Citation analysis for Methodology and Computing in Applied Probability / Springer

Citation Profile [Updated: 2025-01-21 17:37:07]

5 Years H Index

Impact Factor (IF)

0.18

5 Years IF

0.12

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	0.31	0.09	0	22	22	110	2	2	0		0		2	100	2	0.09	0.15
2000	0.09	0.36	0.07	0.09	23	45	36	3	5	22	2	22	2	1	33.3	1	0.04	0.16
2001	0.04	0.39	0.04	0.04	24	69	30	3	8	45	2	45	2	1	33.3	1	0.04	0.17
2002	0.06	0.41	0.08	0.09	23	92	28	7	15	47	3	69	6	3	42.9		0	0.21
2003	0	0.44	0.02	0.02	24	116	37	2	17	47		92	2		0		0	0.22
2004	0	0.49	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	61	13	38	48	5	118	9	5	38.5		0	0.24
2006	0.04	0.51	0.04	0.02	28	195	111	8	46	51	2	122	3	5	62.5		0	0.23
2007	0.11	0.46	0.08	0.09	33	228	70	18	64	55	6	126	11	7	38.9		0	0.2
2008	0.23	0.49	0.16	0.18	29	257	69	39	105	61	14	136	24	18	46.2	1	0.03	0.23
2009	0.08	0.48	0.1	0.11	37	294	177	30	135	62	5	141	15	5	16.7	3	0.08	0.24
2010	0.2	0.48	0.14	0.16	45	339	146	47	182	66	13	154	24	11	23.4	2	0.04	0.21
2011	0.26	0.52	0.19	0.25	42	381	140	72	254	82	21	172	43	18	25	5	0.12	0.24
2012	0.21	0.52	0.13	0.18	60	441	137	57	311	87	18	186	33	8	14		0	0.22
2013	0.23	0.56	0.19	0.24	48	489	97	93	404	102	23	213	52	15	16.1	1	0.02	0.24
2014	0.16	0.55	0.14	0.21	57	546	107	75	480	108	17	232	48	15	20	1	0.02	0.23
2015	0.09	0.55	0.13	0.14	62	608	95	82	562	105	9	252	36	15	18.3	3	0.05	0.23
2016	0.13	0.52	0.17	0.16	63	671	110	113	675	119	16	269	43	19	16.8	5	0.08	0.21
2017	0.18	0.54	0.17	0.16	61	732	60	123	799	125	22	290	47	23	18.7	1	0.02	0.22
2018	0.1	0.55	0.15	0.14	72	804	122	123	922	124	12	291	40	25	20.3	4	0.06	0.23
2019	0.18	0.56	0.22	0.22	74	878	53	189	1111	133	24	315	69	44	23.3	2	0.03	0.23
2020	0.21	0.67	0.19	0.19	73	951	61	176	1287	146	30	332	62	41	23.3	5	0.07	0.32
2021	0.14	0.79	0.22	0.24	75	1026	38	228	1516	147	20	343	82	38	16.7	6	0.08	0.29
2022	0.24	0.83	0.2	0.23	138	1164	77	230	1746	148	35	355	81	61	26.5	16	0.12	0.25
2023	0.21	0.82	0.18	0.2	80	1244	27	219	1965	213	44	432	87	37	16.9	9	0.11	0.23
2024	0.18		0.09	0.12	49	1293	0	115	2080	218	40	440	52	17	14.8		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	71
2	2009	Random Survival Forests Models for SME Credit Risk Measurement. (2009). Fantazzini, Dean ; Figini, Silvia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:1:d:10.1007_s11009-008-9078-2. Full description at Econpapers \|\| Download paper	38
3	2009	Properties of Distortion Risk Measures. (2009). 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	33
4	2010	Risk Processes with Non-stationary Hawkes Claims Arrivals. (2010). Stabile, Gabriele ; Torrisi, Giovanni Luca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:3:d:10.1007_s11009-008-9110-6. Full description at Econpapers \|\| Download paper	31
5	2006	Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach. (2006). Barrera-Esteve, Christophe ; Reboul-Salze, Damien ; Munos, Remi ; Meziou, Asma ; Gobet, Emmanuel ; Dossal, Charles ; Bergeret, Florent. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:4:d:10.1007_s11009-006-0427-8. Full description at Econpapers \|\| Download paper	30
6	2014	An Insurance Risk Model with Parisian Implementation Delays. (2014). Landriault, David ; Zhou, Xiaowen ; Renaud, Jean-Franois. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:16:y:2014:i:3:d:10.1007_s11009-012-9317-4. Full description at Econpapers \|\| Download paper	27
7	2011	Tail Risk of Multivariate Regular Variation. (2011). Joe, Harry ; Li, Haijun. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:4:d:10.1007_s11009-010-9183-x. Full description at Econpapers \|\| Download paper	26
8	2013	Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate. (2013). Wang, Kaiyong ; Gao, Qingwu. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:1:d:10.1007_s11009-011-9226-y. Full description at Econpapers \|\| Download paper	22
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	2012	Drawdowns and the Speed of Market Crash. (2012). Zhang, Hongzhong ; Hadjiliadis, Olympia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9262-7. Full description at Econpapers \|\| Download paper	18
12	2008	An Efficient Algorithm for Rare-event Probability Estimation, Combinatorial Optimization, and Counting. (2008). Botev, Zdravko I ; Kroese, Dirk P. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:10:y:2008:i:4:d:10.1007_s11009-008-9073-7. Full description at Econpapers \|\| Download paper	17
