Methodology and Computing in Applied Probability
1999 - 2025
Current editor(s): Joseph Glaz From Springer Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing (). Access Statistics for this journal.
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Volume 27, issue 2, 2025
- An Extension of Interval Probabilities using Modal Interval Theory and its Application to Non-life Insurance pp. 1-17

- Roman Adillon, Lambert Jorba and Maite Mármol
- The Gerber-Shiu Penalty Function for a Two-sided Renewal Risk Process Perturbed by Diffusion pp. 1-34

- Ekaterina Todorova Kolkovska and Sonny A. Medina Jimenez
- Mean-Field Libor Market Model and Valuation of Long Term Guarantees pp. 1-43

- Florian Gach, Simon Hochgerner, Eva Kienbacher and Gabriel Schachinger
- Sideward Contact Tracing in an Epidemic Model with Mixing Groups pp. 1-20

- Dongni Zhang and Martina Favero
- The Uniform Poisson–Ailamujia INAR(1) Process with Random Coefficient pp. 1-20

- M. R. Irshad, Muhammed Ahammed and R. Maya
- Covering One Point Process with Another pp. 1-28

- Frankie Higgs, Mathew D. Penrose and Xiaochuan Yang
- A Speed-based Estimator of Signal-to-Noise Ratios pp. 1-15

- Yuang Song and Olympia Hadjiliadis
- Dynamics of a Stochastic Predator-Prey System in Presence of Competitor for Prey with Fear Effect and Hunting Cooperation pp. 1-15

- Debasis Mukherjee
- Self and Mutually Exciting Point Process Embedding Flexible Residuals and Intensity with Discretely Markovian Dynamics pp. 1-23

- Kyungsub Lee
- Random Walk in the Complete Graph: Hitting and Cover Times pp. 1-23

- François Castella and Bruno Sericola
- Simpson’s Paradox for Kendall’s Rank Coefficient pp. 1-14

- Pierre Zuyderhoff, Michel Denuit and Julien Trufin
- Optimal Multivariate EWMA Chart for Detecting Common Change in Mean pp. 1-22

- Yanhong Wu and Wei Biao Wu
- A Conditioned Kullback-Leibler Divergence Measure through Compensator Processes and its Relationship to Cumulative Residual Inaccuracy Measure with Applications pp. 1-25

- Vanderlei da Costa Bueno and Narayanaswamy Balakrishnan
- On the Topology of Higher-order Age-dependent Random Connection Models pp. 1-41

- Christian Hirsch and Peter Juhasz
- Cramér Moderate Deviations and Berry-Esseen Bounds for Mandelbrot’s Cascade in a Random Environment pp. 1-21

- Yingqiu Li, Peihan Li and Yushao Wei
- Preservation of Transform Order Properties of Component Lifetimes by System Lifetimes pp. 1-21

- Tomasz Rychlik and Magdalena Szymkowiak
- Estimation and Goodness-of-fit for the q-Weibull Distribution via the Mellin Transform pp. 1-21

- Marília Oliveira, Josimar Vasconcelos, Frank Gomes-Silva and Abraão Nascimento
- State Re-union Maintainability for Semi-Markov Models in Manpower Planning pp. 1-21

- Brecht Verbeken and Marie-Anne Guerry
- Generative-Discriminative Machine Learning Models for High-Frequency Financial Regime Classification pp. 1-32

- Andreas Koukorinis, Gareth W. Peters and Guido Germano
- Entropies of the Poisson Distribution as Functions of Intensity: “Normal” and “Anomalous” Behavior pp. 1-32

- Dmitri Finkelshtein, Anatoliy Malyarenko, Yuliya Mishura and Kostiantyn Ralchenko
- Competing Risks Modelling via Multistate System Methodology under a Generalized Family of Distributions pp. 1-19

- Theodora Dimitrakopoulou, Alex Karagrigoriou, Andreas Makrides and Ilia Vonta
- Expressions for Marginal Mean Excess and Marginal Expected Shortfall Measures under Bivariate Scale Mixture of Normal Distribution pp. 1-18

- Roohollah Roozegar, Narayanaswamy Balakrishnan, Heydar Ali Mardani-Fard, Anthony F. Desmond and Ahad Jamalizadeh
- A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson’s Equation pp. 1-18

- Saied Mahdian, Peter W. Glynn and Yuanyuan Liu
Volume 27, issue 1, 2025
- Bootstrap of Reliability Indicators for Semi-Markov Processes pp. 1-18

