	14		0	0.22
2013	0.24	0.56	0.19	0.25	48	489	87	94	406	102	24	213	53	15	16	1	0.02	0.24
2014	0.16	0.55	0.14	0.21	57	546	101	76	483	108	17	232	49	15	19.7	1	0.02	0.23
2015	0.09	0.55	0.13	0.14	62	608	93	82	565	105	9	252	36	15	18.3	3	0.05	0.23
2016	0.13	0.53	0.17	0.16	63	671	102	113	678	119	16	269	43	19	16.8	5	0.08	0.21
2017	0.18	0.54	0.17	0.16	61	732	55	122	801	125	22	290	46	23	18.9	1	0.02	0.22
2018	0.1	0.56	0.15	0.14	72	804	111	123	924	124	12	291	40	25	20.3	4	0.06	0.24
2019	0.18	0.58	0.21	0.22	74	878	50	188	1112	133	24	315	68	44	23.4	2	0.03	0.23
2020	0.21	0.7	0.19	0.19	73	951	53	179	1291	146	31	332	64	41	22.9	5	0.07	0.33
2021	0.14	0.87	0.22	0.24	75	1026	28	228	1520	147	20	343	82	38	16.7	6	0.08	0.32
2022	0.24	1	0.2	0.23	138	1164	44	234	1754	148	35	355	82	61	26.1	16	0.12	0.31

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	67
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	35
3	2009	Properties of Distortion Risk Measures. (2009). Balbas, Alejandro ; Mayoral, Silvia ; Garrido, Jose. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-008-9089-z. Full description at Econpapers \|\| Download paper	30
4	2006	Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach. (2006). Barrera-Esteve, Christophe ; Reboul-Salze, Damien ; Munos, Remi ; Meziou, Asma ; Gobet, Emmanuel ; Dossal, Charles ; Bergeret, Florent. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:4:d:10.1007_s11009-006-0427-8. Full description at Econpapers \|\| Download paper	29
5	2010	Risk Processes with Non-stationary Hawkes Claims Arrivals. (2010). Stabile, Gabriele ; Torrisi, Giovanni Luca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:3:d:10.1007_s11009-008-9110-6. Full description at Econpapers \|\| Download paper	29
6	2014	An Insurance Risk Model with Parisian Implementation Delays. (2014). Landriault, David ; Zhou, Xiaowen ; Renaud, Jean-Franois. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:16:y:2014:i:3:d:10.1007_s11009-012-9317-4. Full description at Econpapers \|\| Download paper	26
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	24
8	2013	Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate. (2013). Wang, Kaiyong ; Gao, Qingwu. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:1:d:10.1007_s11009-011-9226-y. Full description at Econpapers \|\| Download paper	20
9	2009	Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables. (2009). Kortschak, Dominik ; Albrecher, Hansjorg. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-007-9053-3. Full description at Econpapers \|\| Download paper	19
10	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
11	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
12	2012	Drawdowns and the Speed of Market Crash. (2012). Zhang, Hongzhong ; Hadjiliadis, Olympia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9262-7. Full description at Econpapers \|\| Download paper	17
13	2009	Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities. (2009). Lefevre, Claude ; Loisel, Stephane. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-009-9123-9. Full description at Econpapers \|\| Download paper	17
14	2006	The Cross-Entropy Method for Continuous Multi-Extremal Optimization. (2006). Kroese, Dirk P ; Rubinstein, Reuven Y ; Porotsky, Sergey. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:3:d:10.1007_s11009-006-9753-0. Full description at Econpapers \|\| Download paper	16
15	2007	An Algorithmic Approach to Discrete Time Non-homogeneous Backward Semi-Markov Reward Processes with an Application to Disability Insurance. (2007). Stenberg, Fredrik ; Silvestrov, Dmitrii ; Manca, Raimondo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:9:y:2007:i:4:d:10.1007_s11009-006-9012-4. Full description at Econpapers \|\| Download paper	15
16	2007	Statistical Process Control using Shewhart Control Charts with Supplementary Runs Rules. (2007). Koutras, M V ; Maravelakis, P E ; Bersimis, S. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:9:y:2007:i:2:d:10.1007_s11009-007-9016-8. Full description at Econpapers \|\| Download paper	14
17	2004	Numerical Treatment of Homogeneous Semi-Markov Processes in Transient Caseâa Straightforward Approach. (2004). Corradi, Gianfranco ; Manca, Raimondo ; Janssen, Jacques. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:6:y:2004:i:2:d:10.1023_b:mcap.0000017715.28371.85. Full description at Econpapers \|\| Download paper	14