13	2009	Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities. (2009). Lefevre, Claude ; Loisel, Stephane. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-009-9123-9. Full description at Econpapers \|\| Download paper	17
14	2006	The Cross-Entropy Method for Continuous Multi-Extremal Optimization. (2006). Kroese, Dirk P ; Rubinstein, Reuven Y ; Porotsky, Sergey. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:3:d:10.1007_s11009-006-9753-0. Full description at Econpapers \|\| Download paper	16
15	2013	Bayesian Inference for Hawkes Processes. (2013). Rasmussen, Jakob Gulddahl. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:3:d:10.1007_s11009-011-9272-5. Full description at Econpapers \|\| Download paper	15
16	2004	Numerical Treatment of Homogeneous Semi-Markov Processes in Transient Caseâa Straightforward Approach. (2004). Corradi, Gianfranco ; Manca, Raimondo ; Janssen, Jacques. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:6:y:2004:i:2:d:10.1023_b:mcap.0000017715.28371.85. Full description at Econpapers \|\| Download paper	15
17	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
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	14
19	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
20	2010	Initial and Final Backward and Forward Discrete Time Non-homogeneous Semi-Markov Credit Risk Models. (2010). Damico, Guglielmo ; Manca, Raimondo ; Janssen, Jacques. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:2:d:10.1007_s11009-009-9142-6. Full description at Econpapers \|\| Download paper	14
21	2011	Tail Conditional Expectation for the Multivariate Pareto Distribution of the Second Kind: Another Approach. (2011). Vernic, Raluca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:1:d:10.1007_s11009-009-9131-9. Full description at Econpapers \|\| Download paper	14
22	2016	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
23	2012	A Double-ended Queue with Catastrophes and Repairs, and a Jump-diffusion Approximation. (2012). Crescenzo, Antonio ; Nobile, Amelia G ; Kumar, Balasubramanian Krishna ; Giorno, Virginia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:4:d:10.1007_s11009-011-9214-2. Full description at Econpapers \|\| Download paper	13
24	2016	A Functional Central Limit Theorem for a Markov-Modulated Infinite-Server Queue. (2016). Anderson, D ; Turck, K ; Thorsdottir, H ; Mandjes, M ; Blom, J. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:1:d:10.1007_s11009-014-9405-8. Full description at Econpapers \|\| Download paper	13
25	2010	Drawdowns and Rallies in a Finite Time-horizon. (2010). Zhang, Hongzhong ; Hadjiliadis, Olympia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:2:d:10.1007_s11009-009-9139-1. Full description at Econpapers \|\| Download paper	12
26	2016	On the Laplace Transform of the Lognormal Distribution. (2016). Asmussen, Soren ; Rojas-Nandayapa, Leonardo ; Jensen, Jens Ledet. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:2:d:10.1007_s11009-014-9430-7. Full description at Econpapers \|\| Download paper	12
27	2009	Robust Optimal Portfolio Choice Under Markovian Regime-switching Model. (2009). Siu, Tak Kuen ; Elliott, Robert J. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:2:d:10.1007_s11009-008-9085-3. Full description at Econpapers \|\| Download paper	11
28	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
29	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
30	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
31	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
32	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
33	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
34	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
35	2018	Expectiles, Omega Ratios and Stochastic Ordering. (2018). Bellini, Fabio ; Muller, Alfred ; Klar, Bernhard. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:3:d:10.1007_s11009-016-9527-2. Full description at Econpapers \|\| Download paper	10
36	1999	Langevin-Type Models II: Self-Targeting Candidates for MCMC Algorithms. (1999). Stramer, O ; Tweedie, R L. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:1:y:1999:i:3:d:10.1023_a:1010090512027*. Full description at Econpapers \|\| Download paper	10
