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Methodology and Computing in Applied Probability / Springer

Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
16
Impact Factor (IF)
0.14
5 Years IF
0.14
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1999 0 0.29 0.09 0 22 22 113 2 2 0 0 2 100 2 0.09 0.14
2000 0.09 0.34 0.07 0.09 23 45 37 3 5 22 2 22 2 1 33.3 1 0.04 0.16
2001 0.04 0.38 0.04 0.04 24 69 34 3 8 45 2 45 2 1 33.3 1 0.04 0.17
2002 0.06 0.39 0.08 0.09 23 92 29 7 15 47 3 69 6 3 42.9 0 0.2
2003 0 0.43 0.02 0.02 24 116 37 2 17 47 92 2 0 0 0.21
2004 0 0.47 0.06 0.07 24 140 44 8 25 47 116 8 3 37.5 0 0.21
2005 0.1 0.51 0.08 0.08 27 167 63 14 39 48 5 118 10 5 35.7 0 0.23
2006 0.04 0.49 0.04 0.02 28 195 113 8 47 51 2 122 3 5 62.5 0 0.22
2007 0.11 0.44 0.08 0.09 33 228 75 18 65 55 6 126 11 7 38.9 0 0.2
2008 0.23 0.47 0.16 0.18 29 257 71 39 106 61 14 136 24 18 46.2 1 0.03 0.22
2009 0.08 0.46 0.1 0.11 37 294 180 30 136 62 5 141 15 5 16.7 3 0.08 0.23
2010 0.2 0.46 0.14 0.16 45 339 152 47 183 66 13 154 24 11 23.4 2 0.04 0.2
2011 0.26 0.51 0.19 0.25 42 381 148 72 255 82 21 172 43 18 25 5 0.12 0.23
2012 0.21 0.5 0.13 0.18 60 441 146 57 312 87 18 186 33 8 14 0 0.21
2013 0.24 0.54 0.19 0.25 48 489 105 95 407 102 24 213 53 15 15.8 1 0.02 0.24
2014 0.17 0.53 0.14 0.22 57 546 111 77 485 108 18 232 50 15 19.5 1 0.02 0.22
2015 0.09 0.52 0.13 0.14 62 608 99 82 567 105 9 252 36 15 18.3 3 0.05 0.22
2016 0.13 0.5 0.17 0.16 61 669 113 113 680 119 16 269 43 19 16.8 5 0.08 0.2
2017 0.18 0.52 0.17 0.16 61 730 71 123 804 123 22 288 47 23 18.7 1 0.02 0.21
2018 0.1 0.53 0.15 0.14 72 802 140 124 928 122 12 289 40 25 20.2 4 0.06 0.22
2019 0.18 0.54 0.22 0.22 74 876 63 189 1117 133 24 313 69 44 23.3 2 0.03 0.21
2020 0.21 0.64 0.19 0.19 73 949 68 179 1296 146 31 330 64 41 22.9 5 0.07 0.3
2021 0.14 0.74 0.22 0.24 74 1023 50 229 1526 147 20 341 83 37 16.2 6 0.08 0.27
2022 0.24 0.73 0.2 0.23 138 1161 112 233 1759 147 35 354 82 61 26.2 16 0.12 0.22
2023 0.22 0.69 0.18 0.21 94 1255 43 231 1990 212 47 431 91 45 19.5 9 0.1 0.2
2024 0.21 0.81 0.11 0.15 58 1313 7 150 2140 232 48 453 68 19 12.7 0 0.23
2025 0.14 0.1 0.14 101 1414 0 142 2282 152 21 437 63 24 16.9 0
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11999The Cross-Entropy Method for Combinatorial and Continuous Optimization. (1999). Rubinstein, Reuven. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:1:y:1999:i:2:d:10.1023_a:1010091220143.

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72
22009Random Survival Forests Models for SME Credit Risk Measurement. (2009). Fantazzini, Dean ; Figini, Silvia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:1:d:10.1007_s11009-008-9078-2.

