IWAP2023

Contributed Talks

The IWAP2023 will host contributed talks organized in sessions of relevant topics. Presenters of contributed talks are invited to submit the details of the talk and register to IWAP2023. The timetable will be announced soon.

There will be sessions of contributed talks in the allocated rooms and in time intervals of one or two hours as given in the program. Each contributed talk will have duration 17′ and there will be 3′ time thereafter for questions and discussion.

The authors of contributed talks can submit a full paper of the content of the talk for publication in special issues of two journals associated to IWAP2023: 1) a special issue of the journal Methodology and Computing in Applied Probability, 2) the special issue Applied Probability, Information Theory and Applications of the journal Entropy.



Untitled Spreadsheet


Title Author(s)
Moments Computation for Markov-Modulated Fluid Models with Upward Jumps and Phase Transitions Abdallah Itidel (University of Littoral Côte d’Opale)*- Nabli Hédi (University of Sfax)
The Inverse First-passage Time Problem as Hydrodynamic Limit of a Particle System Alexander Klump (Bulgarian Academy of Sciences)*
Distribution of the number of carrier genotypes in Mendelian models Alexandra Lefebvre (Laboratoire Jacques-Louis Lions)*- Gregory Nuel (Sorbonne University)
Genetically modified mode jumping MCMC approach for Bayesian multivariate fractional polynomials Aliaksandr Hubin (Norwegian University of Life Sciences)*
Goodness of fit for the generalized Poisson distribution based on the probability generating function Apostolos Batsidis (University of Ioannina, GREECE)*- Maria Dolores Jimenez Gamero (University of Seville, Seville, Spain )- Bojana Milosevic (University of Belgrade, Belgrade, Republic of Serbia )
Multivariate Fay-Herriot Models for Small Area Estimation in Forest Inventory Aristeidis Georgakis (Aristotle University of Thessaloniki )*
The Static Duel Discounted Stochastic Game Athanasios Kechagias (Aristotle University of Thessaloniki)*
Functional Central Limit Theorem for Certain Markov Chains in Random Environment with Applications in Machine Learning Attila Lovas (Alfred Renyi Institute of Mathematics)*- Miklos Resonyi (Alfred Renyi Institute of Mathematics, Budapest)
On the growth rate of superadditive processes and the stability of functional GARCH models Baye Matar Kandji (Institut Polytechnique de Paris)
A Multi-factor Stochastic Model for Commodity Prices CHRISTIAN TEZZA (UNIVERSITY OF BOLOGNA)*
A Stochastic Control Problem With Linearly Bounded Control Rates In A Brownian Model Clarence CS Simard (Universite du Quebec e Montreal)*- Jean-Francois Renaud (Universite du Quebec e Montreal)
Semi-Parametric Non-Smooth Optimal Dynamic Pricing Daniele Bracale (University of michigan)*- Moulinath Banerjee (University of Michigan)- Yuekai Sun (University of Michigan)
Tail distortion risk measure in systemic risk model under dependence Dimitrios G Konstantinides (University of the Aegean)*
Objective Shrinkage Priors Via Imaginary Data Dimitris Fouskakis (National Technical University of Athens)*
The Disorder Problem. An approach based on Partially Observable Markov Decision Processes. Doncho Donchev (Sofia University)*
Expected Discounted Penalty Function of Gerber-Shiu for a Renewal Risk Model with Positive Jumps Perturbed by Diffusion Ekaterina T Kolkovska (Centro de Investigacion en Matematicas)*
A hybrid bi-level DEA approach for resource allocation and targeting under stochastic conditions Eleni-Maria Ms Vretta (University of Macedonia)*- Kyriakos Bitsis (University of Macedonia)- Konstantinos Kaparis (University of Macedonia)- Georgios Paltagian (University of Macedonia)- Andreas C Georgiou (University of Macedonia)
