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Rojas-Nandayapa, Leonardo

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Author ID: rojas-nandayapa.leonardo Recent zbMATH articles by "Rojas-Nandayapa, Leonardo"
Published as: Rojas Nandayapa, L.; Rojas-Nandayapa, L.; Rojas-Nandayapa, Leonardo
Documents Indexed: 15 Publications since 2007

Publications by Year

Citations contained in zbMATH

11 Publications have been cited 91 times in 63 Documents Cited by Year
Asymptotics of sums of lognormal random variables with Gaussian copula. Zbl 1151.60009
Asmussen, Søren; Rojas-Nandayapa, Leonardo
36
2008
Efficient simulation of tail probabilities of sums of correlated lognormals. Zbl 1279.60027
Asmussen, Søren; Blanchet, José; Juneja, Sandeep; Rojas-Nandayapa, Leonardo
18
2011
On the Laplace transform of the lognormal distribution. Zbl 1386.60066
Asmussen, Søren; Jensen, Jens Ledet; Rojas-Nandayapa, Leonardo
11
2016
Stability and performance of greedy server systems. Zbl 1275.60085
Rojas-Nandayapa, Leonardo; Foss, Sergey; Kroese, Dirk P.
8
2011
Exponential family techniques for the lognormal left tail. Zbl 06628983
Asmussen, Søren; Jensen, Jens Ledet; Rojas-Nandayapa, Leonardo
7
2016
Efficient simulation of tail probabilities of sums of dependent random variables. Zbl 1245.60048
Blanchet, Jose H.; Rojas-Nandayapa, Leonardo
4
2011
Fitting phase-type scale mixtures to heavy-tailed data and distributions. Zbl 1396.60017
Bladt, Mogens; Rojas-Nandayapa, Leonardo
3
2018
Efficient simulation for dependent rare events with applications to extremes. Zbl 1385.65014
Andersen, Lars Nørvang; Laub, Patrick J.; Rojas-Nandayapa, Leonardo
1
2018
Approximating the Laplace transform of the sum of dependent lognormals. Zbl 1426.60021
Laub, Patrick J.; Asmussen, Søren; Jensen, Jens L.; Rojas-Nandayapa, Leonardo
1
2016
Semiparametric cross entropy for rare-event simulation. Zbl 1355.65022
Botev, Z. I.; Ridder, A.; Rojas-Nandayapa, L.
1
2016
Non-existence of stabilizing policies for the critical push-pull network and generalizations. Zbl 1286.90025
Nazarathy, Yoni; Rojas-Nandayapa, Leonardo; Salisbury, Thomas S.
1
2013
Fitting phase-type scale mixtures to heavy-tailed data and distributions. Zbl 1396.60017
Bladt, Mogens; Rojas-Nandayapa, Leonardo
3
2018
Efficient simulation for dependent rare events with applications to extremes. Zbl 1385.65014
Andersen, Lars Nørvang; Laub, Patrick J.; Rojas-Nandayapa, Leonardo
1
2018
On the Laplace transform of the lognormal distribution. Zbl 1386.60066
Asmussen, Søren; Jensen, Jens Ledet; Rojas-Nandayapa, Leonardo
11
2016
Exponential family techniques for the lognormal left tail. Zbl 06628983
Asmussen, Søren; Jensen, Jens Ledet; Rojas-Nandayapa, Leonardo
7
2016
Approximating the Laplace transform of the sum of dependent lognormals. Zbl 1426.60021
Laub, Patrick J.; Asmussen, Søren; Jensen, Jens L.; Rojas-Nandayapa, Leonardo
1
2016
Semiparametric cross entropy for rare-event simulation. Zbl 1355.65022
Botev, Z. I.; Ridder, A.; Rojas-Nandayapa, L.
1
2016
Non-existence of stabilizing policies for the critical push-pull network and generalizations. Zbl 1286.90025
Nazarathy, Yoni; Rojas-Nandayapa, Leonardo; Salisbury, Thomas S.
1
2013
Efficient simulation of tail probabilities of sums of correlated lognormals. Zbl 1279.60027
Asmussen, Søren; Blanchet, José; Juneja, Sandeep; Rojas-Nandayapa, Leonardo
18
2011
Stability and performance of greedy server systems. Zbl 1275.60085
Rojas-Nandayapa, Leonardo; Foss, Sergey; Kroese, Dirk P.
8
2011
Efficient simulation of tail probabilities of sums of dependent random variables. Zbl 1245.60048
Blanchet, Jose H.; Rojas-Nandayapa, Leonardo
4
2011
Asymptotics of sums of lognormal random variables with Gaussian copula. Zbl 1151.60009
Asmussen, Søren; Rojas-Nandayapa, Leonardo
36
2008
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Cited by 117 Authors