- Irene Votsi and Salim Bouzebda
- New Information-Based Replacement Policies for Heterogeneous Populations of ‘Aging’ and ‘Non-Aging’ Items pp. 1-18

- Ji Hwan Cha, Maxim Finkelstein and Na Young Yoo
- Diffusion Approximation of Loss Queueing Systems pp. 1-5

- Nikolaos Limnios and Bei Wu
- On a Balking M/G/1 Queue with General Differentiated Vacations pp. 1-32

- Abdoun Sylia and Taleb Samira
- Spatial Permutations Sampling Convergence Speed pp. 1-7

- Nicolas Wicker
- Matrix-analytic Methods for the Evolution of Species Trees, Gene Trees, and Their Reconciliation pp. 1-47

- Albert Ch. Soewongsono, Jiahao Diao, Tristan Stark, Amanda E. Wilson, David A. Liberles, Barbara R. Holland and Małgorzata M. O’Reilly
- Randomized Repeated Significance Tests Based on Scan Statistics for Discrete Data pp. 1-26

- Yong Qiao and Joseph Glaz
- Social Interactions in Queueing Systems: Pricing Decision with Reference Time Effect pp. 1-26

- Tao Jiang, Zitong Zhang and Xudong Chai
- Orthogonal Weighted Empirical Likelihood Test for ARCH-M Models with Double Functional Coefficients pp. 1-12

- Peixin Zhao and Qian Jiang
- The Asymptotic Distribution of the Scaled Remainder for Pseudo Golden Ratio Expansions of a Continuous Random Variable pp. 1-13

- Ira W. Herbst, Jesper Møller and Anne Marie Svane
- Quickest Change-point Detection Problems for Multidimensional Wiener Processes pp. 1-25

- Pavel V. Gapeev and Yavor I. Stoev
- On Ordered Beta Distribution and the Generalized Incomplete Beta Function pp. 1-16

- Mayad Al-Saidi, Alexey Kuznetsov and Mikhail Nediak
- On Geometric-type Approximations with Applications pp. 1-16

- Fraser Daly and Claude Lefèvre
- Optimal Strategy and System Performance in a Feedback Queue with Customer-intensive Services and Boundedly Rational Customers pp. 1-16

- Yang Song and Xinying Liu
- Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model pp. 1-37

- Bohan Li, Junyi Guo and Xiaoqing Liang
- Modelling the Behavior of Human Crowds as Coupled Active-passive Dynamics of Interacting Particle Systems pp. 1-22

- Thoa Thieu and Roderick Melnik
- Global Offensive Alliances and Groupies in Heterogeneous Random Graphs pp. 1-14

- Yilun Shang
- The Aggregate Discounted Claims Process Under Multiple and Terminable Arrivals Renewal Processes pp. 1-23

- Zhehao Zhang
- A New Family of Continuous Univariate Distributions pp. 1-20

- Markos V. Koutras and Spiros D. Dafnis
- Actor-Critic Learning Algorithms for Mean-Field Control with Moment Neural Networks pp. 1-20

- Huyên Pham and Xavier Warin
- On the Analysis of a Generalised Mean-Reverting Stochastic Model with Two Uncorrelated Brownian Motions pp. 1-20

- Emmanuel Coffie
- Extremes of Nonstationary Harmonizable Processes pp. 1-29

- M. Grigoriu
Volume 26, issue 4, 2024
- Admission Control of Parallel Queues with Fork Types of Jobs pp. 1-30

- Bing Lin, Rohit Bhatnagar and Yuchen Lin
- A Queueing Model with BMAP Arrivals and Heterogeneous Phase Type Group Services pp. 1-30

- Srinivas R. Chakravarthy and Serife Ozkar
- Discrete-Time Informal Queue with an Infinite Number of Groups for Resource Management of a Data Center pp. 1-24

- Veena Goswami and G. B. Mund
- Asymptotic Analysis of k-Hop Connectivity in the 1D Unit Disk Random Graph Model pp. 1-26

- Nicolas Privault
- On the Longest Run and the Waiting Time for the First Run in a Continuous Time Multi-State Markov Chain pp. 1-26

- Eutichia Vaggelatou
- Analysis of A Two-queue Discrete-time Model with Random Alternating Service Under High Occupancy in One Queue pp. 1-21

- Arnaud Devos, Joris Walraevens and Herwig Bruneel
- Optimal Investment-reinsurance Strategies for an Insurer with Options Trading Under Model Ambiguity pp. 1-21