18	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
19	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	13
20	2016	Background Risk Models and Stepwise Portfolio Construction. (2016). Asimit, Alexandru V ; Zitikis, Ricardas ; Vernic, Raluca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:3:d:10.1007_s11009-015-9458-3. Full description at Econpapers \|\| Download paper	13
21	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	13
22	2010	Initial and Final Backward and Forward Discrete Time Non-homogeneous Semi-Markov Credit Risk Models. (2010). Damico, Guglielmo ; Manca, Raimondo ; Janssen, Jacques. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:2:d:10.1007_s11009-009-9142-6. Full description at Econpapers \|\| Download paper	13
23	2012	A Double-ended Queue with Catastrophes and Repairs, and a Jump-diffusion Approximation. (2012). Crescenzo, Antonio ; Nobile, Amelia G ; Kumar, Balasubramanian Krishna ; Giorno, Virginia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:4:d:10.1007_s11009-011-9214-2. Full description at Econpapers \|\| Download paper	12
24	2016	A Functional Central Limit Theorem for a Markov-Modulated Infinite-Server Queue. (2016). Anderson, D ; Turck, K ; Thorsdottir, H ; Mandjes, M ; Blom, J. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:1:d:10.1007_s11009-014-9405-8. Full description at Econpapers \|\| Download paper	12
25	2010	The Perturbed Compound Poisson Risk Process with Investment and Debit Interest. (2010). Yin, Chuancun ; Wang, Chunwei. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:3:d:10.1007_s11009-008-9109-z. Full description at Econpapers \|\| Download paper	11
26	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
27	2003	Asymptotics of a Boundary Crossing Probability of a Brownian Bridge with General Trend. (2003). Bischoff, Wolfgang ; Husler, Jurg ; Hashorva, Enkelejd ; Miller, Frank. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:5:y:2003:i:3:d:10.1023_a:1026242019110. Full description at Econpapers \|\| Download paper	11
28	2008	A Factorisation of Diffusion Measure and Finite Sample Path Constructions. (2008). Beskos, Alexandros ; Roberts, Gareth O ; Papaspiliopoulos, Omiros. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:10:y:2008:i:1:d:10.1007_s11009-007-9060-4. Full description at Econpapers \|\| Download paper	11
29	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	2010	Drawdowns and Rallies in a Finite Time-horizon. (2010). Zhang, Hongzhong ; Hadjiliadis, Olympia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:2:d:10.1007_s11009-009-9139-1. Full description at Econpapers \|\| Download paper	11
31	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	11
32	2009	Bayesian Copulae Distributions, with Application to Operational Risk Management. (2009). Dalla Valle, Luciana. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:1:d:10.1007_s11009-007-9067-x. Full description at Econpapers \|\| Download paper	10
33	2011	Measures of Component Importance in Nonrepairable and Repairable Multistate Strongly Coherent Systems. (2011). Natvig, Bent. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:3:d:10.1007_s11009-010-9170-2. Full description at Econpapers \|\| Download paper	10
34	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
35	1999	Langevin-Type Models II: Self-Targeting Candidates for MCMC Algorithms. (1999). Stramer, O ; Tweedie, R L. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:1:y:1999:i:3:d:10.1023_a:1010090512027*. Full description at Econpapers \|\| Download paper	10
36	2008	Exact Simulation of IG-OU Processes. (2008). Zhang, Shibin. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:10:y:2008:i:3:d:10.1007_s11009-007-9056-0. Full description at Econpapers \|\| Download paper	10
37	2009	Fourier Inversion Formulas in Option Pricing and Insurance. (2009). Dufresne, Daniel ; Morales, Manuel ; Garrido, Jose. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-007-9049-z. Full description at Econpapers \|\| Download paper	9
38	2001	A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes. (2001). Giraudo, Maria Teresa ; Zucca, Cristina ; Sacerdote, Laura. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:3:y:2001:i:2:d:10.1023_a:1012261328124. Full description at Econpapers \|\| Download paper	9
