Importance sampling for stochastic simulations
Management Science
Fast simulation of rare events in queueing and reliability models
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Modelling extremal events: for insurance and finance
Modelling extremal events: for insurance and finance
Simulating GI/GI/1 queues and insurance risk processes with subexponential distributions
Proceedings of the 32nd conference on Winter simulation
Simulating heavy tailed processes using delayed hazard rate twisting
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Simulation input analysis: difficulties in simulating queues with Pareto service
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
Perwez Shahabuddin, 1962--2005: A professional appreciation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Rare event simulation techniques
Proceedings of the Winter Simulation Conference
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