Methodology and Computing in Applied Probability Short Title: Methodol. Comput. Appl. Probab. Publisher: Springer US, New York, NY ISSN: 1387-5841; 1573-7713/e Online: https://link.springer.com/journal/11009/volumes-and-issues Comments: Journal; Indexed cover-to-cover Documents Indexed: 1,235 Publications (since 1999) References Indexed: 1,075 Publications with 27,525 References. all top 5 Latest Issues 25, No. 4 (2023) 25, No. 3 (2023) 25, No. 2 (2023) 25, No. 1 (2023) 24, No. 4 (2022) 24, No. 3 (2022) 24, No. 2 (2022) 24, No. 1 (2022) 23, No. 4 (2021) 23, No. 3 (2021) 23, No. 2 (2021) 23, No. 1 (2021) 22, No. 4 (2020) 22, No. 3 (2020) 22, No. 2 (2020) 22, No. 1 (2020) 21, No. 4 (2019) 21, No. 3 (2019) 21, No. 2 (2019) 21, No. 1 (2019) 20, No. 4 (2018) 20, No. 3 (2018) 20, No. 2 (2018) 20, No. 1 (2018) 19, No. 4 (2017) 19, No. 3 (2017) 19, No. 2 (2017) 19, No. 1 (2017) 18, No. 4 (2016) 18, No. 3 (2016) 18, No. 2 (2016) 18, No. 1 (2016) 17, No. 4 (2015) 17, No. 3 (2015) 17, No. 2 (2015) 17, No. 1 (2015) 16, No. 4 (2014) 16, No. 3 (2014) 16, No. 2 (2014) 16, No. 1 (2014) 15, No. 4 (2013) 15, No. 3 (2013) 15, No. 2 (2013) 15, No. 1 (2013) 14, No. 4 (2012) 14, No. 3 (2012) 14, No. 2 (2012) 14, No. 1 (2012) 13, No. 4 (2011) 13, No. 3 (2011) 13, No. 2 (2011) 13, No. 1 (2011) 12, No. 4 (2010) 12, No. 3 (2010) 12, No. 2 (2010) 12, No. 1 (2010) 11, No. 4 (2009) 11, No. 3 (2009) 11, No. 2 (2009) 11, No. 1 (2009) 10, No. 4 (2008) 10, No. 3 (2008) 10, No. 2 (2008) 10, No. 1 (2008) 9, No. 4 (2007) 9, No. 3 (2007) 9, No. 2 (2007) 9, No. 1 (2007) 8, No. 4 (2006) 8, No. 3 (2006) 8, No. 2 (2006) 8, No. 1 (2006) 7, No. 4 (2005) 7, No. 3 (2005) 7, No. 2 (2005) 7, No. 1 (2005) 6, No. 4 (2004) 6, No. 3 (2004) 6, No. 2 (2004) 6, No. 1 (2004) 5, No. 4 (2003) 5, No. 3 (2003) 5, No. 2 (2003) 5, No. 1 (2003) 4, No. 4 (2002) 4, No. 3 (2002) 4, No. 2 (2002) 4, No. 1 (2002) 3, No. 4 (2001) 3, No. 3 (2001) 3, No. 2 (2001) 3, No. 1 (2001) 2, No. 4 (2000) 2, No. 3 (2000) 2, No. 2 (2000) 2, No. 1 (2000) 1, No. 4 (1999) 1, No. 3 (1999) 1, No. 2 (1999) 1, No. 1 (1999) all top 5 Authors 22 Balakrishnan, Narayanaswamy 17 Nadarajah, Saralees 16 Koutras, Markos V. 14 Roberts, Gareth O. 12 Limnios, Nikolaos 11 Lefèvre, Claude 11 Mahmoud, Hosam M. 11 Mukhopadhyay, Nitis 10 Beneš, Viktor 10 Kroese, Dirk P. 9 Glaz, Joseph 9 Natvig, Bent 8 Denuit, Michel M. 8 Di Crescenzo, Antonio 8 Hüsler, Jürg 8 Manca, Raimondo 8 Mandjes, Michel Robertus Hendrikus 8 Rubinstein, Reuven Y. 8 Skiadas, Christos H. 8 Withers, Christopher Stroude 8 Zacks, Shelemyahu 7 Albrecher, Hansjörg 7 Chaudhry, Mohan L. 7 Cui, Lirong 7 Eryılmaz, Serkan N. 7 Hashorva, Enkelejd 7 Sericola, Bruno 7 Silvestrov, Sergei D. 7 Tsaklidis, George M. 6 Bloch-Mercier, Sophie 6 Fu, James C. 6 Gåsemyr, Jørund Inge 6 Gupta, Umesh Chandra 6 Haiman, George 6 Li, Haijun 6 Loisel, Stéphane 6 Palacios, Jose Luis 6 Perry, David 6 Peters, Gareth William 6 Pirozzi, Enrica 6 Politis, Konstadinos 6 Rosenthal, Jeffrey S. 6 Stadje, Wolfgang 6 Staňková Helisová, Kateřina 6 Taqqu, Murad S. 6 Vellaisamy, Palaniappan 6 Yi, He 5 Cha, Ji Hwan 5 Dey, Dipak Kumar 5 Elliott, Robert James 5 Finkelstein, Maxim 5 Frostig, Esther 5 Gatto, Riccardo 5 Goswami, Veena 5 Janssen, Jacques 5 Lember, Jüri 5 Leonenko, Nikolai N. 5 Lillo, Rosa Elvira 5 Martinucci, Barbara 5 Melamed, Benjamin 5 Mishura, Yuliya Stepanivna 5 Ratanov, Nikita 5 Ravishanker, Nalini 5 Seneta, Eugene 5 Silvestrov, Dmitrii 5 Stramer, Osnat 5 