39	2010	Two New Mixture Models Related to the Inverse Gaussian Distribution. (2010). Kotz, Samuel ; Sanhueza, Antonio ; Leiva, Victor. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:1:d:10.1007_s11009-008-9112-4. Full description at Econpapers \|\| Download paper	9
40	2011	Exact Simulation of Jump-Diffusion Processes with Monte Carlo Applications. (2011). Casella, Bruno ; Roberts, Gareth O. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:3:d:10.1007_s11009-009-9163-1. Full description at Econpapers \|\| Download paper	9
41	2002	Langevin Diffusions and Metropolis-Hastings Algorithms. (2002). Roberts, G O ; Stramer, O. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:4:y:2002:i:4:d:10.1023_a:1023562417138. Full description at Econpapers \|\| Download paper	9
42	2011	On Success Runs of Length Exceeded a Threshold. (2011). Makri, Frosso S ; Psillakis, Zaharias M. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:2:d:10.1007_s11009-009-9147-1. Full description at Econpapers \|\| Download paper	9
43	2012	Approximations and Inequalities for Moving Sums. (2012). Glaz, Joseph ; Wang, Xiao ; Naus, Joseph. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9251-x. Full description at Econpapers \|\| Download paper	9
44	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	8
45	1999	Langevin-Type Models I: Diffusions with Given Stationary Distributions and their Discretizations. (1999). Stramer, O ; Tweedie, R L. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:1:y:1999:i:3:d:10.1023_a:1010086427957*. Full description at Econpapers \|\| Download paper	8
46	2000	Diffusion Processes Associated with Nonlinear Evolution Equations for Signed Measures. (2000). Jourdain, B. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:2:y:2000:i:1:d:10.1023_a:1010059302049. Full description at Econpapers \|\| Download paper	8
47	2006	Approximate Simulation of Hawkes Processes. (2006). Moller, Jesper ; Rasmussen, Jakob G. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:1:d:10.1007_s11009-006-7288-z. Full description at Econpapers \|\| Download paper	8
48	2012	Global Dependence Stochastic Orders. (2012). Shaked, Moshe ; Suarez-Llorens, Alfonso ; Sordo, Miguel A. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9253-8. Full description at Econpapers \|\| Download paper	8
49	2005	Maximum Likelihood Estimation for an Observation Driven Model for Poisson Counts. (2005). Davis, Richard A ; Streett, Sarah B. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:7:y:2005:i:2:d:10.1007_s11009-005-1480-4. Full description at Econpapers \|\| Download paper	8
50	2018	Expectiles, Omega Ratios and Stochastic Ordering. (2018). Bellini, Fabio ; Muller, Alfred ; Klar, Bernhard. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:3:d:10.1007_s11009-016-9527-2. Full description at Econpapers \|\| Download paper	8

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	15
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	15
3	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
4	2014	An Insurance Risk Model with Parisian Implementation Delays. (2014). Landriault, David ; Zhou, Xiaowen ; Renaud, Jean-Franois. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:16:y:2014:i:3:d:10.1007_s11009-012-9317-4. Full description at Econpapers \|\| Download paper	9
5	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	9
6	2016	On the Laplace Transform of the Lognormal Distribution. (2016). Asmussen, Soren ; Rojas-Nandayapa, Leonardo ; Jensen, Jens Ledet. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:2:d:10.1007_s11009-014-9430-7. Full description at Econpapers \|\| Download paper	8
7	2013	Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate. (2013). Wang, Kaiyong ; Gao, Qingwu. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:1:d:10.1007_s11009-011-9226-y. Full description at Econpapers \|\| Download paper	7
8	2009	Properties of Distortion Risk Measures. (2009). Balbas, Alejandro ; Mayoral, Silvia ; Garrido, Jose. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-008-9089-z. Full description at Econpapers \|\| Download paper	7
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	6
10	2018	Modeling Zero Inflation in Count Data Time Series with Bounded Support. (2018). Moller, Tobias A ; Sirchenko, Andrei ; Kim, Hee-Young ; Weiss, Christian H. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:2:d:10.1007_s11009-017-9577-0. Full description at Econpapers \|\| Download paper	6
