Leonardo Rojas-Nandayapa

Publication Activity (10 Years)

Years Active: 2007-2016
Publications (10 Years): 2

Top Topics

State Information

Mixture Distribution

Heavy Tailed Distributions

Top Venues

Oper. Res. Lett.

J. Appl. Probab.

Publications

Zdravko I. Botev, Ad Ridder, Leonardo Rojas-Nandayapa
Semiparametric cross entropy for rare-event simulation. J. Appl. Probab. 53 (3) (2016)
Hui Yao, Leonardo Rojas-Nandayapa, Thomas Taimre
Estimating tail probabilities of random sums of infinite mixtures of phase-type distributions. WSC (2016)
Yoni Nazarathy, Leonardo Rojas-Nandayapa, Thomas S. Salisbury
Non-existence of stabilizing policies for the critical push-pull network and generalizations. Oper. Res. Lett. 41 (3) (2013)
Søren Asmussen, Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa
Efficient simulation of tail probabilities of sums of correlated lognormals. Ann. Oper. Res. 189 (1) (2011)
Leonardo Rojas-Nandayapa, Sergey Foss, Dirk P. Kroese
Stability and performance of greedy server systems - A review and open problems. Queueing Syst. Theory Appl. 68 (3-4) (2011)
Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa
Efficient tail estimation for sums of correlated lognormals. WSC (2008)
Leonardo Rojas-Nandayapa, Søren Asmussen
Efficient simulation of finite horizon problems in queueing and insurance risk. Queueing Syst. Theory Appl. 57 (2-3) (2007)