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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 26, issue 4, 2024

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

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

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

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

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

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

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

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

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

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

Qiang Zhang and Qianqian Cui

Bayes Estimator Under Neutrosophic Statistics: A Robust Approach for Handling Uncertainty and Imprecise Data pp. 1-18

Muhammad Aslam

Volume 26, issue 3, 2024

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

Two-sided Bounds for some Quantities in the Delayed Renewal Process pp. 1-48

Stathis Chadjiconstantinidis

A Note on the Distribution of the Extreme Degrees of a Random Graph via the Stein-Chen Method pp. 1-7

Yaakov Malinovsky

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

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

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

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

Bryant Davis and James P. Hobert

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

Sheng Wang and Lijuan Dong

A Unified Approach for Hitting Time of Jump Markov Type Processes pp. 1-10

Nikolaos Limnios and Bei Wu

Optimal Investment and Reinsurance to Maximize the Probability of Drawup Before Drawdown pp. 1-34

Yakun Liu, Jingchao Li, Jieming Zhou and Yingchun Deng

Volume 26, issue 2, 2024

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

Congjin Zhou, Guojing Wang, Yinghui Dong and Pin Wang

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

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

Xiao Wei and Xingchi Gu

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

Randomized Quasi-Monte Carlo Methods on Triangles: Extensible Lattices and Sequences pp. 1-31

Gracia Yunruo Dong, Erik Hintz, Marius Hofert and Christiane Lemieux

Analysis of Renewal Batch Arrival Queues with Multiple Vacations and Geometric Abandonment pp. 1-27

Veena Goswami and Gopinath Panda

Efficient Approximations for Utility-Based Pricing pp. 1-38

Laurence Carassus and Massinissa Ferhoune

Two-sided Bounds for Renewal Equations and Ruin Quantities pp. 1-54

Stathis Chadjiconsatntinidis

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

Volume 26, issue 1, 2024

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

How Many Digits are Needed? pp. 1-13

Ira W. Herbst, Jesper Møller and Anne Marie Svane

The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain pp. 1-19

Yinbing Zhou and Dawei Lu

The Multivariate Generalized Linear Hawkes Process in High Dimensions with Applications in Neuroscience pp. 1-25

Masoumeh Fallahi, Reza Pourtaheri and Farzad Eskandari

Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility pp. 1-47

Yumo Zhang

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

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

Guillaume Perrin and Christian Soize

On Survival of Coherent Systems Subject to Random Shocks pp. 1-29

Dheeraj Goyal, Nil Kamal Hazra and Maxim Finkelstein