Stochastic Maximum Principle For A Constraint Nonzero-Sum Game Application: Bancassurance Emel Savku (University Of Oslo)*
Models of acceptability for risk in tunnels Massimo Guarascio (Sapienza University of Rome)*
Multiscale Scanning With Nuiscance Parameters Frank Werner (JMU Würzburg)*- Axel Munk (Universität Göttingen)- Claudia König (Universität Göttingen)
Performance Analysis for a Two-Server Queue with Disasters and Vacations George C Mytalas (UTH)*- Dimitris Zisis (AUEB)
The Failure Rate for the Convolution of Two Distributions One of Which has Bounded Support George Tzavelas (University of Piraeus)*- Konstadinos Politis (University of Piraeus)
The Ant random walk with superlinear reinforcement Guilherme Henrique de Paula Reis (TU Munich)*
Non-parametric Observation Driven HMM Hanna BACAVE (INRAE)*- Pierre-Oliver CHEPTOU (CEFE – CNRS)- Nikolaos LIMNIOS (Laboratoire de Mathématiques Appliquées de Compiegne (LMAC))- Nathalie PEYRARD (INRAE)
Modeling and parameter estimation of a multi-hidden chain model of typhoid fever in Mayotte Ibrahim BOUZALMAT (IMAG, Montpellier university)*- Benoite de Saporta (IMAG, Montpellier Univ, CNRS, Montpellier)- Solym Manou-Abi ( IMAG, Montpellier Univ, CNRS, CUFR Mayotte)
A Remote Sensing Application of Generalized Linear Mixed-Effects Models in Crop Phenology Prediction Ioannis Oikonomidis (National and Kapodistrian University of Athens)*- Samis Trevezas (National and Kapodistrian University of Athens)
On the time and aggregate claim amount until ruin in a jump diffusion risk model in the presence of an upper safety level Jacob David Economides (University of Piraeus)*- Michael Boutsikas (University of Piraeus)- Vaggelatou Eutichia (National and Kapodistrian University of Athens)
Estimates for Exponential Functionals of Real-Valued Continuous Gaussian Processes Jose Alfredo Lopez-Mimbela (Centro de Investigacion en Matematicas)*
Modeling the Health Impact of COVID-19 using Mixed Interaction Models and Chain Graph Models Konstantina Gourgoura (University of Perugia)*- Perla Rivadeneyra (University of Padova, University of Camerino)- Elena Stanghellini (University of Perugia)- Chrys Caroni (National Technical University of Athens)- Francesco Bartolucci (University of Perugia)- Giacomo Pucci (Unit of Internal Medicine, Santa Maria Terni University Hospital, University of Perugia)- Rosa Curcio (Unit of Internal Medicine, Santa Maria Terni University Hospital, University of Perugia)- Massimiliano Cavallo (Unit of Internal Medicine, Santa Maria Terni University Hospital, University of Perugia)- Leandro Sanesi (Unit of Internal Medicine, Santa Maria Terni University Hospital, University of Perugia)- Giovanni Morgana (Unit of Internal Medicine, Santa Maria Terni University Hospital, University of Perugia)- Stefano Bartoli (Unit of Clinical Psychology, Santa Maria Terni University Hospital)- Roberto Ferranti (Unit of Radiology, Santa Maria Terni University Hospital)- Maria Bruna Pasticci (Unit of Infectious Diseases, Santa Maria Terni University Hospital, University of Perugia)- Gaetano Vaudo (Unit of Internal Medicine, Santa Maria Terni University Hospital, University of Perugia)
Multitype Branching Process with Nonhomogeneous Poisson and Contagious Poisson Immigration Landy Rabehasaina (Franche Comte University)*
Spatio-temporal Markov decision theory Maike C. de Jongh (University of Twente)
A wide family of continuous univariate distributions and applications Markos Koutras (University of Piraeus)- Spiros D. Dafnis (University of Piraeus)*
Interval Bayesian method to sequential sampling problem Masayuki HORIGUCHI (Kanagawa University)*