Yarovaya, Elena B. 4 Abundo, Mario 4 Aoshima, Makoto 4 Banik, Abhijit Datta 4 Bar-Lev, Shaul K. 4 Boxma, Onno Johan 4 Chen, Anyue 4 Cossette, Hélène 4 D’Amico, Guglielmo 4 De Santis, Emilio 4 Deaconu, Madalina 4 Feng, Runhuan 4 Girardin, Valerie 4 Jacobson, Sheldon H. 4 Latouche, Guy 4 Li, Junping 4 Madan, Dilip B. 4 Marceau, Étienne 4 Olenko, Andriy Yakovych 4 Pardo, Leandro 4 Pozdnyakov, Vladimir 4 Preda, Cristian 4 Remiche, Marie-Ange 4 Sachlas, Athanasios 4 Schmidt, Volker 4 Simon, Matthieu 4 Spizzichino, Fabio L. 4 Staněk, Jakub 4 Thäle, Christoph 4 Vernic, Raluca 4 Wang, Linshan 4 Wu, Tung-Lung 4 Zhang, Panpan 3 Afanas’eva, Larisa Grigor’evna ...and 1,764 more Authors all top 5 Fields 919 Probability theory and stochastic processes (60-XX) 516 Statistics (62-XX) 261 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 223 Numerical analysis (65-XX) 151 Operations research, mathematical programming (90-XX) 65 Computer science (68-XX) 63 Biology and other natural sciences (92-XX) 44 Combinatorics (05-XX) 39 Systems theory; control (93-XX) 25 Information and communication theory, circuits (94-XX) 18 General and overarching topics; collections (00-XX) 17 Calculus of variations and optimal control; optimization (49-XX) 16 Partial differential equations (35-XX) 13 Special functions (33-XX) 10 Statistical mechanics, structure of matter (82-XX) 9 Linear and multilinear algebra; matrix theory (15-XX) 8 Approximations and expansions (41-XX) 8 Integral transforms, operational calculus (44-XX) 7 Ordinary differential equations (34-XX) 7 Integral equations (45-XX) 6 Real functions (26-XX) 6 Dynamical systems and ergodic theory (37-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 6 Geophysics (86-XX) 4 Number theory (11-XX) 4 Functional analysis (46-XX) 3 History and biography (01-XX) 3 Measure and integration (28-XX) 3 Operator theory (47-XX) 3 Convex and discrete geometry (52-XX) 3 Fluid mechanics (76-XX) 2 Field theory and polynomials (12-XX) 2 Group theory and generalizations (20-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Mechanics of deformable solids (74-XX) 2 Optics, electromagnetic theory (78-XX) 1 Mathematical logic and foundations (03-XX) 1 General algebraic systems (08-XX) 1 Commutative algebra (13-XX) 1 Functions of a complex variable (30-XX) 1 Sequences, series, summability (40-XX) 1 Differential geometry (53-XX) 1 Quantum theory (81-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 833 Publications have been cited 4,645 times in 3,815 Documents Cited by ▼ Year ▼ Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate. Zbl 1263.91027Wang, Kaiyong; Wang, Yuebao; Gao, Qingwu 132 2013 The cross-entropy method for combinatorial and continuous optimization. Zbl 0941.65061Rubinstein, Reuven 78 1999 An insurance risk model with Parisian implementation delays. Zbl 1319.60098Landriault, David; Renaud, Jean-François; Zhou, Xiaowen 62 2014 Langevin diffusions and Metropolis-Hastings algorithms. Zbl 1033.65003Roberts, G. O.; Stramer, O. 57 2002 Passage times in fluid models with application to risk processes. Zbl 1110.60067Ramaswami, V. 45 2006 Spectral properties of superpositions of Ornstein-Uhlenbeck type processes. Zbl 1089.60014Barndorff-Nielsen, O. E.; Leonenko, N. N. 42 2005 Precise large deviations of random sums in presence of negative dependence and consistent variation. Zbl 1242.60027Chen, Yiqing; Yuen, Kam C.; Ng, Kai W. 38 2011 Preservation of stochastic orders under the formation of generalized distorted distributions. Applications to coherent systems. 