37	2008	Exact Simulation of IG-OU Processes. (2008). Zhang, Shibin. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:10:y:2008:i:3:d:10.1007_s11009-007-9056-0. Full description at Econpapers \|\| Download paper	10
38	2005	Maximum Likelihood Estimation for an Observation Driven Model for Poisson Counts. (2005). Davis, Richard A ; Streett, Sarah B. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:7:y:2005:i:2:d:10.1007_s11009-005-1480-4. Full description at Econpapers \|\| Download paper	10
39	2010	Two New Mixture Models Related to the Inverse Gaussian Distribution. (2010). Kotz, Samuel ; Sanhueza, Antonio ; Leiva, Victor. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:1:d:10.1007_s11009-008-9112-4. Full description at Econpapers \|\| Download paper	9
40	2011	On Success Runs of Length Exceeded a Threshold. (2011). Makri, Frosso S ; Psillakis, Zaharias M. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:2:d:10.1007_s11009-009-9147-1. Full description at Econpapers \|\| Download paper	9
41	2007	Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries. (2007). Wang, Liqun ; Potzelberger, Klaus. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:9:y:2007:i:1:d:10.1007_s11009-006-9002-6. Full description at Econpapers \|\| Download paper	9
42	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
43	2001	A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes. (2001). Giraudo, Maria Teresa ; Zucca, Cristina ; Sacerdote, Laura. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:3:y:2001:i:2:d:10.1023_a:1012261328124. Full description at Econpapers \|\| Download paper	9
44	2002	Langevin Diffusions and Metropolis-Hastings Algorithms. (2002). Roberts, G O ; Stramer, O. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:4:y:2002:i:4:d:10.1023_a:1023562417138. Full description at Econpapers \|\| Download paper	9
45	2011	Exact Simulation of Jump-Diffusion Processes with Monte Carlo Applications. (2011). Casella, Bruno ; Roberts, Gareth O. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:3:d:10.1007_s11009-009-9163-1. Full description at Econpapers \|\| Download paper	9
46	2009	Fourier Inversion Formulas in Option Pricing and Insurance. (2009). Dufresne, Daniel ; Morales, Manuel ; Garrido, Jose. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-007-9049-z. Full description at Econpapers \|\| Download paper	9
47	2016	Preservation of Stochastic Orders under the Formation of Generalized Distorted Distributions. Applications to Coherent Systems. (2016). Navarro, Jorge ; Suarez-Llorens, Alfonso ; Sordo, Miguel A ; Aguila, Yolanda. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:2:d:10.1007_s11009-015-9441-z. Full description at Econpapers \|\| Download paper	8
48	2011	On a Stochastic Survival Model for a System Under Randomly Variable Environment. (2011). Cha, Ji Hwan ; Mi, Jie. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:3:d:10.1007_s11009-010-9171-1. Full description at Econpapers \|\| Download paper	8
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	8
50	2000	Distribution of Subdominant Eigenvalues of Random Matrices. (2000). Goldberg, G ; Schneider, H ; Neumann, M ; Okunev, P. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:2:y:2000:i:2:d:10.1023_a:1010093922183. Full description at Econpapers \|\| Download paper	8

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	9
2	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
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	6
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	6
5	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	5
6	2022	Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims. (2022). Yuan, Meng ; Lu, Dawei. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-021-09921-2. Full description at Econpapers \|\| Download paper	4
7	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
8	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
9	2009	Random Survival Forests Models for SME Credit Risk Measurement. (2009). Fantazzini, Dean ; Figini, Silvia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:1:d:10.1007_s11009-008-9078-2. Full description at Econpapers \|\| Download paper	4
10	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	4
11	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