- Tong Qian, Cuixia Chen, Weijun Yin and Bing Liu
- A Stationary Proportional Hazard Class Process and its Applications pp. 1-21

- Debasis Kundu
- Blowup Probability, Blowup Time and Blowup Rate of Nonlinear Heat Equations with Potential Term Perturbed by a Multiplicative Gaussian Rough Noise pp. 1-21

- José Alfredo López-Mimbela and Gerardo Pérez-Suárez
- Analysis of Two-Way Communication in $$M_1^X, M_2/G_1,G_2/1$$ M 1 X, M 2 / G 1, G 2 / 1 Retrial Queue Under the Constant Retrial Policy pp. 1-32

- Rashmi Km and S. K. Samanta
- On the Tail Behavior for Randomly Weighted Sums of Dependent Random Variables with its Applications to Risk Measures pp. 1-27

- Zhangting Chen and Dongya Cheng
- Complete Analysis of $$M/G_{r}^{(a,b)}/1/N$$ M / G r ( a, b ) / 1 / N Queue with Second Optional Service pp. 1-33

- Anuradha Banerjee and Priti Lata
- Stochastic Comparisons for Finite Mixtures from Location-scale Family of Distributions pp. 1-33

- Raju Bhakta, Suchandan Kayal and Maxim Finkelstein
- Bayes Estimator Under Neutrosophic Statistics: A Robust Approach for Handling Uncertainty and Imprecise Data pp. 1-18

- Muhammad Aslam
- A Bhattacharyya-type Conditional Error Bound for Quadratic Discriminant Analysis pp. 1-17

- Ata Kabán and Efstratios Palias
- WNBUE Class and its Applications to Signature-Based Bounds for Reliability of Coherent Systems pp. 1-17

- Abdolsaeed Toomaj and Narayanaswamy Balakrishnan
- Generalized Fractional Risk Process pp. 1-17

- Ritik Soni and Ashok Kumar Pathak
- Applying Affine Urn Models to the Global Profile of Hyperrecursive Trees pp. 1-17

- Joshua Sparks
- Robust Investment and Proportional Reinsurance Strategy with Delay and Jumps in a Stochastic Stackelberg Differential Game pp. 1-34

- Qiang Zhang and Qianqian Cui
- Pricing and Hedging Contingent Claims by Entropy Segmentation and Fenchel Duality pp. 1-20

- José L. Vilar-Zanón and Barbara Rogo
- Pseudo-Spectral Galerkin Method Using Shifted Vieta-Fibonacci Polynomials for Stochastic Models: Existence, Stability, and Numerical Validation pp. 1-20

- Reema Gupta and Snehashish Chakraverty
- Conditional Mean Risk Sharing of Independent Discrete Losses in Large Pools pp. 1-22

- Michel Denuit and Christian Y. Robert
- A Queueing-Inventory System with Modified Delayed Vacation under Bernoulli Schedule pp. 1-22

- Qingzhe Xu, Jianjun Li, Liwei Liu and Lixue Guo
Volume 26, issue 3, 2024
- A Note on the Distribution of the Extreme Degrees of a Random Graph via the Stein-Chen Method pp. 1-7

- Yaakov Malinovsky
- Approximating the Spectral Gap of the Pólya-Gamma Gibbs Sampler pp. 1-13

- Bryant Davis and James P. Hobert
- A Unified Approach for Hitting Time of Jump Markov Type Processes pp. 1-10

- Nikolaos Limnios and Bei Wu
- Transient Analysis of a Modified Differentiated Vacation Queueing System for Energy-Saving in WiMAX pp. 1-33

- A. Mohammed Shapique, R. Sudhesh and S. Dharmaraja
- Asymptotic Finite-Time Ruin Probabilities for a Multidimensional Risk Model with Subexponential Claims pp. 1-28

- Dawei Lu, Ting Li, Meng Yuan and Xinmei Shen
- Optimal Investment and Reinsurance to Maximize the Probability of Drawup Before Drawdown pp. 1-34

- Yakun Liu, Jingchao Li, Jieming Zhou and Yingchun Deng
- Strong Convergence Properties for Weighted Sums of Extended Negatively Dependent Random Variables Under Sub-linear Expectations with Statistical Applications pp. 1-36

- Liangxue Li, Xiaoqian Zheng, Haiwu Huang and Xuejun Wang
- Branching Random Walks on $$\mathbb {Z}$$ Z with One Particle Generation Center and Symmetrically Located Absorbing Sources pp. 1-16

