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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 Downloads
Stathis Chadjiconstantinidis and Georgios Psarrakos
A Large Class of Bilateral Distributions for Financial Applications pp. 1-29 Downloads
Khouzeima Moutanabbir and Houenansi Placide Ezin
Discrete-Time Geo/Geo/1 Queueing System Associated with (s, S) Inventory Policy pp. 1-28 Downloads
S. K. Samanta and A. Verma
A Partial Review on Testing for Change Points in Autoregressive Time Series Models pp. 1-35 Downloads
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 Downloads
Yong Kong
Distributions of the Number of Records and the Waiting Time Distributions for the rth Record pp. 1-13 Downloads
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 Downloads
Vasileios E. Papageorgiou, Georgios Vasiliadis and George Tsaklidis
Backward Non-Homogeneous Markov Systems: Weak Ergodicity pp. 1-23 Downloads
Vassiliou P.-C.g
System Point Level Crossing Approach for Lost Sales Deteriorating Inventory Systems with Positive Lead Time pp. 1-19 Downloads
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 Downloads
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 Downloads
Víctor Suñé and Juan A. Carrasco
Conditional Gambler’s Ruin Problem with Arbitrary Winning and Losing Probabilities with Applications pp. 1-31 Downloads
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 Downloads
Anisha Aggarwal, Priyanka Kalita and Dharmaraja Selvamuthu
Procurement, Dynamic Pricing, and Early Exit Decisions for Products with Short Life Cycles pp. 1-27 Downloads
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 Downloads
Kyungsub Lee
Random Walk in the Complete Graph: Hitting and Cover Times pp. 1-23 Downloads
François Castella and Bruno Sericola
Competing Risks Modelling via Multistate System Methodology under a Generalized Family of Distributions pp. 1-19 Downloads
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 Downloads
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 Downloads
Saied Mahdian, Peter W. Glynn and Yuanyuan Liu
An Accurate and Stable Numerical Method for Pricing Asian Options pp. 1-18 Downloads
Saurabh Bansal and Srinivasan Natesan
Covering One Point Process with Another pp. 1-28 Downloads
Frankie Higgs, Mathew D. Penrose and Xiaochuan Yang
Tempered Space-Time Fractional Negative Binomial Process pp. 1-16 Downloads
Shilpa Garg, Ashok Kumar Pathak and Aditya Maheshwari
Generative-Discriminative Machine Learning Models for High-Frequency Financial Regime Classification pp. 1-32 Downloads
Andreas Koukorinis, Gareth W. Peters and Guido Germano
Entropies of the Poisson Distribution as Functions of Intensity: “Normal” and “Anomalous” Behavior pp. 1-32 Downloads
Dmitri Finkelshtein, Anatoliy Malyarenko, Yuliya Mishura and Kostiantyn Ralchenko
Mean-Field Libor Market Model and Valuation of Long Term Guarantees pp. 1-43 Downloads
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 Downloads
Roman Adillon, Lambert Jorba and Maite Mármol
Simpson’s Paradox for Kendall’s Rank Coefficient pp. 1-14 Downloads
Pierre Zuyderhoff, Michel Denuit and Julien Trufin
Sideward Contact Tracing in an Epidemic Model with Mixing Groups pp. 1-20 Downloads
Dongni Zhang and Martina Favero
The Uniform Poisson–Ailamujia INAR(1) Process with Random Coefficient pp. 1-20 Downloads
M. R. Irshad, Muhammed Ahammed and R. Maya
A Speed-based Estimator of Signal-to-Noise Ratios pp. 1-15 Downloads
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 Downloads
Debasis Mukherjee
Simulation of Mckean-Vlasov Bsdes by Wiener Chaos Expansion pp. 1-39 Downloads
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 Downloads
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 Downloads
Yingqiu Li, Peihan Li and Yushao Wei