12	2023	Joint Reliability of Two Consecutive-(1, l) or (2, k)-out-of-(2, n): F Type Systems and Its Application in Smart Street Light Deployment. (2023). Balakrishnan, Narayanaswamy ; Li, Xiang ; Yi, HE ; Lu, Jingwen. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-09984-3. Full description at Econpapers \|\| Download paper	4
13	2013	Bayesian Inference for Hawkes Processes. (2013). Rasmussen, Jakob Gulddahl. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:3:d:10.1007_s11009-011-9272-5. Full description at Econpapers \|\| Download paper	4
14	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	3
15	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	3
16	2006	Passage Times in Fluid Models with Application to Risk Processes. (2006). Ramaswami, V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:4:d:10.1007_s11009-006-0426-9. Full description at Econpapers \|\| Download paper	3
17	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	3
18	2022	Robust Stochastic Stackelberg Differential Reinsurance and Investment Games for an Insurer and a Reinsurer with Delay. (2022). Yang, LU ; Zhu, Huainian ; Zhang, Chengke. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:1:d:10.1007_s11009-021-09855-9. Full description at Econpapers \|\| Download paper	3
19	2022	Bounds for the Renewal Function and Related Quantities. (2022). Politis, Konstadinos ; Losidis, Sotirios. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09953-2. Full description at Econpapers \|\| Download paper	3
20	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	3
21	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	2
22	2017	First Passage Time for Brownian Motion and Piecewise Linear Boundaries. (2017). Wang, Liqun ; Jin, Zhiyong. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:19:y:2017:i:1:d:10.1007_s11009-015-9475-2. Full description at Econpapers \|\| Download paper	2
23	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	2
24	2012	Random Motion on Simple Graphs. (2012). Papanicolaou, Vassilis G ; Lepipas, Dimitris C ; Papageorgiou, Effie G. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:2:d:10.1007_s11009-010-9203-x. Full description at Econpapers \|\| Download paper	2
25	2012	Sequential Order Statistics: Ageing and Stochastic Orderings. (2012). Torrado, Nuria ; Wiper, Michael P ; Lillo, Rosa E. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9248-5. Full description at Econpapers \|\| Download paper	2
26	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	2
27	2021	Asymptotic Results for the Absorption Time of Telegraph Processes with Elastic Boundary at the Origin. (2021). Macci, Claudio ; Pirozzi, Enrica ; Martinucci, Barbara. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:3:d:10.1007_s11009-020-09804-y. Full description at Econpapers \|\| Download paper	2
28	2023	Analysis of a Queueing System with Mixed Service Discipline. (2023). Dudina, Olga. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:2:d:10.1007_s11009-023-10042-1. Full description at Econpapers \|\| Download paper	2
29	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	2
30	2020	Optimal Reinsurance and Investment Strategy for an Insurer in a Model with Delay and Jumps. (2020). Zhang, Qiang ; Chen, Ping. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:2:d:10.1007_s11009-019-09734-4. Full description at Econpapers \|\| Download paper	2
31	2022	Analysis of a Multiple Dual-Stage Vacation Queueing System with Disaster and Repairable Server. (2022). , Dharmaraja ; Shapique, Mohammed. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09926-5. Full description at Econpapers \|\| Download paper	2
32	2022	Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses. (2022). Robert, Christian Y ; Denuit, Michel. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09888-0. Full description at Econpapers \|\| Download paper	2
33	2023	Equilibrium Joining Strategies in the Retrial Queue with Two Classes of Customers and Delayed Vacations. (2023). Liu, Liwei ; Shi, Xianyue. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:2:d:10.1007_s11009-023-10029-y. Full description at Econpapers \|\| Download paper	2
34	2023	Remaining Loads in a PH/M/c Queue with Impatient Customers. (2023). Swensen, Anders Rygh. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-10019-0. Full description at Econpapers \|\| Download paper	2
