Methodology and Computing in Applied Probability Short Title: Methodol. Comput. Appl. Probab. Publisher: Springer US, New York, NY ISSN: 1387-5841; 1573-7713/e Online: https://link.springer.com/journal/11009/volumes-and-issues Comments: Journal; Indexed cover-to-cover Documents Indexed: 1,239 Publications (since 1999) References Indexed: 1,079 Publications with 27,648 References. all top 5 Latest Issues 25, No. 4 (2023) 25, No. 3 (2023) 25, No. 2 (2023) 25, No. 1 (2023) 24, No. 4 (2022) 24, No. 3 (2022) 24, No. 2 (2022) 24, No. 1 (2022) 23, No. 4 (2021) 23, No. 3 (2021) 23, No. 2 (2021) 23, No. 1 (2021) 22, No. 4 (2020) 22, No. 3 (2020) 22, No. 2 (2020) 22, No. 1 (2020) 21, No. 4 (2019) 21, No. 3 (2019) 21, No. 2 (2019) 21, No. 1 (2019) 20, No. 4 (2018) 20, No. 3 (2018) 20, No. 2 (2018) 20, No. 1 (2018) 19, No. 4 (2017) 19, No. 3 (2017) 19, No. 2 (2017) 19, No. 1 (2017) 18, No. 4 (2016) 18, No. 3 (2016) 18, No. 2 (2016) 18, No. 1 (2016) 17, No. 4 (2015) 17, No. 3 (2015) 17, No. 2 (2015) 17, No. 1 (2015) 16, No. 4 (2014) 16, No. 3 (2014) 16, No. 2 (2014) 16, No. 1 (2014) 15, No. 4 (2013) 15, No. 3 (2013) 15, No. 2 (2013) 15, No. 1 (2013) 14, No. 4 (2012) 14, No. 3 (2012) 14, No. 2 (2012) 14, No. 1 (2012) 13, No. 4 (2011) 13, No. 3 (2011) 13, No. 2 (2011) 13, No. 1 (2011) 12, No. 4 (2010) 12, No. 3 (2010) 12, No. 2 (2010) 12, No. 1 (2010) 11, No. 4 (2009) 11, No. 3 (2009) 11, No. 2 (2009) 11, No. 1 (2009) 10, No. 4 (2008) 10, No. 3 (2008) 10, No. 2 (2008) 10, No. 1 (2008) 9, No. 4 (2007) 9, No. 3 (2007) 9, No. 2 (2007) 9, No. 1 (2007) 8, No. 4 (2006) 8, No. 3 (2006) 8, No. 2 (2006) 8, No. 1 (2006) 7, No. 4 (2005) 7, No. 3 (2005) 7, No. 2 (2005) 7, No. 1 (2005) 6, No. 4 (2004) 6, No. 3 (2004) 6, No. 2 (2004) 6, No. 1 (2004) 5, No. 4 (2003) 5, No. 3 (2003) 5, No. 2 (2003) 5, No. 1 (2003) 4, No. 4 (2002) 4, No. 3 (2002) 4, No. 2 (2002) 4, No. 1 (2002) 3, No. 4 (2001) 3, No. 3 (2001) 3, No. 2 (2001) 3, No. 1 (2001) 2, No. 4 (2000) 2, No. 3 (2000) 2, No. 2 (2000) 2, No. 1 (2000) 1, No. 4 (1999) 1, No. 3 (1999) 1, No. 2 (1999) 1, No. 1 (1999) all top 5 Authors 22 Balakrishnan, Narayanaswamy 17 Nadarajah, Saralees 16 Koutras, Markos V. 15 Roberts, Gareth O. 13 Limnios, Nikolaos 11 Lefèvre, Claude 11 Mahmoud, Hosam M. 11 Mukhopadhyay, Nitis 10 Beneš, Viktor 10 Kroese, Dirk P. 9 Glaz, Joseph 9 Natvig, Bent 8 Denuit, Michel M. 8 Di Crescenzo, Antonio 8 Hüsler, Jürg 8 Manca, Raimondo 8 Mandjes, Michel Robertus Hendrikus 8 Rubinstein, Reuven Y. 8 Skiadas, Christos H. 8 Withers, Christopher Stroude 8 Zacks, Shelemyahu 7 Albrecher, Hansjörg 7 Chaudhry, Mohan L. 7 Cui, Lirong 7 Eryılmaz, Serkan N. 7 Hashorva, Enkelejd 7 Sericola, Bruno 7 Silvestrov, Sergei D. 7 Tsaklidis, George M. 6 Bloch-Mercier, Sophie 6 Fu, James C. 6 Gåsemyr, Jørund Inge 6 Gupta, Umesh Chandra 6 Haiman, George 6 Li, Haijun 6 Loisel, Stéphane 6 Palacios, Jose Luis 6 Perry, David 6 Peters, Gareth William 6 Pirozzi, Enrica 6 Politis, Konstadinos G. 6 Rosenthal, Jeffrey S. 6 Stadje, Wolfgang 6 Staňková Helisová, Kateřina 6 Taqqu, Murad S. 6 Vellaisamy, Palaniappan 6 Yi, He 5 Cha, Ji Hwan 5 Dey, Dipak Kumar 5 Elliott, Robert James 5 Finkelstein, Maxim 5 Frostig, Esther 5 Gatto, Riccardo 5 Goswami, Veena 5 Janssen, Jacques 5 Lember, Jüri 5 Leonenko, Nikolai N. 5 Lillo, Rosa Elvira 5 Martinucci, Barbara 5 Melamed, Benjamin 5 Mishura, Yuliya Stepanivna 5 Ratanov, Nikita 5 Ravishanker, Nalini 5 Seneta, Eugene 5 Silvestrov, Dmitrii 5 Simon, Matthieu 5 Stramer, Osnat 5 Yarovaya, Elena B. 4 Abundo, Mario 