Leonardo Rojas-Nandayapa

According to our database, Leonardo Rojas-Nandayapa authored at least 7 papers between 2007 and 2016.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2016

Semiparametric cross entropy for rare-event simulation.

Zdravko I. Botev, Ad Ridder, Leonardo Rojas-Nandayapa

J. Appl. Probab., 2016

Estimating tail probabilities of random sums of infinite mixtures of phase-type distributions.

Hui Yao, Leonardo Rojas-Nandayapa, Thomas Taimre

Proceedings of the Winter Simulation Conference, 2016

2013

Non-existence of stabilizing policies for the critical push-pull network and generalizations.

Yoni Nazarathy, Leonardo Rojas-Nandayapa, Thomas S. Salisbury

Oper. Res. Lett., 2013

2011

Stability and performance of greedy server systems - A review and open problems.

Leonardo Rojas-Nandayapa, Sergey Foss, Dirk P. Kroese

Queueing Syst. Theory Appl., 2011

Efficient simulation of tail probabilities of sums of correlated lognormals.

Søren Asmussen, Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa

Ann. Oper. Res., 2011

2008

Efficient tail estimation for sums of correlated lognormals.

Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa

Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

2007

Efficient simulation of finite horizon problems in queueing and insurance risk.

Leonardo Rojas-Nandayapa, Søren Asmussen

Queueing Syst. Theory Appl., 2007