35	2013	A q-Analogue of the Stirling Formula and a Continuous Limiting Behaviour of the q-Binomial DistributionâNumerical Calculations. (2013). Kyriakoussis, Andreas George ; Vamvakari, Malvina. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:1:d:10.1007_s11009-011-9231-1. Full description at Econpapers \|\| Download paper	2
36	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	2
37	2021	Using Semi-Markov Chains to Solve Semi-Markov Processes. (2021). Wu, Bei ; Limnios, Nikolaos ; Garcia, Brenda Ivette. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:4:d:10.1007_s11009-020-09820-y. Full description at Econpapers \|\| Download paper	2
38	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	2
39	2019	Ruin and Deficit Under Claim Arrivals with the Order Statistics Property. (2019). Dimitrova, Dimitrina S ; Kaishev, Vladimir K ; Ignatov, Zvetan G. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:21:y:2019:i:2:d:10.1007_s11009-018-9669-5. Full description at Econpapers \|\| Download paper	2
40	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	2
41	2018	Uncertainty Quantification of Stochastic Simulation for Black-box Computer Experiments. (2018). Choe, Youngjun ; Byon, Eunshin ; Lam, Henry. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:4:d:10.1007_s11009-017-9599-7. Full description at Econpapers \|\| Download paper	2
42	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	2
43	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	2
44	2014	Limit Theory for Moderate Deviations from a Unit Root Under Innovations with a Possibly Infinite Variance. (2014). Huang, Sai-Hua ; Weng, Chengguo ; Pang, Tian-Xiao. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:16:y:2014:i:1:d:10.1007_s11009-012-9306-7. Full description at Econpapers \|\| Download paper	2
45	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
46	2013	On a Generalization from Ruin to Default in a LÃ©vy Insurance Risk Model. (2013). Feng, Runhuan ; Shimizu, Yasutaka. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:4:d:10.1007_s11009-012-9282-y. Full description at Econpapers \|\| Download paper	2
47	2010	Two New Mixture Models Related to the Inverse Gaussian Distribution. (2010). Kotz, Samuel ; Sanhueza, Antonio ; Leiva, Victor. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:1:d:10.1007_s11009-008-9112-4. Full description at Econpapers \|\| Download paper	2
48	2018	Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits. (2018). Denuit, Michel ; Vernic, Raluca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:4:d:10.1007_s11009-018-9625-4. Full description at Econpapers \|\| Download paper	2
49	2020	Equilibrium Joining Strategy in a Batch Transfer Queuing System with Gated Policy. (2020). Wang, Zhen ; Chang, Baoxian ; Chai, Xudong ; Shao, Yuanfu ; Liu, Liwei. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:1:d:10.1007_s11009-018-9687-3. Full description at Econpapers \|\| Download paper	2
50	2016	Preservation of Stochastic Orders under the Formation of Generalized Distorted Distributions. Applications to Coherent Systems. (2016). Navarro, Jorge ; Suarez-Llorens, Alfonso ; Sordo, Miguel A ; Aguila, Yolanda. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:2:d:10.1007_s11009-015-9441-z. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 40

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2024	Stackelberg differential reinsurance and investment game for a dependent risk model with OrnsteinâUhlenbeck process. (2024). Zhang, Yawen. In: Statistics & Probability Letters. RePEc:eee:stapro:v:214:y:2024:i:c:s0167715224001925. Full description at Econpapers \|\| Download paper
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2024	Market discipline and policy loans. (2024). Niehaus, Greg ; Chiang, Chia-Chun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002716. Full description at Econpapers \|\| Download paper
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2024	Integrated degradation-based burn-in and maintenance model for heterogeneous and highly reliable items. (2024). Taghipour, Sharareh ; Safaei, Fatemeh. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:244:y:2024:i:c:s0951832024000176. Full description at Econpapers \|\| Download paper