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Zbl 1035.62109Picard, Philippe; Lefèvre, Claude; Coulibaly, Ibrahim 17 2003 On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation. Zbl 1253.91090Zhang, Zhimin; Yang, Hailiang; Yang, Hu 17 2012 The Gibbs cloner for combinatorial optimization, counting and sampling. Zbl 1177.65012Rubinstein, Reuven 17 2009 Asymptotic normality for inference on multisample, high-dimensional mean vectors under mild conditions. Zbl 1317.62047Aoshima, Makoto; Yata, Kazuyoshi 16 2015 Optimal scaling for random walk Metropolis on spherically constrained target densities. Zbl 1141.60316Neal, Peter; Roberts, Gareth 16 2008 State-of-the-art in sequential change-point detection. Zbl 06124706Polunchenko, Aleksey S.; Tartakovsky, Alexander G. 16 2012 A two-sided first-exit problem for a compound Poisson process with a random upper boundary. 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Zbl 1210.60094Hautphenne, Sophie; Latouche, Guy; Remiche, Marie-Ange 14 2011 Reliability measures of semi-Markov systems with general state space. Zbl 1259.60106Limnios, Nikolaos 14 2012 Drawdowns and the speed of market crash. Zbl 1282.91396Zhang, Hongzhong; Hadjiliadis, Olympia 14 2012 Numerical solution of non-homogeneous semi-Markov processes in transient case. Zbl 0991.60082Janssen, Jacques; Manca, Raimondo 14 2001 Modeling zero inflation in count data time series with bounded support. Zbl 1450.62113Möller, Tobias A.; Weiß, Christian H.; Kim, Hee-Young; Sirchenko, Andrei 14 2018 The single server queue with catastrophes and geometric reneging. Zbl 1273.90053Dimou, Spiros; Economou, Antonis 13 2013 Fourier inversion formulas in option pricing and insurance. Zbl 1170.91410Dufresne, Daniel; Garrido, Jose; Morales, Manuel 13 2009 Extremes of Markov-additive processes with one-sided jumps, with queueing applications. Zbl 1218.60077Dieker, A. 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A.; Mora, C. M. 4 2020 ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density. Zbl 1457.62171Nitithumbundit, Thanakorn; Chan, Jennifer S. K. 3 2020 Purely sequential and \(k\)-stage procedures for estimating the mean of an inverse Gaussian distribution. Zbl 1457.62242Chaturvedi, Ajit; Bapat, Sudeep R.; Joshi, Neeraj 3 2020 ...and 733 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 5,095 Authors 50 Leonenko, Nikolai N. 44 Balakrishnan, Narayanaswamy 33 Roberts, Gareth O. 33 Wang, Xuejun 31 Mandjes, Michel Robertus Hendrikus 29 Hashorva, Enkelejd 27 Lefèvre, Claude 27 Yang, Yang 26 Di Crescenzo, Antonio 26 Pirozzi, Enrica 23 D’Amico, Guglielmo 23 Zhang, Zhimin 22 Cheung, Eric C. K. 22 Gao, Qingwu 20 Landriault, David 19 Eryılmaz, Serkan N. 19 Kawai, Reiichiro 19 Kroese, Dirk P. 19 Leiva, Víctor 19 Manca, Raimondo 17 Gupta, Umesh Chandra 17 Limnios, Nikolaos 17 Nadarajah, Saralees 17 Palmowski, Zbigniew 16 Aoshima, Makoto 16 Li, Junping 16 Rubinstein, Reuven Y. 16 Wang, Kaiyong 15 Glaz, Joseph 15 Jourdain, Benjamin 15 Nobile, Amelia G. 15 Yata, Kazuyoshi 14 Koutras, Markos V. 14 Liu, Xijun 14 Loisel, Stéphane 14 Macci, Claudio 14 Madan, Dilip B. 14 Makri, Frosso S. 14 Mishura, Yuliya Stepanivna 13 Boxma, Onno Johan 13 Chen, Anyue 13 Furman, Edward 13 Olenko, Andriy Yakovych 13 Yuen, Kam Chuen 12 Asmussen, Søren 12 Cheng, Dongya 12 Dębicki, Krzysztof 12 Ding, Feng 12 Li, Haijun 12 Navarro, Jorge 