- Elena Filichkina and Elena Yarovaya
- Weak Ergodicity in G-NHMS pp. 1-16

- P.-C.G. Vassiliou
- Ruin Probabilities as Recurrence Sequences in a Discrete-Time Risk Process pp. 1-16

- Ernesto Cruz, Luis Rincón and David J. Santana
- Asymptotic Behaviors of the VaR and CVaR Estimates for Widely Orthant Dependent Sequences pp. 1-22

- Li Yongming, Li Naiyi, Luo Zhongde and Xing Guodong
- Strategy Analysis of Retrial Queue with Parallel Customer and Standby Server pp. 1-22

- Xinlei Liu, Xiuli Xu and Mingxin Liu
- Two-sided Bounds for some Quantities in the Delayed Renewal Process pp. 1-48

- Stathis Chadjiconstantinidis
- Dynamics of a Stochastic Regime-Switching Four-Species Food Chain Model with Distributed Delays and Harvesting pp. 1-15

- Sheng Wang and Lijuan Dong
Volume 26, issue 2, 2024
- Portfolio Selection with Contrarian Strategy pp. 1-28

- Zhichao Lu, Peiyuan Pang, Yuhong Xu and Wenxin Zhang
- Performance and Optimization Analysis of a Queue with Delayed Uninterrupted Multiple Vacation and N-Policy pp. 1-28

- Yaxing He, Yinghui Tang, Miaomiao Yu and Wenqing Wu
- A Cyclic Random Motion in $$\mathbb {R}^3$$ R 3 Driven by Geometric Counting Processes pp. 1-23

- Antonella Iuliano and Gabriella Verasani
- A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance pp. 1-23

- P. K. Singh and S. Saha Ray
- Randomized Quasi-Monte Carlo Methods on Triangles: Extensible Lattices and Sequences pp. 1-31

- Gracia Yunruo Dong, Erik Hintz, Marius Hofert and Christiane Lemieux
- Optimal Pricing Strategy in an Unreliable M/M/1 Retrial Queue with Delayed Repair and Breakdown Deterioration pp. 1-22

- Fan Xu, Ruiling Tian and Qi Shao
- The Bahadur Representation for Empirical and Smooth Quantile Estimators Under Association pp. 1-37

- Nour-Eddine Berrahou, Salim Bouzebda and Lahcen Douge
- Efficient Approximations for Utility-Based Pricing pp. 1-38

- Laurence Carassus and Massinissa Ferhoune
- Conditional Moment Matching and Stratified Approximation for Pricing and Hedging Periodic-Premium Variable Annuities pp. 1-25

- Xiao Wei and Xingchi Gu
- The Valuation at Origination of Mortgages with Full Prepayment and Default Risks pp. 1-26

- Congjin Zhou, Guojing Wang, Yinghui Dong and Pin Wang
- Analysis of Renewal Batch Arrival Queues with Multiple Vacations and Geometric Abandonment pp. 1-27

- Veena Goswami and Gopinath Panda
- Two-sided Bounds for Renewal Equations and Ruin Quantities pp. 1-54

- Stathis Chadjiconsatntinidis
Volume 26, issue 1, 2024
- The Multivariate Generalized Linear Hawkes Process in High Dimensions with Applications in Neuroscience pp. 1-25

- Masoumeh Fallahi, Reza Pourtaheri and Farzad Eskandari
- How Many Digits are Needed? pp. 1-13

- Ira W. Herbst, Jesper Møller and Anne Marie Svane
- On Survival of Coherent Systems Subject to Random Shocks pp. 1-29

- Dheeraj Goyal, Nil Kamal Hazra and Maxim Finkelstein
- Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility pp. 1-47

- Yumo Zhang
- Reconstruction of Random Fields Concentrated on an Unknown Curve using Irregularly Sampled Data pp. 1-20

- Guillaume Perrin and Christian Soize
- Queueing Inventory System with Multiple Service Nodes and Addressed Retrials from a Common Orbit pp. 1-15

- Rasmi K, Jacob M J, Alexander Dudin and A. Krishnamoorthy
- On Berman Functions pp. 1-27

- Krzysztof Dȩbicki, Enkelejd Hashorva and Zbigniew Michna
- Reliability and Optimization for k-out-of-n: G Mixed Standby Retrial System with Dependency and J-Vacation pp. 1-27

- Qi Shao, Linmin Hu and Fan Xu
- The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain pp. 1-19

- Yinbing Zhou and Dawei Lu
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