The following pages link to Leonardo Rojas-Nandayapa (Q292356):
Displaying 14 items.
- On the Laplace transform of the lognormal distribution (Q292357) (← links)
- Stability and performance of greedy server systems (Q383183) (← links)
- Efficient simulation of tail probabilities of sums of correlated lognormals (Q666348) (← links)
- Fitting phase-type scale mixtures to heavy-tailed data and distributions (Q726126) (← links)
- A review of conditional rare event simulation for tail probabilities of heavy tailed random variables (Q740945) (← links)
- Asymptotics of sums of lognormal random variables with Gaussian copula (Q952863) (← links)
- Approximation of ruin probabilities via Erlangized scale mixtures (Q1697232) (← links)
- Efficient simulation for dependent rare events with applications to extremes (Q1703036) (← links)
- Non-existence of stabilizing policies for the critical push-pull network and generalizations (Q2450617) (← links)
- Efficient simulation of finite horizon problems in queueing and insurance risk (Q2465683) (← links)
- Exponential Family Techniques for the Lognormal Left Tail (Q2821479) (← links)
- Semiparametric cross entropy for rare-event simulation (Q2836222) (← links)
- Efficient simulation of tail probabilities of sums of dependent random variables (Q3094481) (← links)
- Approximating the Laplace transform of the sum of dependent lognormals (Q5197405) (← links)