4 Aoshima, Makoto 4 Banik, Abhijit Datta 4 Bar-Lev, Shaul K. 4 Boxma, Onno Johan 4 Chen, Anyue 4 Cossette, Hélène 4 D’Amico, Guglielmo 4 De Santis, Emilio 4 Deaconu, Madalina 4 Feng, Runhuan 4 Girardin, Valerie 4 Jacobson, Sheldon H. 4 Latouche, Guy 4 Li, Junping 4 Madan, Dilip B. 4 Marceau, Étienne 4 Olenko, Andriy Yakovych 4 Pardo, Leandro 4 Pozdnyakov, Vladimir 4 Preda, Cristian 4 Remiche, Marie-Ange 4 Sachlas, Athanasios 4 Schmidt, Volker 4 Spizzichino, Fabio L. 4 Staněk, Jakub 4 Thäle, Christoph 4 Vernic, Raluca 4 Wang, Linshan 4 Wu, Tung-Lung 4 Zhang, Panpan 3 Afanas’eva, Larisa Grigor’evna ...and 1,766 more Authors all top 5 Fields 922 Probability theory and stochastic processes (60-XX) 517 Statistics (62-XX) 263 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 224 Numerical analysis (65-XX) 151 Operations research, mathematical programming (90-XX) 65 Computer science (68-XX) 63 Biology and other natural sciences (92-XX) 44 Combinatorics (05-XX) 39 Systems theory; control (93-XX) 25 Information and communication theory, circuits (94-XX) 18 General and overarching topics; collections (00-XX) 17 Calculus of variations and optimal control; optimization (49-XX) 16 Partial differential equations (35-XX) 13 Special functions (33-XX) 10 Statistical mechanics, structure of matter (82-XX) 9 Linear and multilinear algebra; matrix theory (15-XX) 8 Approximations and expansions (41-XX) 8 Integral transforms, operational calculus (44-XX) 7 Ordinary differential equations (34-XX) 7 Integral equations (45-XX) 6 Real functions (26-XX) 6 Dynamical systems and ergodic theory (37-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 6 Geophysics (86-XX) 4 Number theory (11-XX) 4 Functional analysis (46-XX) 3 History and biography (01-XX) 3 Measure and integration (28-XX) 3 Operator theory (47-XX) 3 Convex and discrete geometry (52-XX) 3 Fluid mechanics (76-XX) 2 Field theory and polynomials (12-XX) 2 Group theory and generalizations (20-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Mechanics of deformable solids (74-XX) 2 Optics, electromagnetic theory (78-XX) 1 Mathematical logic and foundations (03-XX) 1 General algebraic systems (08-XX) 1 Commutative algebra (13-XX) 1 Functions of a complex variable (30-XX) 1 Sequences, series, summability (40-XX) 1 Differential geometry (53-XX) 1 Quantum theory (81-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 855 Publications have been cited 4,921 times in 4,026 Documents Cited by ▼ Year ▼ Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate. Zbl 1263.91027 Wang, Kaiyong; Wang, Yuebao; Gao, Qingwu 139 2013 The cross-entropy method for combinatorial and continuous optimization. Zbl 0941.65061 Rubinstein, Reuven 80 1999 An insurance risk model with Parisian implementation delays. Zbl 1319.60098 Landriault, David; Renaud, Jean-François; Zhou, Xiaowen 63 2014 Langevin diffusions and Metropolis-Hastings algorithms. Zbl 1033.65003 Roberts, G. O.; Stramer, O. 61 2002 Passage times in fluid models with application to risk processes. Zbl 1110.60067 Ramaswami, V. 46 2006 Spectral properties of superpositions of Ornstein-Uhlenbeck type processes. Zbl 1089.60014 Barndorff-Nielsen, O. E.; Leonenko, N. N. 42 2005 Precise large deviations of random sums in presence of negative dependence and consistent variation. Zbl 1242.60027 Chen, Yiqing; Yuen, Kam C.; Ng, Kai W. 40 2011 Preservation of stochastic orders under the formation of generalized distorted distributions. Applications to coherent systems. 