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38
32010Risk Processes with Non-stationary Hawkes Claims Arrivals. (2010). stabile, gabriele ; Torrisi, Giovanni Luca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:3:d:10.1007_s11009-008-9110-6.

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34
42009Properties of Distortion Risk Measures. (2009). Mayoral, Silvia ; Garrido, Jose ; Balbas, Alejandro. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-008-9089-z.

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34
52006Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach. (2006). Gobet, Emmanuel ; Reboul-Salze, Damien ; Barrera-Esteve, Christophe ; Dossal, Charles ; Meziou, Asma ; Munos, Remi ; Bergeret, Florent. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:4:d:10.1007_s11009-006-0427-8.

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31
62011Tail Risk of Multivariate Regular Variation. (2011). Joe, Harry ; Li, Haijun. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:4:d:10.1007_s11009-010-9183-x.

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28
72014An Insurance Risk Model with Parisian Implementation Delays. (2014). Zhou, Xiaowen ; Renaud, Jean-Franois ; Landriault, David. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:16:y:2014:i:3:d:10.1007_s11009-012-9317-4.

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28
82013Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate. (2013). Wang, Yuebao ; Gao, Qingwu. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:1:d:10.1007_s11009-011-9226-y.

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24
92009Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables. (2009). Albrecher, Hansjorg ; Kortschak, Dominik. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-007-9053-3.

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20
102012Drawdowns and the Speed of Market Crash. (2012). Hadjiliadis, Olympia ; Zhang, Hongzhong. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9262-7.

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20
112006Passage Times in Fluid Models with Application to Risk Processes. (2006). Ramaswami, V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:4:d:10.1007_s11009-006-0426-9.

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18
122012Reliability Measures of Semi-Markov Systems with General State Space. (2012). Limnios, Nikolaos. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:4:d:10.1007_s11009-011-9211-5.

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17
132009Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities. (2009). Loisel, Stephane ; Lefevre, Claude. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-009-9123-9.

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17
142008An Efficient Algorithm for Rare-event Probability Estimation, Combinatorial Optimization, and Counting. (2008). Botev, Zdravko I ; Kroese, Dirk P. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:10:y:2008:i:4:d:10.1007_s11009-008-9073-7.

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17
152007An Algorithmic Approach to Discrete Time Non-homogeneous Backward Semi-Markov Reward Processes with an Application to Disability Insurance. (2007). Manca, Raimondo ; Stenberg, Fredrik ; Silvestrov, Dmitrii. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:9:y:2007:i:4:d:10.1007_s11009-006-9012-4.

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16
162006The Cross-Entropy Method for Continuous Multi-Extremal Optimization. (2006). Porotsky, Sergey ; Rubinstein, Reuven Y ; Kroese, Dirk P. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:3:d:10.1007_s11009-006-9753-0.

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16
172013Bayesian Inference for Hawkes Processes. (2013). Rasmussen, Jakob Gulddahl. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:3:d:10.1007_s11009-011-9272-5.

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16
182004Numerical Treatment of Homogeneous Semi-Markov Processes in Transient Case–a Straightforward Approach. (2004). Manca, Raimondo ; Janssen, Jacques ; Corradi, Gianfranco. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:6:y:2004:i:2:d:10.1023_b:mcap.0000017715.28371.85.

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15
192010Initial and Final Backward and Forward Discrete Time Non-homogeneous Semi-Markov Credit Risk Models. (2010). Manca, Raimondo ; Janssen, Jacques ; Damico, Guglielmo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:2:d:10.1007_s11009-009-9142-6.

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14
202011Tail Conditional Expectation for the Multivariate Pareto Distribution of the Second Kind: Another Approach. (2011). Vernic, Raluca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:1:d:10.1007_s11009-009-9131-9.

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14
212007Statistical Process Control using Shewhart Control Charts with Supplementary Runs Rules. (2007). Bersimis, S ; Maravelakis, P E ; Koutras, M V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:9:y:2007:i:2:d:10.1007_s11009-007-9016-8.