2024	On the residual lifetimes of dependent components upon system failure. (2024). Dembiska, Anna ; Davies, Katherine. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:248:y:2024:i:c:s0951832024002217. Full description at Econpapers \|\| Download paper
2024	Joint reliability of linear consecutive k-type systems with shared components in a zigzag structure. (2024). Balakrishnan, Narayanaswamy ; Yi, HE ; Li, Xiang. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:241:y:2024:i:c:s0951832023005914. Full description at Econpapers \|\| Download paper
2024	Joint signatures of two or more semi-coherent systems with shared components. (2024). Li, Xiang ; Balakrishnan, Narayanaswamy ; Yi, HE. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:242:y:2024:i:c:s0951832023006270. Full description at Econpapers \|\| Download paper
2024	Importance measures for two semi-coherent systems with shared components. (2024). Balakrishnan, Narayanaswamy ; Yi, HE. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:250:y:2024:i:c:s0951832024003788. Full description at Econpapers \|\| Download paper
2024	Diffusion spiders: Green kernel, excessive functions and optimal stopping. (2024). Salminen, Paavo ; Mordecki, Ernesto ; Lempa, Jukka. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:167:y:2024:i:c:s0304414923002016. Full description at Econpapers \|\| Download paper
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2024	An Optimization Case Study in Analyzing Missouri Redistricting. (2024). King, Douglas M ; Swamy, Rahul ; Dobbs, Kiera W ; Jacobson, Sheldon H ; Ludden, Ian G. In: Interfaces. RePEc:inm:orinte:v:54:y:2024:i:2:p:162-187. Full description at Econpapers \|\| Download paper
2024	Reliability analysis and redundancy optimization of k-out-of-n systems with random variable k using continuous time Markov chain and Monte Carlo simulation. (2024). Zikowski, Jarosaw ; Konwerski, Jakub ; Oszczypaa, Mateusz ; Maachowski, Jerzy. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:242:y:2024:i:c:s0951832023006944. Full description at Econpapers \|\| Download paper
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2024	Nonparametric estimation for periodic stochastic differential equations driven by G-Brownian motion. (2024). Zhang, Xuekang ; Deng, Shounian ; Huang, Chengzhe. In: Statistics & Probability Letters. RePEc:eee:stapro:v:214:y:2024:i:c:s0167715224001718. Full description at Econpapers \|\| Download paper
2024	Time inhomogeneous multivariate Markov chains: Detecting and testing multiple structural breaks occurring at unknown dates. (2024). Nicolau, Joo ; Damasio, Bruno. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924000298. Full description at Econpapers \|\| Download paper
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2024	Compound PoissonâLindley process with Sarmanov dependence structure and its application for premium-based spectral risk forecasting. (2024). Hakim, Arief ; Tjahjono, Venansius ; Syuhada, Khreshna. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:467:y:2024:i:c:s0096300323006616. Full description at Econpapers \|\| Download paper
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2024	Reliability analysis of self-healing systems equipped with multi-component protective devices operating in a shock environment. (2024). Zhao, Xian ; Chen, XI ; Wang, Xiaoyue ; Ning, RU. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:244:y:2024:i:c:s0951832023007585. Full description at Econpapers \|\| Download paper
2024	Bayes Estimator Under Neutrosophic Statistics: A Robust Approach for Handling Uncertainty and Imprecise Data. (2024). Aslam, Muhammad. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:4:d:10.1007_s11009-024-10126-6. Full description at Econpapers \|\| Download paper
2024	Viscosity solution for optimal liquidation problems with randomly-terminated horizon. (2024). Zhu, Dong-Mei ; Wong, Tak Kwong ; Gu, Jia-Wen ; Ching, Wai-Ki ; Yang, Qing-Qing. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000734. Full description at Econpapers \|\| Download paper
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2024	A Hawkes model with CARMA(p,q) intensity. (2024). Rroji, Edit ; Perchiazzo, Andrea ; Mercuri, Lorenzo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:1-26. Full description at Econpapers \|\| Download paper