11	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	6
12	2018	Expectiles, Omega Ratios and Stochastic Ordering. (2018). Bellini, Fabio ; Muller, Alfred ; Klar, Bernhard. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:3:d:10.1007_s11009-016-9527-2. Full description at Econpapers \|\| Download paper	6
13	2016	Background Risk Models and Stepwise Portfolio Construction. (2016). Asimit, Alexandru V ; Zitikis, Ricardas ; Vernic, Raluca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:3:d:10.1007_s11009-015-9458-3. Full description at Econpapers \|\| Download paper	6
14	2017	The Log-Linear Birnbaum-Saunders Power Model. (2017). Martinez-Florez, Guillermo ; Gomez, Hector W ; Bolfarine, Heleno. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:19:y:2017:i:3:d:10.1007_s11009-016-9526-3. Full description at Econpapers \|\| Download paper	6
15	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	5
16	2018	Telegraph Process with Elastic Boundary at the Origin. (2018). di Crescenzo, Antonio ; Zacks, Shelemyahu ; Martinucci, Barbara. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:1:d:10.1007_s11009-017-9549-4. Full description at Econpapers \|\| Download paper	5
17	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	5
18	2012	Reliability Measures of Semi-Markov Systems with General State Space. (2012). Limnios, Nikolaos. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:4:d:10.1007_s11009-011-9211-5. Full description at Econpapers \|\| Download paper	5
19	2016	A Functional Central Limit Theorem for a Markov-Modulated Infinite-Server Queue. (2016). Anderson, D ; Turck, K ; Thorsdottir, H ; Mandjes, M ; Blom, J. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:1:d:10.1007_s11009-014-9405-8. Full description at Econpapers \|\| Download paper	5
20	2022	On the Time-Dependent Delta-Shock Model Governed by the Generalized PÃ³Lya Process. (2022). Finkelstein, Maxim ; Hazra, Nil Kamal ; Goyal, Dheeraj. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09880-8. Full description at Econpapers \|\| Download paper	4
21	2012	A Double-ended Queue with Catastrophes and Repairs, and a Jump-diffusion Approximation. (2012). Crescenzo, Antonio ; Nobile, Amelia G ; Kumar, Balasubramanian Krishna ; Giorno, Virginia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:4:d:10.1007_s11009-011-9214-2. Full description at Econpapers \|\| Download paper	4
22	2010	Two New Mixture Models Related to the Inverse Gaussian Distribution. (2010). Kotz, Samuel ; Sanhueza, Antonio ; Leiva, Victor. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:1:d:10.1007_s11009-008-9112-4. Full description at Econpapers \|\| Download paper	4
23	2013	On the Generalized Telegraph Process with Deterministic Jumps. (2013). di Crescenzo, Antonio ; Martinucci, Barbara. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:1:d:10.1007_s11009-011-9235-x. Full description at Econpapers \|\| Download paper	4
24	2018	Comparisons Between Largest Order Statistics from Multiple-outlier Models with Dependence. (2018). Navarro, Jorge ; del Aguila, Yolanda ; Torrado, Nuria. 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	4
25	2017	Compound Geometric Distribution of Order k. (2017). Koutras, Markos V ; Eryilmaz, Serkan. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:19:y:2017:i:2:d:10.1007_s11009-016-9482-y. Full description at Econpapers \|\| Download paper	4
26	2018	Coupling Importance Sampling and Multilevel Monte Carlo using Sample Average Approximation. (2018). Kebaier, Ahmed ; Lelong, Jerome. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:2:d:10.1007_s11009-017-9579-y. Full description at Econpapers \|\| Download paper	4
27	2015	Asymptotic Multivariate Finite-time Ruin Probability with Statistically Dependent Heavy-tailed Claims. (2015). Li, Xiaohu ; Zhuang, Jinsen ; Wu, Jintang. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:17:y:2015:i:2:d:10.1007_s11009-013-9375-2. Full description at Econpapers \|\| Download paper	4
28	2018	Stability in Distribution of a Stochastic Competitive Lotka-Volterra System with S-type Distributed Time Delays. (2018). Wang, Sheng ; Hu, Guixin. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:4:d:10.1007_s11009-018-9615-6. Full description at Econpapers \|\| Download paper	4