5 Hashorva, Enkelejd
5 Liu, Jingchen
5 Rojas-Nandayapa, Leonardo
4 Asmussen, Søren
4 Kortschak, Dominik
4 Xu, Gongjun
3 Albrecher, Hansjörg
3 Blanchet, Jose H.
3 Dhaene, Jan
3 Foss, Sergey G.
3 Goovaerts, Marc J.
3 Jensen, Jens Ledet
2 Alouini, Mohamed-Slim
2 Ben Rached, Nadhir
2 Bladt, Mogens
2 Botev, Zdravko I.
2 Furman, Edward
2 Gulisashvili, Archil
2 Kammoun, Abla
2 Laub, Patrick J.
2 Nadarajah, Saralees
2 Tang, Qihe
2 Tankov, Peter
2 Tempone, Raúl F.
2 Van Weert, Koen
2 Wang, Yuebao
1 Altman, Eitan
1 Andersen, Lars Nørvang
1 Asimit, Alexandru V.
1 Benkhelifa, Fatma
1 Bladt, Martin
1 Bølviken, Erik
1 Bordenave, Charles
1 Borst, Sem C.
1 Boxma, Onno Johan
1 Cappello, Lorenzo
1 Çelik, Güner D.
1 Chen, Bohan
1 Chen, Xinliang
1 Cheng, Dongya
1 Coqueret, Guillaume
1 Cossette, Hélène
1 Cruise, James R.
1 Embrechts, Paul
1 Gao, Qingwu
1 Gao, Xin
1 Geluk, Jaap L.
1 Guillen, Montserrat
1 Guo, Yongjiang
1 Hackmann, Daniel
1 Hartinger, Jürgen
1 Hassanzadeh, Fatemeh
1 Henrard, Luc
1 Ibragimov, Rustam
1 Jiang, Tao
1 Juneja, Sandeep
1 Kaas, Rob
1 Kan, Shaobai
1 Karlis, Dimitris
1 Kavitha, Veeraruna
1 Kazemi, Iraj
1 Khaledi, Majid Jafari
1 Krumscheid, Sebastian
1 Kuznetsov, Alexey
1 Last, Günter
1 L’Ecuyer, Pierre
1 Lefeber, Erjen
1 Li, Jinzhu
1 Li, Juan
1 Li, Xiaoou
1 Liao, Xin
1 Mackinlay, Daniel
1 Marceau, Étienne
1 Mikosch, Thomas
1 Mitra, Abhimanyu
1 Miyoshi, Naoto
1 Modiano, Eytan H.
1 Nakayama, Marvin K.
1 Nazarathy, Yoni
1 Nguyen, Quang Huy
1 Nobile, Fabio
1 Pedroni, Nicola
1 Peng, Zuoxiang
1 Pirjol, Dan
1 Pommeret, Denys
1 Prangle, Dennis
1 Prokhorov, Artem A.
1 Reboul, Laurence
1 Resnick, Sidney Ira
1 Rhee, Chang-Han
1 Rivaz, Firoozeh
1 Robert, Christian Yann
1 Rodrigues, Guilherme Souza
1 Rolla, Leonardo T.
1 Salomone, Robert
1 Shirai, Tomoyuki
1 Sidoravicius, Vladas
1 Sisson, Scott A.
1 Tuffin, Bruno
1 Tzougas, George
...and 17 more Authors

Citations by Year