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14
222016A Functional Central Limit Theorem for a Markov-Modulated Infinite-Server Queue. (2016). Mandjes, M ; Turck, K ; Blom, J ; Thorsdottir, H ; Anderson, D. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:1:d:10.1007_s11009-014-9405-8.

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13
232016Background Risk Models and Stepwise Portfolio Construction. (2016). Zitikis, Ricardas ; Vernic, Raluca ; Asimit, Alexandru V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:3:d:10.1007_s11009-015-9458-3.

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13
242012A Double-ended Queue with Catastrophes and Repairs, and a Jump-diffusion Approximation. (2012). Giorno, Virginia ; Kumar, Balasubramanian Krishna ; Crescenzo, Antonio ; Nobile, Amelia G. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:4:d:10.1007_s11009-011-9214-2.

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13
252008A Factorisation of Diffusion Measure and Finite Sample Path Constructions. (2008). Papaspiliopoulos, Omiros ; Roberts, Gareth O ; Beskos, Alexandros. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:10:y:2008:i:1:d:10.1007_s11009-007-9060-4.

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12
262016On the Laplace Transform of the Lognormal Distribution. (2016). Asmussen, Soren ; Rojas-Nandayapa, Leonardo ; Jensen, Jens Ledet. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:2:d:10.1007_s11009-014-9430-7.

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12
272010Drawdowns and Rallies in a Finite Time-horizon. (2010). Hadjiliadis, Olympia ; Zhang, Hongzhong. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:2:d:10.1007_s11009-009-9139-1.

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12
282018Expectiles, Omega Ratios and Stochastic Ordering. (2018). Müller, Alfred ; Bellini, Fabio ; Klar, Bernhard ; Muller, Alfred. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:3:d:10.1007_s11009-016-9527-2.

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12
292003Asymptotics of a Boundary Crossing Probability of a Brownian Bridge with General Trend. (2003). Bischoff, Wolfgang ; Husler, Jurg ; Miller, Frank ; Hashorva, Enkelejd. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:5:y:2003:i:3:d:10.1023_a:1026242019110.

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11
302010The Perturbed Compound Poisson Risk Process with Investment and Debit Interest. (2010). Wang, Chunwei ; Yin, Chuancun. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:3:d:10.1007_s11009-008-9109-z.

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11
312011Exact Simulation of Jump-Diffusion Processes with Monte Carlo Applications. (2011). Roberts, Gareth O ; Casella, Bruno. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:3:d:10.1007_s11009-009-9163-1.

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11
322009Bayesian Copulae Distributions, with Application to Operational Risk Management. (2009). Dalla Valle, Luciana. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:1:d:10.1007_s11009-007-9067-x.

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11
332005Maximum Likelihood Estimation for an Observation Driven Model for Poisson Counts. (2005). , William ; Streett, Sarah B ; Davis, Richard A. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:7:y:2005:i:2:d:10.1007_s11009-005-1480-4.

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11
342015Multilevel Simulation of Functionals of Bernoulli Random Variables with Application to Basket Credit Derivatives. (2015). Bujok, K ; Reisinger, C ; Hambly, B M. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:17:y:2015:i:3:d:10.1007_s11009-013-9380-5.

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11
352022On the Time-Dependent Delta-Shock Model Governed by the Generalized PóLya Process. (2022). Hazra, Nil Kamal ; Finkelstein, Maxim ; Goyal, Dheeraj. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09880-8.

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11
362009Robust Optimal Portfolio Choice Under Markovian Regime-switching Model. (2009). Siu, Tak Kuen ; Elliott, Robert J. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:2:d:10.1007_s11009-008-9085-3.

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11
372007Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries. (2007). Wang, Liqun ; Potzelberger, Klaus. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:9:y:2007:i:1:d:10.1007_s11009-006-9002-6.