29	2022	Assessment of Shock Models for a Particular Class of Intershock Time Distributions. (2022). Kus, Coskun ; Eryilmaz, Serkan ; Tuncel, Altan. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:1:d:10.1007_s11009-021-09847-9. Full description at Econpapers \|\| Download paper	4
30	2022	Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications. (2022). Bachouch, Achref ; Pham, Huyen ; Langrene, Nicolas ; Hure, Come. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:1:d:10.1007_s11009-019-09767-9. Full description at Econpapers \|\| Download paper	4
31	2006	The Cross-Entropy Method for Continuous Multi-Extremal Optimization. (2006). Kroese, Dirk P ; Rubinstein, Reuven Y ; Porotsky, Sergey. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:3:d:10.1007_s11009-006-9753-0. Full description at Econpapers \|\| Download paper	4
32	2020	On Nodes of Small Degrees and Degree Profile in Preferential Dynamic Attachment Circuits. (2020). Zhang, Panpan ; Mahmoud, Hosam M. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:2:d:10.1007_s11009-019-09726-4. Full description at Econpapers \|\| Download paper	4
33	2016	Vector-Valued Tail Value-at-Risk and Capital Allocation. (2016). Cossette, Helene ; Mesfioui, Mhamed ; Marceau, Etienne ; Mailhot, Melina. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:3:d:10.1007_s11009-015-9444-9. Full description at Econpapers \|\| Download paper	3
34	2008	Exact Simulation of IG-OU Processes. (2008). Zhang, Shibin. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:10:y:2008:i:3:d:10.1007_s11009-007-9056-0. Full description at Econpapers \|\| Download paper	3
35	2022	General M-Estimator Processes and their m out of n Bootstrap with Functional Nuisance Parameters. (2022). Ferfache, Anouar Abdeldjaoued ; Elhattab, Issam ; Bouzebda, Salim. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09965-y. Full description at Econpapers \|\| Download paper	3
36	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
37	2012	Estimation of the Expected Number of Earthquake Occurrences Based on Semi-Markov Models. (2012). Votsi, Irene ; Papadimitriou, Eleftheria ; Tsaklidis, George ; Limnios, Nikolaos. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9257-4. Full description at Econpapers \|\| Download paper	3
38	2004	Numerical Treatment of Homogeneous Semi-Markov Processes in Transient Caseâa Straightforward Approach. (2004). Corradi, Gianfranco ; Manca, Raimondo ; Janssen, Jacques. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:6:y:2004:i:2:d:10.1023_b:mcap.0000017715.28371.85. Full description at Econpapers \|\| Download paper	3
39	2020	Modelling Net Carrying Amount of Shares for Market Consistent Valuation of Life Insurance Liabilities. (2020). ThÃÂ©rond, Pierre-Emmanuel ; Pierre-E. Therond, ; Salhi, Yahia ; Dorobantu, Diana. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:2:d:10.1007_s11009-019-09729-1. Full description at Econpapers \|\| Download paper	3
40	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	3
41	2019	Calibration for Weak Variance-Alpha-Gamma Processes. (2019). Buchmann, Boris ; Madan, Dilip B ; Lu, Kevin W. 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	3
42	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	3
43	2014	Multivariate Generalized MarshallâOlkin Distributions and Copulas. (2014). Lin, Jianhua. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:16:y:2014:i:1:d:10.1007_s11009-012-9297-4. Full description at Econpapers \|\| Download paper	3
44	2019	Option Pricing with Fractional Stochastic Volatility and Discontinuous Payoff Function of Polynomial Growth. (2019). Bezborodov, Viktor ; Mishura, Yuliya ; Persio, Luca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:21:y:2019:i:1:d:10.1007_s11009-018-9650-3. Full description at Econpapers \|\| Download paper	3
45	2011	Exact Simulation of Jump-Diffusion Processes with Monte Carlo Applications. (2011). Casella, Bruno ; Roberts, Gareth O. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:3:d:10.1007_s11009-009-9163-1. Full description at Econpapers \|\| Download paper	3
46	2019	Reliability and Survival Analysis for Drifting Markov Models: Modeling and Estimation. (2019). Barbu, Vlad Stefan ; Vergne, Nicolas. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:21:y:2019:i:4:d:10.1007_s11009-018-9682-8. Full description at Econpapers \|\| Download paper	3