Coverage and connectivity in stochastic geometry Mathew D Penrose (University of Bath)*
SIR epidemics perturbed by Feller processes Matthieu Simon (Universite de Mons)*
Miguel Lafuente Blasco (University of Zaragoza)*
Analysis of a multi-level manpower model under different circumstances Nikolas Tsantas (Department of Mathematics, University of Patras)*- Vassilis Dimitriou (Department of Mathematics, Aristotle University of Thessaloniki)- Andreas C Georgiou (University of Macedonia)
On fluctuation-theoretic decompositions via Lindley-type recursions Offer Kella (The Hebrew University of Jerusalem)*
On the preservation of some positive aging properties regarding random maxima Panayiotis Bobotas (University of Thessaly)*- Markos Koutras (University of Piraeus)
Parameter Estimation Issues on the Generalised Gamma Model for Complete and Interval Censored Observations Paul-Henry Cournede (CentraleSupelec)- Gurvan Hermange (CentraleSupelec)- Paschalis Karkalakis ( National and Kapodistrian University of Athens)- Samis Trevezas (National and Kapodistrian University of Athens)*
Optimal stopping zero-sum games in continuous hidden Markov models Pavel V. Gapeev (LSE)*
Some optimal stopping pre-emption games in two-dimensional continuous Markov models Pavel V. Gapeev (LSE)*
Quickest change-point detection problems for multidimensional Wiener processes Pavel V. Gapeev (LSE)*- Yavor Stoev (LSE)
Conditional gambler’s ruin problem with arbitrary winning and losing probabilities with applications Pawel Lorek (University of Wroclaw)*- Piotr Markowski (University of Wroclaw)
Structural reliability assessment of composite columns in steel and concrete Pellumb Zogu (University of Luxembourg)*
A Busy Period Analysis of a 2-Queue Polling System with a Threshold-Based Switching Policy Rachel Ravid (Braude College of Engineering)*
Target-based Approach with Dependent Targets and Paradoxes in Decision Theory Rachele Foschi (University of Pisa)*
Alternative Transient Solutions for Semi-Markov Systems in Queuing and Reliability Ramaz Khurodze (Georgian Technical University)- Revaz Kakubava (Georgian Technical University)- Nino Svanidze (Batumi Shota Rustaveli State University)*
New Probabilistic Method for Transient Analysis of M/G/1 systems with Server Vacations
Spacings-Based Goodness-of-Fit Testing Reza Pakyari (Qatar University)*
Asymptotic results for sums and extremes Rita Giuliano (Universita di Pisa) , Claudio Macci (University of Rome Tor Vergata)* and Barbara Pacchiarotti (University of Rome Tor Vergata)
Windings Of Planar Stochastic Processes And Applications. Stavros Vakeroudis (Athens University of Economics and Business)*
Maximum Precision Estimation for a Step-Stress Model Using Two-Stage Methodologies Sudeep R. Bapat (IIM Indore)*
Modeling Rainfall Interarrival Times, Rainfall Depths and their dependence, using the Hurwitz Lerch Zeta family of distributions and Discrete Copulas Tommaso Martini (Universita di Torino)*- Elvira Di Nardo (University of Turin)
Large deviations for super-heavy tailed random walks Toshio Nakata (University of Teacher Education Fukuoka)*
Covariance Identity for q-Distributions Violetta E Piperigou (University of Patras)*- Malvina Vamvakari (Harokopio University of Athens)
Reliability Modeling and Evaluation of Continuous Degradation System under Dynamic Environments Yamei Zhang (Northwestern Polytechnical University)*- Bei Wu (Northwestern Polytechnical University)
Joint distribution of increasing and decreasing successions of multisets Yong Kong (Yale University)*
Gamma processes for prognosis: theory, applications and perspectives Zeina Al Masry (Ecole Nationale Superieure de Mecanique et des Microtechniques)*

*Speaker