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11
382001A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes. (2001). Giraudo, Maria Teresa ; Sacerdote, Laura ; Zucca, Cristina. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:3:y:2001:i:2:d:10.1023_a:1012261328124.

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10
391999Langevin-Type Models II: Self-Targeting Candidates for MCMC Algorithms*. (1999). Tweedie, R L ; Stramer, O. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:1:y:1999:i:3:d:10.1023_a:1010090512027.

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10
402002Langevin Diffusions and Metropolis-Hastings Algorithms. (2002). Stramer, O ; Roberts, G O. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:4:y:2002:i:4:d:10.1023_a:1023562417138.

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10
412008Exact Simulation of IG-OU Processes. (2008). Zhang, Xinsheng. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:10:y:2008:i:3:d:10.1007_s11009-007-9056-0.

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10
422012Approximations and Inequalities for Moving Sums. (2012). Wang, Xiao ; Naus, Joseph ; Glaz, Joseph. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9251-x.

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10
432005Estimation in Stationary Markov Renewal Processes, with Application to Earthquake Forecasting in Turkey. (2005). Alvarez, Enrique E. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:7:y:2005:i:1:d:10.1007_s11009-005-6658-2.

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10
442011Measures of Component Importance in Nonrepairable and Repairable Multistate Strongly Coherent Systems. (2011). Natvig, Bent. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:3:d:10.1007_s11009-010-9170-2.

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10
452012Estimation of the Expected Number of Earthquake Occurrences Based on Semi-Markov Models. (2012). Limnios, Nikolaos ; Votsi, Irene ; Tsaklidis, George ; Papadimitriou, Eleftheria. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9257-4.

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9
462018Comparisons Between Largest Order Statistics from Multiple-outlier Models with Dependence. (2018). del Aguila, Yolanda ; Torrado, Nuria ; Navarro, Jorge. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:1:d:10.1007_s11009-017-9562-7.

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9
472009Fourier Inversion Formulas in Option Pricing and Insurance. (2009). Morales, Manuel ; Garrido, Jose ; Dufresne, Daniel. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-007-9049-z.

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9
482010Two New Mixture Models Related to the Inverse Gaussian Distribution. (2010). Leiva, Victor ; Kotz, Samuel ; Sanhueza, Antonio. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:1:d:10.1007_s11009-008-9112-4.

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9
492022Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications. (2022). Langrene, Nicolas ; Pham, Huyen ; Hure, Come ; Bachouch, Achref. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:1:d:10.1007_s11009-019-09767-9.

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9
502011On Success Runs of Length Exceeded a Threshold. (2011). Psillakis, Zaharias M ; Makri, Frosso S. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:2:d:10.1007_s11009-009-9147-1.

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9
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12023Joint Reliability of Two Consecutive-(1, l) or (2, k)-out-of-(2, n): F Type Systems and Its Application in Smart Street Light Deployment. (2023). Li, Xiang ; Balakrishnan, Narayanaswamy ; Lu, Jingwen ; Yi, HE. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-09984-3.

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6
22022Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications. (2022). Langrene, Nicolas ; Pham, Huyen ; Hure, Come ; Bachouch, Achref. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:1:d:10.1007_s11009-019-09767-9.

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5
32022On Dependent Multi-State Semi-Coherent Systems Based on Multi-State Joint Signature. (2022). Balakrishnan, Narayanaswamy ; Cui, Lirong ; Yi, HE. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09877-3.

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5
42009Properties of Distortion Risk Measures. (2009). Mayoral, Silvia ; Garrido, Jose ; Balbas, Alejandro. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:3:d:10.1007_s11009-008-9089-z.

Full description at Econpapers || Download paper

5
52011Tail Risk of Multivariate Regular Variation. (2011). Joe, Harry ; Li, Haijun. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:4:d:10.1007_s11009-010-9183-x.

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4
62021Using Semi-Markov Chains to Solve Semi-Markov Processes. (2021). Limnios, Nikolaos ; Garcia, Brenda Ivette ; Wu, Bei. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:4:d:10.1007_s11009-020-09820-y.