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Zbl 1253.91090 Zhang, Zhimin; Yang, Hailiang; Yang, Hu 17 2012 Optimal scaling for random walk Metropolis on spherically constrained target densities. Zbl 1141.60316 Neal, Peter; Roberts, Gareth 16 2008 A two-sided first-exit problem for a compound Poisson process with a random upper boundary. Zbl 1079.60044 Perry, D.; Stadje, W.; Zacks, S. 16 2005 Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions. Zbl 1317.62047 Aoshima, Makoto; Yata, Kazuyoshi 16 2015 Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications. Zbl 1496.93112 Bachouch, Achref; Huré, Côme; Langrené, Nicolas; Pham, Huyên 16 2022 Reliability approximation for Markov chain imbeddable systems. Zbl 0984.60091 Boutsikas, Michael V.; Koutras, Markos V. 15 2000 Exact simulation of IG-OU processes. Zbl 1192.68801 Zhang, Shibin; Zhang, Xinsheng 15 2008 Asymptotics of a boundary crossing probability of a Brownian bridge with general trend. Zbl 1048.60025 Bischoff, Wolfgang; Miller, Frank; Hashorva, Enkelejd; Hüsler, Jürg 15 2003 Drawdowns and the speed of market crash. Zbl 1282.91396 Zhang, Hongzhong; Hadjiliadis, Olympia 15 2012 Algorithmic approach to the extinction probability of branching processes. Zbl 1210.60094 Hautphenne, Sophie; Latouche, Guy; Remiche, Marie-Ange 14 2011 Simulating perpetuities. Zbl 0982.65005 Devroye, Luc 14 2001 Numerical solution of non-homogeneous semi-Markov processes in transient case. Zbl 0991.60082 Janssen, Jacques; Manca, Raimondo 14 2001 Fourier inversion formulas in option pricing and insurance. Zbl 1170.91410 Dufresne, Daniel; Garrido, Jose; Morales, Manuel 14 2009 Background risk models and stepwise portfolio construction. Zbl 1349.62517 Asimit, Alexandru V.; Vernic, Raluca; Zitikis, Ričardas 14 2016 Estimating parametric models of probability distributions. Zbl 1373.62526 Madan, Dilip B. 14 2015 The single server queue with catastrophes and geometric reneging. Zbl 1273.90053 Dimou, Spiros; Economou, Antonis 14 2013 On a risk model with surplus-dependent premium and tax rates. Zbl 1260.91120 Cheung, Eric C. K.; Landriault, David 14 2012 A survey of the coupon collector’s problem with random sample sizes. Zbl 1133.60301 Kobza, John E.; Jacobson, Sheldon H.; Vaughan, Diane E. 13 2007 On a two-queue priority system with impatience and its application to a call center. Zbl 0948.60087 Brandt, Andreas; Brandt, Manfred 13 1999 Comparisons between largest order statistics from multiple-outlier models with dependence. Zbl 1458.62102 Navarro, Jorge; Torrado, Nuria; del Águila, Yolanda 13 2018 Convergence of the Marcus-Lushnikov process. Zbl 1229.45012 Fournier, Nicolas; Giet, Jean-Sébastien 13 2004 On the finite buffer queue with renewal input and batch Markovian service process: \(\mathrm{GI}/\mathrm{BMSP}/1/N\). Zbl 1293.60085 Banik, A. D.; Chaudhry, M. L.; Gupta, U. C. 13 2008 Extremes of Markov-additive processes with one-sided jumps, with queueing applications. Zbl 1218.60077 Dieker, A. B.; Mandjes, M. 13 2011 Sequential order statistics: ageing and stochastic orderings. Zbl 1275.62057 Torrado, Nuria; Lillo, Rosa E.; Wiper, Michael P. 13 2012 Expectiles, omega ratios and stochastic ordering. Zbl 1402.60023 Bellini, Fabio; Klar, Bernhard; Müller, Alfred 13 2018 The generalized cross entropy method, with applications to probability density estimation. Zbl 1207.94041 Botev, Zdravko I.; Kroese, Dirk P. 12 2011 Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models. Zbl 1194.60054 