47	2021	Modelling of Limit Order Books by General Compound Hawkes Processes with Implementations. (2021). Swishchuk, Anatoliy. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:1:d:10.1007_s11009-020-09803-z. Full description at Econpapers \|\| Download paper	3
48	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
49	2012	Global Dependence Stochastic Orders. (2012). Shaked, Moshe ; Suarez-Llorens, Alfonso ; Sordo, Miguel A. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9253-8. Full description at Econpapers \|\| Download paper	3
50	2019	Estimation of Inverse Lindley Distribution Using Product of Spacings Function for Hybrid Censored Data. (2019). Basu, Suparna ; Singh, Umesh. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:21:y:2019:i:4:d:10.1007_s11009-018-9676-6. Full description at Econpapers \|\| Download paper	3

Citing documents used to compute impact factor: 35

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2022	Upper bound on the rate of convergence and truncation bound for non-homogeneous birth and death processes on Z. (2022). Kovalev, I A ; Zeifman, A I ; Razumchik, R V ; Satin, Y A. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:423:y:2022:i:c:s0096300322000959. Full description at Econpapers \|\| Download paper
2022	Joint Reliability Function of Coherent Systems with Shared Heterogeneous Components. (2022). Navarro, Jorge ; Asadi, Majid ; Ashrafi, Somayeh. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09867-5. Full description at Econpapers \|\| Download paper
2022	On Dependent Multi-State Semi-Coherent Systems Based on Multi-State Joint Signature. (2022). Cui, Lirong ; Balakrishnan, Narayanaswamy ; Yi, HE. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09877-3. Full description at Econpapers \|\| Download paper
2022	Threshold dynamics and density function of a stochastic epidemic model with media coverage and mean-reverting OrnsteinâUhlenbeck process. (2022). Hayat, Tasawar ; Han, Bingtao ; Jiang, Daqing ; Zhou, Baoquan. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:196:y:2022:i:c:p:15-44. Full description at Econpapers \|\| Download paper
2022	Discussion on the transient solution of single server Markovian multiple variant vacation queues with disasters. (2022). Vadivukarasi, M ; Kalidass, K. In: OPSEARCH. RePEc:spr:opsear:v:59:y:2022:i:4:d:10.1007_s12597-022-00574-4. Full description at Econpapers \|\| Download paper
2022	Exact One- and Two-Sample Likelihood Ratio Tests based on Time-Constrained Life-Tests from Exponential Distributions. (2022). So, Hon-Yiu ; Balakrishnan, Narayanaswamy ; Zhu, Xiaojun. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09907-0. Full description at Econpapers \|\| Download paper
2022	Limit theorems for a discrete-time marked Hawkes process. (2022). Wang, Haixu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:184:y:2022:i:c:s0167715222000037. Full description at Econpapers \|\| Download paper
2022	Hawkes processes framework with a Gamma density as excitation function: application to natural disasters for insurance. (2022). State, Radu ; Nichil, Geoffrey ; Meira, Jorge Augusto ; Lejay, Antoine ; Deaconu, Madalina ; Lesage, Laurent. In: Post-Print. RePEc:hal:journl:hal-03040090. Full description at Econpapers \|\| Download paper
2022	Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance. (2022). State, Radu ; Nichil, Geoffrey ; Meira, Jorge Augusto ; Lejay, Antoine ; Deaconu, Madalina ; Lesage, Laurent. 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
2022	Matrix Variate Two-Sided Power Distribution. (2022). Zinodiny, Shokofeh ; Nadarajah, Saralees. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:1:d:10.1007_s11009-020-09845-3. Full description at Econpapers \|\| Download paper
2022	Profile of Random Exponential Recursive Trees. (2022). Mahmoud, Hosam. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:1:d:10.1007_s11009-020-09831-9. Full description at Econpapers \|\| Download paper
2022	Uniform Preferential Selection Model for Generating Scale-free Networks. (2022). Anwar, Raheel ; Abid, Muhammad ; Yousuf, Muhammad Irfan. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:1:d:10.1007_s11009-021-09854-w. Full description at Econpapers \|\| Download paper
2022	Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms. (2022). Zhang, Panpan ; Wang, Tiandong. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:74:y:2022:i:5:d:10.1007_s10463-022-00827-5. Full description at Econpapers \|\| Download paper
