Journal of Applied Probability

For over four decades, the Journal of Applied Probability has provided a forum for original research and reviews in applied probability. Its wide audience includes leading researchers in the many fields where stochastic models are used, including operations research, telecommunications, computer engineering, epidemiology, financial mathematics, information systems and traffic management.

Top downloads over the last seven days

The probabilities of absolute ruin in the renewal risk model with constant force of interestDimitrios G. Konstantinides, Kai W. Ng, and Qihe TangVolume 47, Number 2 (2010)
Multivariate Hawkes Processes: an Application to Financial DataPaul Embrechts, Thomas Liniger, and Lu Lin Volume 48A (2011)
Linear and nonlinear boundary crossing probabilities for Brownian motion and related processesJames C. Fu and Tung-Lung WuVolume 47, Number 4 (2010)
Preservation of positive and negative orthant dependence concepts under mixtures and applicationsFélix Belzunce and Patrizia SemeraroVolume 41, Number 4 (2004)
Tail properties and asymptotic expansions for the maximum of the logarithmic skew-normal distributionXin Liao, Zuoxiang Peng, and Saralees NadarajahVolume 50, Number 3 (2013)
  • ISSN: 0021-9002 (print), 1475-6072 (electronic)
  • Publisher: Applied Probability Trust
  • Discipline(s): Statistics and Probability
  • Full text available in Euclid: 1998--
  • Access: By subscription only
  • Euclid URL: