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01-012/4 - Simulating Tail Probabilities in GI/GI.1 Queues and Insurance Risk Processes with Subexponentail Distributions


  • Authors
    Nam Kyoo Boots, Vrije Universiteit Amsterdam; Perwez Shahabuddin, Columbia University
  • Publication date
    February 6, 2001
  • Keywords
    importance sampling; rare event simulation; subexponential distributions; insurance risk; GI/GI/1 queues