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2022	Estimation of future discretionary benefits in traditional life insurance. (2021). Hochgerner, Simon ; Gach, Florian. In: Papers. RePEc:arx:papers:2101.06077. Full description at Econpapers \|\| Download paper
2022	A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process. (2022). Woo, Jae-Kyung ; Liu, Haibo ; Albrecher, Hansjorg. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:103:y:2022:i:c:p:96-118. Full description at Econpapers \|\| Download paper
2022	A Multinomial Approximation Approach for the Finite Time Survival Probability Under the Markov-modulated Risk Model. (2022). Nie, Ciyu ; Wei, Zhenghong ; Su, Bihao ; Li, Jingchao. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09897-z. Full description at Econpapers \|\| Download paper
2022	On the Derivative Counting Processes of First- and Second-order Aggregated Semi-Markov Systems. (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_s11009-021-09896-0. Full description at Econpapers \|\| Download paper
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2022	Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm. (2022). Yavuz, Fulya Gokalp ; Arslan, Olcay ; Guney, Yesim. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:191:y:2022:i:c:s0047259x2200046x. Full description at Econpapers \|\| Download paper
2022	Covid-19 impact on Cryptocurrencies market using Multivariate Time Series Models. (2022). , Jennifer ; Nitithumbundit, Thanakorn. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:365-375. Full description at Econpapers \|\| Download paper
2022	Sequential Estimation of an Inverse Gaussian Mean with Known Coefficient of Variation. (2022). Joshi, Neeraj ; Bapat, Sudeep R ; Chaturvedi, Ajit. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:84:y:2022:i:1:d:10.1007_s13571-021-00266-x. Full description at Econpapers \|\| Download paper
2022	A Family of Induced Distributions. (2022). Dafnis, Spiros D ; Koutras, Markos V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09887-1. Full description at Econpapers \|\| Download paper
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2022	Weak runs in sequences of binary trials. (2022). Makri, Frosso S ; Dafnis, Spiros D. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:85:y:2022:i:5:d:10.1007_s00184-021-00842-1. Full description at Econpapers \|\| Download paper
2022	Margin requirements based on a stochastic correlation model. (2022). Varadi, Kata ; Szabo, David Zoltan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:10:p:1797-1820. Full description at Econpapers \|\| Download paper
2022	A note on the conditional probabilities of the telegraph process. (2022). Cinque, Fabrizio. In: Statistics & Probability Letters. RePEc:eee:stapro:v:185:y:2022:i:c:s0167715222000384. Full description at Econpapers \|\| Download paper
2022	Moments Computation for General Markov Fluid Models. (2022). Nabli, Hedi. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09903-4. Full description at Econpapers \|\| Download paper
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2022	Kac-Ornstein-Uhlenbeck Processes: Stationary Distributions and Exponential Functionals. (2022). Ratanov, Nikita. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09956-z. Full description at Econpapers \|\| Download paper
2022	Multi-Point and Multi-Interval Bounded-Covering Availability Measures for Aggregated Markovian Repairable Systems. (2022). Shen, Jingyuan ; Balakrishnan, Narayanaswamy ; Cui, Lirong ; Yi, HE. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09936-3. Full description at Econpapers \|\| Download paper
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2022	Stationary distribution, extinction and density function of a stochastic prey-predator system with general anti-predator behavior and fear effect. (2022). Jiang, Daqing ; Han, Bingtao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006683. Full description at Econpapers \|\| Download paper

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2022	Maximum Likelihood Estimation for a Markov-Modulated Jump-Diffusion Model. (2022). Reynoso, Bor ; Baltazar-Larios, Fernando ; Eslava, Laura. In: Papers. RePEc:arx:papers:2211.17220. Full description at Econpapers \|\| Download paper