Preservation of Transform Order Properties of Component Lifetimes by System Lifetimes pp. 1-21 Downloads
Tomasz Rychlik and Magdalena Szymkowiak
Estimation and Goodness-of-fit for the q-Weibull Distribution via the Mellin Transform pp. 1-21 Downloads
Marília Oliveira, Josimar Vasconcelos, Frank Gomes-Silva and Abraão Nascimento
State Re-union Maintainability for Semi-Markov Models in Manpower Planning pp. 1-21 Downloads
Brecht Verbeken and Marie-Anne Guerry
Optimal Multivariate EWMA Chart for Detecting Common Change in Mean pp. 1-22 Downloads
Yanhong Wu and Wei Biao Wu
Asymptotic Properties of the Estimators in Mildly Stable Unit Root Process pp. 1-22 Downloads
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 Downloads
M. Kayid and N. Balakrishnan
On Cold Standby Repairable Systems with a Random Change Point in Failure and/or Repair Times pp. 1-51 Downloads
Stathis Chadjiconstantinidis and Apostolos Bozikas
The Gerber-Shiu Penalty Function for a Two-sided Renewal Risk Process Perturbed by Diffusion pp. 1-34 Downloads
Ekaterina Todorova Kolkovska and Sonny A. Medina Jimenez
On the Topology of Higher-order Age-dependent Random Connection Models pp. 1-41 Downloads
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 Downloads
Peixin Zhao and Qian Jiang
Modelling the Behavior of Human Crowds as Coupled Active-passive Dynamics of Interacting Particle Systems pp. 1-22 Downloads
Thoa Thieu and Roderick Melnik
Quickest Change-point Detection Problems for Multidimensional Wiener Processes pp. 1-25 Downloads
Pavel V. Gapeev and Yavor I. Stoev
Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model pp. 1-37 Downloads
Bohan Li, Junyi Guo and Xiaoqing Liang
Matrix-analytic Methods for the Evolution of Species Trees, Gene Trees, and Their Reconciliation pp. 1-47 Downloads
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 Downloads
Abdoun Sylia and Taleb Samira
The Aggregate Discounted Claims Process Under Multiple and Terminable Arrivals Renewal Processes pp. 1-23 Downloads
Zhehao Zhang
Randomized Repeated Significance Tests Based on Scan Statistics for Discrete Data pp. 1-26 Downloads
Yong Qiao and Joseph Glaz
Social Interactions in Queueing Systems: Pricing Decision with Reference Time Effect pp. 1-26 Downloads
Tao Jiang, Zitong Zhang and Xudong Chai
Bootstrap of Reliability Indicators for Semi-Markov Processes pp. 1-18 Downloads
Irene Votsi and Salim Bouzebda
New Information-Based Replacement Policies for Heterogeneous Populations of ‘Aging’ and ‘Non-Aging’ Items pp. 1-18 Downloads
Ji Hwan Cha, Maxim Finkelstein and Na Young Yoo
Extremes of Nonstationary Harmonizable Processes pp. 1-29 Downloads
M. Grigoriu
The Asymptotic Distribution of the Scaled Remainder for Pseudo Golden Ratio Expansions of a Continuous Random Variable pp. 1-13 Downloads
Ira W. Herbst, Jesper Møller and Anne Marie Svane
On Ordered Beta Distribution and the Generalized Incomplete Beta Function pp. 1-16 Downloads
Mayad Al-Saidi, Alexey Kuznetsov and Mikhail Nediak
On Geometric-type Approximations with Applications pp. 1-16 Downloads
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 Downloads
Yang Song and Xinying Liu
Spatial Permutations Sampling Convergence Speed pp. 1-7 Downloads
Nicolas Wicker
Global Offensive Alliances and Groupies in Heterogeneous Random Graphs pp. 1-14 Downloads
Yilun Shang
A New Family of Continuous Univariate Distributions pp. 1-20 Downloads
Markos V. Koutras and Spiros D. Dafnis
Actor-Critic Learning Algorithms for Mean-Field Control with Moment Neural Networks pp. 1-20 Downloads
Huyên Pham and Xavier Warin
On the Analysis of a Generalised Mean-Reverting Stochastic Model with Two Uncorrelated Brownian Motions pp. 1-20 Downloads
Emmanuel Coffie
Diffusion Approximation of Loss Queueing Systems pp. 1-5 Downloads
Nikolaos Limnios and Bei Wu
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