Methodology and Computing in Applied Probability

Title Publication Date Language Citations
Reliability and Optimization for k-out-of-n: G Mixed Standby Retrial System with Dependency and J-Vacation2024/02/28English
Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility2024/02/22English
Optimal Pricing Strategy in an Unreliable M/M/1 Retrial Queue with Delayed Repair and Breakdown Deterioration2024/04/05English
Conditional Moment Matching and Stratified Approximation for Pricing and Hedging Periodic-Premium Variable Annuities2024/04/11English
The Valuation at Origination of Mortgages with Full Prepayment and Default Risks2024/04/08English
Random Apportionment: A Stochastic Solution to the Balinski-Young Impossibility2023/11/23English
Stochastic Dynamics of a Hybrid Delay Food Chain Model with Harvesting and Jumps in a Polluted Environment2023/12/01English
A Generalised Matching Distribution for the Problem of Coincidences2023/12/01English
On Berman Functions2024/01/05English
Equilibrium Queueing Strategies in M/G/1 Queues with the Reference Time Effect2023/11/20English
Ruin Problems for Risk Processes with Dependent Phase-Type Claims2023/11/07English
A Semi-Markov Model with Geometric Renewal Processes2023/11/04English
Efficient Approximations for Utility-Based Pricing2024/03/28English
Reconstruction of Random Fields Concentrated on an Unknown Curve using Irregularly Sampled Data2024/03/01English
Analytical Computation of Pseudo-Gibbs Distributions for Dependency Networks2023/02/16English
Effects of Prioritized Input on Human Resource Control in Departmentalized Markov Manpower Framework2023/02/28English
Multi-State Joint Survival Signature for Multi-State Systems with Shared Multi-State Components2023/03/01English
Model Misspecification in Discrete Time Bayesian Online Change Detection2023/02/17English
The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain2024/01/29English
The Effect of Loss Preference on Queueing with Information Disclosure Policy2023/07/20English
Analyzing the Profitability and Efficiency in European Non-Life Insurance Industry2023/06/01English
A Non-equilibrium Geometric No-arbitrage Principle2023/07/12English
Simultaneous Confidence Regions and Weighted Hypotheses on Parameter Arrays2023/06/01English
Stochastic Fluid Models with Upward Jumps and Phase Transitions2023/01/31English
Polynomial Convergence Rates of Piecewise Deterministic Markov Processes2023/01/31English
Ornstein - Uhlenbeck Process Driven By $$\alpha$$-stable Process and Its Gamma Subordination2023/02/01English
On Transient Analysis of $$\Delta _N$$-Markov Chains2023/02/14English
Randomized Quasi-Monte Carlo Methods on Triangles: Extensible Lattices and Sequences2024/04/23English
A Cyclic Random Motion in $$\mathbb {R}^3$$ Driven by Geometric Counting Processes2024/04/16English
On Survival of Coherent Systems Subject to Random Shocks2024/02/19English