2024	Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. Part II: Numerical aspects. (2024). Xu, Boxiang ; Wang, Pangbo ; Li, Juan ; Goreac, Dan. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:473:y:2024:i:c:s0096300324001279. Full description at Econpapers \|\| Download paper
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Recent citations received in 2023

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2023	Optimal dividend strategies for a catastrophe insurer. (2023). Azcue, Pablo ; Albrecher, Hansjoerg ; Muler, Nora. In: Papers. RePEc:arx:papers:2311.05781. Full description at Econpapers \|\| Download paper
2023	Belief FisherâShannon information plane: Properties, extensions, and applications to time series analysis. (2023). Kharazmi, Omid ; Contreras-Reyes, Javier E. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:177:y:2023:i:c:s0960077923011736. Full description at Econpapers \|\| Download paper
2023	Robust optimal asset-liability management with mispricing and stochastic factor market dynamics. (2023). Zhang, Yumo ; Wang, Ning. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:251-273. Full description at Econpapers \|\| Download paper
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2023	Strategic Behavior and Optimization of an M/M/1 Queuewith N-Policy and Hysteretic Control. (2023). Wang, Jinting ; Zhang, Lingjiao. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:4:d:10.1007_s11009-023-10054-x. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

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2022	The Gerber-Shiu discounted penalty function: From practical perspectives. (2022). Yamazaki, Kazutoshi ; Shimizu, Yasutaka ; Kawai, Reiichiro ; He, Yue. In: Papers. RePEc:arx:papers:2203.10680. Full description at Econpapers \|\| Download paper
2022	Maximum Likelihood Estimation for a Markov-Modulated Jump-Diffusion Model. (2022). Reynoso, Bor ; Baltazar-Larios, Fernando ; Eslava, Laura. In: Papers. RePEc:arx:papers:2211.17220. Full description at Econpapers \|\| Download paper
2022	A Stackelberg reinsurance-investment game under $\alpha$-maxmin mean-variance criterion and stochastic volatility. (2022). Song, Yilun ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2212.14327. Full description at Econpapers \|\| Download paper
2022	Derive power law distribution with maximum Deng entropy. (2022). Deng, Yong ; Yu, Zihan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:165:y:2022:i:p2:s0960077922010566. Full description at Econpapers \|\| Download paper
2022	Stackelberg differential game for insurance under model ambiguity. (2022). Zou, Bin ; Young, Virginia R ; Li, Dongchen ; Cao, Jingyi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:128-145. Full description at Econpapers \|\| Download paper
2022	Multivariate matrix-exponential affine mixtures and their applications in risk theory. (2022). Woo, Jae-Kyung ; Peralta, Oscar. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:364-389. Full description at Econpapers \|\| Download paper
2022	Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory. (2022). Wang, Ruodu ; Mao, Tiantian. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:103:y:2022:i:c:s0304406822000921. Full description at Econpapers \|\| Download paper
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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
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2021	Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes. (2021). Fabio, Spizzichino ; Giovanna, Nappo ; Rachele, Foschi. In: Dependence Modeling. RePEc:vrs:demode:v:9:y:2021:i:1:p:394-423:n:16. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Methodology and Computing in Applied Probability / Springer	15	194
2			126
3	Papers / arXiv.org	90	82
4	Insurance: Mathematics and Economics / Elsevier	56	66
5	Reliability Engineering and System Safety / Elsevier	54	48
6	Statistics & Probability Letters / Elsevier	35	40
7	Applied Mathematics and Computation / Elsevier	30	27
8	Stochastic Processes and their Applications / Elsevier	47	21
9	European Journal of Operational Research / Elsevier	134	18
10			14
11	Annals of Operations Research / Springer	49	14