2022	A Stackelberg reinsurance-investment game under $\alpha$-maxmin mean-variance criterion and stochastic volatility. (2022). Song, Yilun ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2212.14327. Full description at Econpapers \|\| Download paper
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2022	Stackelberg differential game for insurance under model ambiguity. (2022). Zou, Bin ; Young, Virginia R ; Li, Dongchen ; Cao, Jingyi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:128-145. Full description at Econpapers \|\| Download paper
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2022	Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory. (2022). Wang, Ruodu ; Mao, Tiantian. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:103:y:2022:i:c:s0304406822000921. Full description at Econpapers \|\| Download paper
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2022	Langevin algorithms for Markovian Neural Networks and Deep Stochastic control. (2022). Pages, Gilles ; Bras, Pierre. In: Working Papers. RePEc:hal:wpaper:hal-03980632. Full description at Econpapers \|\| Download paper
2022	Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes. (2022). Gapeev, Pavel V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-021-09917-y. Full description at Econpapers \|\| Download paper
2022	Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions. (2022). Kort, Peter ; Lavrutich, Maria N ; Gapeev, Pavel V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-022-09959-w. Full description at Econpapers \|\| Download paper

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. (2020). Sengupta, Indranil ; Awasthi, Shantanu. In: Papers. RePEc:arx:papers:2006.07167. Full description at Econpapers \|\| Download paper
2021	Merton Investment Problems in Finance and Insurance for the Hawkes-based Models. (2021). Swishchuk, Anatoliy. In: Papers. RePEc:arx:papers:2104.02694. Full description at Econpapers \|\| Download paper
2021	General Compound Hawkes Processes for Mid-Price Prediction. (2021). Delise, Timothy ; Sjogren, Myles. In: Papers. RePEc:arx:papers:2110.07075. Full description at Econpapers \|\| Download paper
2021	Computation of survival signatures for multi-state consecutive-k systems. (2021). Balakrishnan, Narayanaswamy ; Cui, Lirong ; Yi, HE. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:208:y:2021:i:c:s0951832021000028. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
2021	Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes. (2021). Fabio, Spizzichino ; Giovanna, Nappo ; Rachele, Foschi. In: Dependence Modeling. RePEc:vrs:demode:v:9:y:2021:i:1:p:394-423:n:16. Full description at Econpapers \|\| Download paper

Recent citations received in 2020

Year	Citing document
2020	Pandemic risk management: resources contingency planning and allocation. (2020). Chong, Wing Fung ; Chen, Xiaowei ; Zhang, Linfeng ; Feng, Runhuan. In: Papers. RePEc:arx:papers:2012.03200. Full description at Econpapers \|\| Download paper
2020	SCARE: When Economics Meets Epidemiology with COVID-19. (2020). Proost, Stef ; Picard, Nathalie ; de Palma, Andre. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8573. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	Hawkes processes framework with a Gamma density as excitation function: application to natural disasters for insurance. (2020). Lesage, Laurent ; State, Radu ; Nichil, Geoffrey ; Meira, Jorge ; Lejay, Antoine ; Deaconu, Madalina. In: Working Papers. RePEc:hal:wpaper:hal-03040090. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	. Full description at Econpapers \|\| Download paper
2019	Quantitative and Comparative Analyses of Limit Order Books with General Compound Hawkes Processes. (2019). Swishchuk, Anatoliy ; He, Qiyue. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:110-:d:282628. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Methodology and Computing in Applied Probability / Springer	15	244
2			121
3	Papers / arXiv.org	85	94
4	Insurance: Mathematics and Economics / Elsevier	54	67
5	Statistics & Probability Letters / Elsevier	34	47
6	Reliability Engineering and System Safety / Elsevier	51	43
7	Applied Mathematics and Computation / Elsevier	28	30
8	Risks / MDPI	17	25
9	Stochastic Processes and their Applications / Elsevier	46	24
10	European Journal of Operational Research / Elsevier	128	21
11	Annals of Operations Research / Springer	46	16