D’Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo 12 2010 Exact simulation of jump-diffusion processes with Monte Carlo applications. Zbl 1237.60067 Casella, Bruno; Roberts, Gareth O. 12 2011 Telegraph process with elastic boundary at the origin. Zbl 1390.60317 Di Crescenzo, Antonio; Martinucci, Barbara; Zacks, Shelemyahu 12 2018 The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function. Zbl 1170.91407 Cai, Jun; Feng, Runhuan; Willmot, Gordon E. 12 2009 New results on the Barlow-Proschan and natvig measures of component importance in nonrepairable and repairable systems. Zbl 1176.90144 Natvig, Bent; Gåsemyr, Jørund 12 2009 Uniqueness and extinction of weighted Markov branching processes. Zbl 1104.60047 Chen, Anyue; Li, Junping; Ramesh, N. I. 12 2005 Multiple window and cluster size scan procedures. Zbl 1056.62081 Naus, Joseph I.; Wallenstein, Sylvan 12 2004 A stochastic minimum cross-entropy method for combinatorial optimization and rare-event estimation. Zbl 1073.65052 Rubinstein, R. Y. 12 2005 Estimation in stationary Markov renewal processes, with application to earthquake forecasting in Turkey. Zbl 1065.62147 Alvarez, Enrique E. 12 2005 Maximum likelihood estimation for an observation driven model for Poisson counts. Zbl 1078.62091 Davis, Richard A.; Dunsmuir, William T. M.; Streett, Sarah B. 12 2005 Stochastic asymptotic stability of Nowak-May model with variable diffusion rates. Zbl 1351.60075 Pitchaimani, M.; Rajaji, R. 12 2016 On a generalization from ruin to default in a Lévy insurance risk model. Zbl 1307.91096 Feng, Runhuan; Shimizu, Yasutaka 12 2013 Analysis and approximation of a stochastic growth model with extinction. Zbl 1339.60084 Campillo, Fabien; Joannides, Marc; Larramendy-Valverde, Irène 12 2016 On estimation of the intensity function of a point process. 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Zbl 1505.62508 Chadjiconstantinidis, Stathis; Eryilmaz, Serkan 2 2022 Equilibrium joining strategies of positive customers in a Markovian queue with negative arrivals and working vacations. Zbl 1491.60164 Panda, Gopinath; Goswami, Veena 2 2022 Joint reliability function of coherent systems with shared heterogeneous components. Zbl 1494.90027 Ashrafi, Somayeh; Asadi, Majid; Navarro, Jorge 2 2022 A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process. Zbl 1503.65025 Mandjes, Michel; Sollie, Birgit 2 2022 Profit optimization of cattle growth with variable prices. Zbl 1491.92140 Jacinto, Gonçalo; Filipe, Patrícia A.; Braumann, Carlos A. 2 2022 Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses. Zbl 1491.62154 Denuit, Michel; Robert, Christian Y. 2 2022 On the discounted penalty function in a perturbed Erlang renewal risk model with dependence. 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J.; Papaioannou, Apostolos D.; Ramsden, Lewis 1 2021 ...and 755 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 5,392 Authors 50 Leonenko, Nikolai N. 47 Balakrishnan, Narayanaswamy 36 Wang, Xuejun 34 Roberts, Gareth O. 31 Hashorva, Enkelejd 31 Mandjes, Michel Robertus Hendrikus 30 Yang, Yang 28 Di Crescenzo, Antonio 28 Lefèvre, Claude 26 Pirozzi, Enrica 25 Zhang, Zhimin 24 D’Amico, Guglielmo 23 Gao, Qingwu 21 Leiva, Víctor 20 Landriault, David 19 Eryılmaz, Serkan N. 19 Kawai, Reiichiro 19 Kroese, Dirk P. 19 Limnios, Nikolaos 19 Manca, Raimondo 18 Ding, Feng 18 Gupta, Umesh Chandra 17 Nadarajah, Saralees 17 Palmowski, Zbigniew 17 Wang, Kaiyong 16 Aoshima, Makoto 16 Cheung, Eric C. 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