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4
72013Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate. (2013). Wang, Yuebao ; Gao, Qingwu. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:1:d:10.1007_s11009-011-9226-y.

Full description at Econpapers || Download paper

4
82010Risk Processes with Non-stationary Hawkes Claims Arrivals. (2010). stabile, gabriele ; Torrisi, Giovanni Luca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:3:d:10.1007_s11009-008-9110-6.

Full description at Econpapers || Download paper

4
92022On the Time-Dependent Delta-Shock Model Governed by the Generalized PóLya Process. (2022). Hazra, Nil Kamal ; Finkelstein, Maxim ; Goyal, Dheeraj. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09880-8.

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4
102013Bayesian Inference for Hawkes Processes. (2013). Rasmussen, Jakob Gulddahl. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:3:d:10.1007_s11009-011-9272-5.

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3
111999The Cross-Entropy Method for Combinatorial and Continuous Optimization. (1999). Rubinstein, Reuven. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:1:y:1999:i:2:d:10.1023_a:1010091220143.

Full description at Econpapers || Download paper

3
122007Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries. (2007). Wang, Liqun ; Potzelberger, Klaus. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:9:y:2007:i:1:d:10.1007_s11009-006-9002-6.

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3
132018Expectiles, Omega Ratios and Stochastic Ordering. (2018). Müller, Alfred ; Bellini, Fabio ; Klar, Bernhard ; Muller, Alfred. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:3:d:10.1007_s11009-016-9527-2.

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3
142022Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks. (2022). Warin, Xavier ; Germain, Maximilien ; Mikael, Joseph. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09946-1.

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3
152005Maximum Likelihood Estimation for an Observation Driven Model for Poisson Counts. (2005). , William ; Streett, Sarah B ; Davis, Richard A. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:7:y:2005:i:2:d:10.1007_s11009-005-1480-4.

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162016Piecewise Linear Approximations for Cure Rate Models and Associated Inferential Issues. (2016). Pal, S ; Balakrishnan, N ; Koutras, M V ; Milienos, F S. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:4:d:10.1007_s11009-015-9477-0.

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172022Robust Stochastic Stackelberg Differential Reinsurance and Investment Games for an Insurer and a Reinsurer with Delay. (2022). Yang, LU ; Zhu, Huainian ; Zhang, Chengke. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:1:d:10.1007_s11009-021-09855-9.

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182022Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims. (2022). Yuan, Meng ; Lu, Dawei. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-021-09921-2.

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192019Approximation of Sojourn Times of Gaussian Processes. (2019). Michna, Zbigniew ; Peng, Xiaofan ; Debicki, Krzysztof. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:21:y:2019:i:4:d:10.1007_s11009-018-9667-7.

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202018Variance Allocation and Shapley Value. (2018). Scarsini, Marco ; Vaccari, Stefano ; Colini-Baldeschi, Riccardo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:3:d:10.1007_s11009-016-9540-5.

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212012Reliability Measures of Semi-Markov Systems with General State Space. (2012). Limnios, Nikolaos. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:4:d:10.1007_s11009-011-9211-5.

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222022Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression. (2022). Dumbgen, Lutz ; Mosching, Alexandre ; Henzi, Alexander. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09937-2.

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232023Optimal Strategies in a Production Inventory Control Model. (2023). Azcue, Pablo ; Muler, Nora ; Frostig, Esther. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-10024-3.

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242022Equilibrium Joining Strategies of Positive Customers in a Markovian Queue with Negative Arrivals and Working Vacations. (2022). Goswami, Veena ; Panda, Gopinath. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09864-8.

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252020A Discrete-Time GIX/Geo/1 Queue with Multiple Working Vacations Under Late and Early Arrival System. (2020). Gupta, U C ; Barbhuiya, F P. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:2:d:10.1007_s11009-019-09724-6.

