Works in Probability in the Engineering & Informational Sciences, 2024, Vol 38, Issue 1
Results: 14
A new measure of inaccuracy for record statistics based on extropy.
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- Probability in the Engineering & Informational Sciences, 2024, v. 38, n. 1, p. 207, doi. 10.1017/S0269964823000086
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A new lifetime distribution by maximizing entropy: properties and applications.
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- Probability in the Engineering & Informational Sciences, 2024, v. 38, n. 1, p. 189, doi. 10.1017/S0269964823000062
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A closed-form approximation for pricing spread options on futures under a mean-reverting spot price model with multiscale stochastic volatility.
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- Probability in the Engineering & Informational Sciences, 2024, v. 38, n. 1, p. 168, doi. 10.1017/S0269964823000049
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Valuation of vulnerable European options with market liquidity risk.
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- Probability in the Engineering & Informational Sciences, 2024, v. 38, n. 1, p. 65, doi. 10.1017/S026996482200050X
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Optimal control of supervisors balancing individual and joint responsibilities.
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- Probability in the Engineering & Informational Sciences, 2024, v. 38, n. 1, p. 130, doi. 10.1017/S0269964823000013
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Multiple-drawing dynamic Friedman urns with opposite-reinforcement.
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- Probability in the Engineering & Informational Sciences, 2024, v. 38, n. 1, p. 115, doi. 10.1017/S0269964822000535
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Random multi-hooking networks.
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- Probability in the Engineering & Informational Sciences, 2024, v. 38, n. 1, p. 100, doi. 10.1017/S0269964822000523
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Incorporating covariate into mean and covariance function estimation of functional data under a general weighing scheme.
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- Probability in the Engineering & Informational Sciences, 2024, v. 38, n. 1, p. 82, doi. 10.1017/S0269964822000511
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Method-of-moments estimators of a scale parameter based on samples from a coherent system.
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- Probability in the Engineering & Informational Sciences, 2024, v. 38, n. 1, p. 150, doi. 10.1017/S0269964823000037
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Option pricing under a double-exponential jump-diffusion model with varying severity of jumps.
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- Probability in the Engineering & Informational Sciences, 2024, v. 38, n. 1, p. 39, doi. 10.1017/S0269964822000493
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A simple European option pricing formula with a skew Brownian motion - ERRATUM.
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- Probability in the Engineering & Informational Sciences, 2024, v. 38, n. 1, p. 38, doi. 10.1017/S0269964823000050
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- Article
Relationships between cumulative entropy/extropy, Gini mean difference and probability weighted moments.
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- Probability in the Engineering & Informational Sciences, 2024, v. 38, n. 1, p. 28, doi. 10.1017/S026996482200047X
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Overlap times in the infinite server queue.
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- Probability in the Engineering & Informational Sciences, 2024, v. 38, n. 1, p. 21, doi. 10.1017/S0269964822000456
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- Article
Tsallis value-at-risk: generalized entropic value-at-risk.
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- Probability in the Engineering & Informational Sciences, 2024, v. 38, n. 1, p. 1, doi. 10.1017/S0269964822000444
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- Article