Simulating tail probabilities in GI/GI/1 queues and insurance risk processes with subexponential distributions (extended abstract)

Authors:
Nam Kyoo Boots;Perwez Shahabuddin
Affiliations:
Vrije University, De Boelelaan 1105, 1081 HV Amsterdam, Netherlands;Columbia University, New York, NY
Venue:
ACM SIGMETRICS Performance Evaluation Review
Year:
2001

Citing 3
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Abstract