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262018Optimal Mission Duration for Partially Repairable Systems Operating in a Random Environment. (2018). Finkelstein, Maxim ; Levitin, Gregory. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:2:d:10.1007_s11009-017-9571-6.

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272019Fractional Brownian Motion Delayed by Tempered and Inverse Tempered Stable Subordinators. (2019). Pooczaski, R ; Gajda, J ; Wyomaska, A ; Kumar, A. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:21:y:2019:i:1:d:10.1007_s11009-018-9648-x.

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282012Estimation of the Expected Number of Earthquake Occurrences Based on Semi-Markov Models. (2012). Limnios, Nikolaos ; Votsi, Irene ; Tsaklidis, George ; Papadimitriou, Eleftheria. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9257-4.

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292022Modelling with the Novel INAR(1)-PTE Process. (2022). Khan, Naushad Mamode ; Altun, Emrah. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09878-2.

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302022On Properties of the Phase-type Mixed Poisson Process and its Applications to Reliability Shock Modeling. (2022). Hazra, Nil Kamal ; Finkelstein, Maxim ; Goyal, Dheeraj. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09961-2.

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312016On the Laplace Transform of the Lognormal Distribution. (2016). Asmussen, Soren ; Rojas-Nandayapa, Leonardo ; Jensen, Jens Ledet. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:2:d:10.1007_s11009-014-9430-7.

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322021Analysis of a Queueing Model with Batch Markovian Arrival Process and General Distribution for Group Clearance. (2021). Chakravarthy, Srinivas R ; Rumyantsev, Alexander. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:4:d:10.1007_s11009-020-09828-4.

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332012Drawdowns and the Speed of Market Crash. (2012). Hadjiliadis, Olympia ; Zhang, Hongzhong. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9262-7.

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342014Limit Theory for Moderate Deviations from a Unit Root Under Innovations with a Possibly Infinite Variance. (2014). Pang, Tian-Xiao ; Huang, Sai-Hua ; Weng, Chengguo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:16:y:2014:i:1:d:10.1007_s11009-012-9306-7.

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352022Deep Learning for Constrained Utility Maximisation. (2022). Zheng, Harry ; Davey, Ashley. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-021-09912-3.

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362020Equilibrium Joining Strategy in a Batch Transfer Queuing System with Gated Policy. (2020). Wang, Zhen ; Shao, Yuanfu ; Chai, Xudong ; Liu, Liwei ; Chang, Baoxian. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:1:d:10.1007_s11009-018-9687-3.

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372022Analysis of a Multiple Dual-Stage Vacation Queueing System with Disaster and Repairable Server. (2022). , Sudhesh ; Shapique, Mohammed. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09926-5.

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382015Bayesian Estimation of a Skew-Student-t Stochastic Volatility Model. (2015). Lachos, V H ; Dey, Dipak K ; Abanto-Valle, C A. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:17:y:2015:i:3:d:10.1007_s11009-013-9389-9.

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392023Energy Efficiency in a Base Station of 5G Cellular Networks using M/G/1 Queue with Multiple Sleeps and N-Policy. (2023). Kalita, Priyanka ; Selvamuthu, Dharmaraja ; Merit, Deena. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:2:d:10.1007_s11009-023-10026-1.

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402022Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance. (2022). Deaconu, Madalina ; Lesage, Laurent ; Meira, Jorge Augusto ; Nichil, Geoffrey ; Lejay, Antoine ; State, Radu. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09938-1.

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412018Coupling Importance Sampling and Multilevel Monte Carlo using Sample Average Approximation. (2018). Lelong, Jerome ; Kebaier, Ahmed. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:2:d:10.1007_s11009-017-9579-y.

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422001Numerical Solution of non-Homogeneous Semi-Markov Processes in Transient Case*. (2001). Manca, Raimondo ; Janssen, Jacques. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:3:y:2001:i:3:d:10.1023_a:1013719007075.

