Methodology and Computing in Applied Probability

1999 - 2025

Current editor(s): Joseph Glaz

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Volume 27, issue 3, 2025

On Defective Renewal Equations and Compound Geometric Distributions, with Applications in Ruin Theory pp. 1-30

Stathis Chadjiconstantinidis and Georgios Psarrakos

A Large Class of Bilateral Distributions for Financial Applications pp. 1-29

Khouzeima Moutanabbir and Houenansi Placide Ezin

Discrete-Time Geo/Geo/1 Queueing System Associated with (s, S) Inventory Policy pp. 1-28

S. K. Samanta and A. Verma

A Partial Review on Testing for Change Points in Autoregressive Time Series Models pp. 1-35

Mohamed Salah Eddine Arrouch, Echarif Elharfaoui, Mohamed-Amine Elaafani and Sara Nejjam

On the Joint Distributions of Increasing and Decreasing Successions of Arbitrary Multisets pp. 1-16

Yong Kong

Distributions of the Number of Records and the Waiting Time Distributions for the rth Record pp. 1-13

Chang Yung-Ming, Fu James C. and Wu Tung-Lung

An Enhanced Epidemic Susceptible-Infected-Hospitalized-Recovered-Deceased (SIHRD) Stochastic Model with Emphasis on the Impact of Hospitalizations on Epidemic Evolution pp. 1-26

Vasileios E. Papageorgiou, Georgios Vasiliadis and George Tsaklidis

Backward Non-Homogeneous Markov Systems: Weak Ergodicity pp. 1-23

Vassiliou P.-C.g

System Point Level Crossing Approach for Lost Sales Deteriorating Inventory Systems with Positive Lead Time pp. 1-19

K. Preethi and B. Sivakumar

A Novel Approximation Method for Computing the Adjustment Coefficient of a Nonlinear Cramér-Lundberg Risk Model with Gamma Claims pp. 1-19

Basak Gever Ekinci, Zulfiye Hanalioglu and Tahir Khaniyev

An Enhanced Method for the Computation of the Distribution of the Proportion of Time that a Continuous-Time Markov Chain is in a Subset of States in a Time Interval pp. 1-44

Víctor Suñé and Juan A. Carrasco

Conditional Gambler’s Ruin Problem with Arbitrary Winning and Losing Probabilities with Applications pp. 1-31

Paweł Lorek and Piotr Markowski

Stochastic Modeling of a Base Station in 5G Wireless Networks for Energy Aspects Using Advanced Sleep Mechanism pp. 1-31

Anisha Aggarwal, Priyanka Kalita and Dharmaraja Selvamuthu

Procurement, Dynamic Pricing, and Early Exit Decisions for Products with Short Life Cycles pp. 1-27

Elifnas Ertekin, J. B. G. Frenk, Canan Pehlivan and Andrei Sleptchenko

Volume 27, issue 2, 2025

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

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

An Accurate and Stable Numerical Method for Pricing Asian Options pp. 1-18

Saurabh Bansal and Srinivasan Natesan

Covering One Point Process with Another pp. 1-28

Frankie Higgs, Mathew D. Penrose and Xiaochuan Yang

Tempered Space-Time Fractional Negative Binomial Process pp. 1-16

Shilpa Garg, Ashok Kumar Pathak and Aditya Maheshwari

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

Mean-Field Libor Market Model and Valuation of Long Term Guarantees pp. 1-43

Florian Gach, Simon Hochgerner, Eva Kienbacher and Gabriel Schachinger

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

Simpson’s Paradox for Kendall’s Rank Coefficient pp. 1-14

Pierre Zuyderhoff, Michel Denuit and Julien Trufin

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

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

Simulation of Mckean-Vlasov Bsdes by Wiener Chaos Expansion pp. 1-39

Céline Acary-Robert, Philippe Briand, Abir Ghannoum and Céline Labart

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

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

Optimal Multivariate EWMA Chart for Detecting Common Change in Mean pp. 1-22

Yanhong Wu and Wei Biao Wu

Asymptotic Properties of the Estimators in Mildly Stable Unit Root Process pp. 1-22

Xiyao Zhang, Hui Jiang, Weilin Xiao and Weigang Wang

Cumulative Residual Entropy of Linear Consecutive $$k$$ k -out-of- $$n$$ n:G Systems and their Applications pp. 1-22

M. Kayid and N. Balakrishnan

On Cold Standby Repairable Systems with a Random Change Point in Failure and/or Repair Times pp. 1-51

Stathis Chadjiconstantinidis and Apostolos Bozikas

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

On the Topology of Higher-order Age-dependent Random Connection Models pp. 1-41

Christian Hirsch and Peter Juhasz

Volume 27, issue 1, 2025

Orthogonal Weighted Empirical Likelihood Test for ARCH-M Models with Double Functional Coefficients pp. 1-12

Peixin Zhao and Qian Jiang

Modelling the Behavior of Human Crowds as Coupled Active-passive Dynamics of Interacting Particle Systems pp. 1-22

Thoa Thieu and Roderick Melnik

Quickest Change-point Detection Problems for Multidimensional Wiener Processes pp. 1-25

Pavel V. Gapeev and Yavor I. Stoev

Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model pp. 1-37

Bohan Li, Junyi Guo and Xiaoqing Liang

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

On a Balking M/G/1 Queue with General Differentiated Vacations pp. 1-32

Abdoun Sylia and Taleb Samira

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

Zhehao Zhang

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

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

Extremes of Nonstationary Harmonizable Processes pp. 1-29

M. Grigoriu

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

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

Spatial Permutations Sampling Convergence Speed pp. 1-7

Nicolas Wicker

Global Offensive Alliances and Groupies in Heterogeneous Random Graphs pp. 1-14

Yilun Shang

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

Diffusion Approximation of Loss Queueing Systems pp. 1-5

Nikolaos Limnios and Bei Wu