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 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
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