- Authors:
- DOI:
- 10.1007/s11009-013-9371-6
- Type:
- Journal article
- Language:
- English
- Published in:
- Methodology and Computing in Applied Probability, 2015, Vol 17, Issue 2, p. 1-21
- Keywords:
- Complexity; Conditional Monte Carlo; Control variates; Lognormal distribution; M/G/1 queue; Pollaczeck-Khinchine formula; Rare event; Regular variation; Ruin theory; Second order subexponentiality; Subexponential distribution; Vanishing relative error; Weibull distribution
- Main Research Area:
- Science/technology
- Publication Status:
- Published
- Review type:
- Peer Review
- Submission year:
- 2015
- Scientific Level:
- Scientific
- ID:
- 254940818