Leonardo Rojas-Nandayapa

Available identifiers

Publication	Date of Publication	Type
Approximating the Laplace transform of the sum of dependent lognormals	2019-09-23	Paper
Fitting phase-type scale mixtures to heavy-tailed data and distributions	2018-08-03	Paper
Efficient simulation for dependent rare events with applications to extremes	2018-03-01	Paper
Approximation of ruin probabilities via Erlangized scale mixtures	2018-02-15	Paper
Semiparametric cross entropy for rare-event simulation	2016-12-09	Paper
Exponential Family Techniques for the Lognormal Left Tail	2016-09-21	Paper
On the Laplace transform of the lognormal distribution	2016-06-08	Paper
Asymptotic tail behavior of phase-type scale mixture distributions	2015-02-06	Paper
A review of conditional rare event simulation for tail probabilities of heavy tailed random variables	2014-09-09	Paper
Non-existence of stabilizing policies for the critical push-pull network and generalizations	2014-05-14	Paper
Stability and performance of greedy server systems	2013-11-25	Paper
Efficient simulation of tail probabilities of sums of correlated lognormals	2012-03-08	Paper
Efficient simulation of tail probabilities of sums of dependent random variables	2011-10-25	Paper
Asymptotics of sums of lognormal random variables with Gaussian copula	2008-11-14	Paper
Efficient simulation of finite horizon problems in queueing and insurance risk	2008-01-07	Paper

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