12 O’Reilly, Małgorzata M. 12 Spizzichino, Fabio L. 12 Zitikis, Ričardas 11 Albrecher, Hansjörg 11 Ascione, Giacomo 11 Banik, Abhijit Datta 11 Fu, James C. 11 Giorno, Virginia 11 Li, Xiaohu 11 Polunchenko, Aleksey S. 11 Šiaulys, Jonas 11 Tan, Zhongquan 11 Yin, Chuancun 10 Abundo, Mario 10 Ahn, Soohan 10 Badescu, Andrei L. 10 Bai, Long 10 Cha, Ji Hwan 10 Chaudhry, Mohan L. 10 Cui, Lirong 10 Czarna, Irmina 10 De Santis, Emilio 10 Hayat, Tasawar 10 Latouche, Guy 10 Mahmoud, Hosam M. 10 Peng, Zuoxiang 10 Shen, Aiting 10 Taqqu, Murad S. 10 Wu, Yi 10 Yarovaya, Elena B. 10 Yi, He 10 Zhao, Yiqiang Q. 9 Bean, Nigel G. 9 Denuit, Michel M. 9 Ivanovs, Jevgeņijs 9 Janssen, Jacques 9 Jiang, Tao 9 Kumar, Arun 9 Li, Bin 9 Liu, Peng 9 Lu, Dawei 9 Martinucci, Barbara 9 Mukhopadhyay, Nitis 9 Pacchiarotti, Barbara 9 Perry, David 9 Psillakis, Zaharias M. 9 Rosenthal, Jeffrey S. 9 Ruiz-Medina, María Dolores 9 Stadje, Wolfgang 9 Su, Jianxi ...and 4,995 more Authors all top 5 Cited in 446 Journals 348 Methodology and Computing in Applied Probability 162 Communications in Statistics. 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Latin American Journal of Probability and Mathematical Statistics 8 Journal of Computational and Graphical Statistics 8 European Actuarial Journal 7 Computers & Mathematics with Applications 7 Information Sciences ...and 346 more Journals all top 5 Cited in 51 Fields 2,314 Probability theory and stochastic processes (60-XX) 1,584 Statistics (62-XX) 875 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 527 Numerical analysis (65-XX) 516 Operations research, mathematical programming (90-XX) 204 Biology and other natural sciences (92-XX) 165 Computer science (68-XX) 120 Systems theory; control (93-XX) 71 Combinatorics (05-XX) 70 Statistical mechanics, structure of matter (82-XX) 68 Information and communication theory, circuits (94-XX) 67 Partial differential equations (35-XX) 53 Ordinary differential equations (34-XX) 39 Calculus of variations and optimal control; optimization (49-XX) 34 Dynamical systems and ergodic theory (37-XX) 27 Integral transforms, operational calculus (44-XX) 25 Integral equations (45-XX) 23 Special functions (33-XX) 22 Linear and multilinear algebra; matrix theory (15-XX) 22 Real functions (26-XX) 19 Geophysics (86-XX) 18 Fluid mechanics (76-XX) 17 Approximations and expansions (41-XX) 15 Operator theory (47-XX) 14 Measure and integration (28-XX) 14 Harmonic analysis on Euclidean spaces (42-XX) 14 Convex and discrete geometry (52-XX) 11 Functional analysis (46-XX) 11 Mechanics of deformable solids (74-XX) 8 General and overarching topics; collections (00-XX) 7 Differential geometry (53-XX) 7 Quantum theory (81-XX) 6 Number theory (11-XX) 4 Field theory and polynomials (12-XX) 4 Commutative algebra (13-XX) 3 Mathematical logic and foundations (03-XX) 3 Potential theory (31-XX) 3 Mechanics of particles and systems (70-XX) 3 Optics, electromagnetic theory (78-XX) 2 Sequences, series, summability (40-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Classical thermodynamics, heat transfer (80-XX) 1 History and biography (01-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Group theory and generalizations (20-XX) 1 Functions of a complex variable (30-XX) 1 Difference and functional equations (39-XX) 1 Abstract harmonic analysis (43-XX) 1 General topology (54-XX) 1 Relativity and gravitational theory (83-XX) 1 Mathematics education (97-XX) Citations by Year