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432009Random Survival Forests Models for SME Credit Risk Measurement. (2009). Fantazzini, Dean ; Figini, Silvia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:1:d:10.1007_s11009-008-9078-2.

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442015Functional Wavelet-Based Modelling of Dependence Between Lupus and Stress. (2015). Valderrama, Mariano J ; Escabias, Manuel ; Ocaa, Francisco A ; Aguilera, Ana M. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:17:y:2015:i:4:d:10.1007_s11009-014-9424-5.

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452020Diffusion Approximation of a Risk Model with Non-Stationary Hawkes Arrivals of Claims. (2020). Cheng, Zailei ; Seol, Youngsoo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:2:d:10.1007_s11009-019-09722-8.

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462023Equilibrium Joining Strategies in the Retrial Queue with Two Classes of Customers and Delayed Vacations. (2023). Shi, Xianyue ; Liu, Liwei. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:2:d:10.1007_s11009-023-10029-y.

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472023Pairwise Markov Models and Hybrid Segmentation Approach. (2023). Kuljus, Kristi ; Lember, Juri. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:2:d:10.1007_s11009-023-10044-z.

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482017Waiting Time Distributions in the Preemptive Accumulating Priority Queue. (2017). Fajardo, Val Andrei ; Drekic, Steve. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:19:y:2017:i:1:d:10.1007_s11009-015-9476-1.

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492010Numerical Approach for Assessing System Dynamic Availability Via Continuous Time Homogeneous Semi-Markov Processes. (2010). Chagas, Marcio Das ; Droguett, Enrique Lopez. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:3:d:10.1007_s11009-008-9114-2.

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502021Generalized Evolutionary Point Processes: Model Specifications and Model Comparison. (2021). White, Philip A ; Gelfand, Alan E. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:3:d:10.1007_s11009-020-09797-8.

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Citing documents used to compute impact factor: 21
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2025Bi-objective redundancy allocation problem in systems with mixed strategy: NSGA-II with a novel initialization. (2025). Oszczypaa, Mateusz. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:263:y:2025:i:c:s0951832025004806.

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2025Reliability modeling for linear and circular of Weighted-Consecutive-k Systems with shared components. (2025). Gao, Hongda ; Hou, LE ; Dong, Qinglai. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:262:y:2025:i:c:s0951832025003886.

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2025Model Validation and Strategy Analysis in Retrial Queues with Delayed Vacations and Feedback Based on Monte Carlo Simulation. (2025). Su, Junting ; Tian, Ruiling ; Huang, Yanling. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1856-:d:1670412.

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2025Markov Observation Models and Deepfakes. (2025). Kouritzin, Michael A. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:13:p:2128-:d:1690359.

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2025Distributions of Outputs Given Subsets of Inputs and Dependent Generalized Sensitivity Indices. (2025). Lamboni, Matieyendou. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:766-:d:1600239.

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2025The asymptotic behavior of tail moments for light-tailed risks with Sarmanov dependence structure. (2025). Zhang, Yan ; Wang, Kaiyong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:226:y:2025:i:c:s0167715225001257.

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2025Queues with Working Vacations: A Survey. (2025). Fiems, Dieter. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1894-:d:1672691.

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2025Assessing Fire Risk Zones in Phrae Province, Northern Thailand, Using a MaxEnt Model. (2025). Asanok, Lamthai ; Kamton, Ratchaneewan ; Howpinjai, Itsaree ; Panthong, Kanyakorn ; Kamyo, Punchaporn. In: Geographies. RePEc:gam:jgeogr:v:5:y:2025:i:3:p:51-:d:1751426.

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2025Nonparametric Estimation of Dynamic Value-at-Risk: Multifunctional GARCH Model Case. (2025). Almanjahie, Ibrahim M ; Laksaci, Ali ; Elmezouar, Zouaoui Chikr ; Alshahrani, Fatimah. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:12:p:1961-:d:1678875.

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2022Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes. (2022). Gapeev, Pavel V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-021-09917-y.

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