Efficient simulation of finite horizon problems in queueing and insurance risk. - Leonardo Rojas-Nandayapa; Søren Asmussen (Queueing Syst. Theory Appl., 2007)

Efficient tail estimation for sums of correlated lognormals. - Jose H. Blanchet; Sandeep Juneja 001; Leonardo Rojas-Nandayapa (WSC, 2008)

Efficient simulation of tail probabilities of sums of correlated lognormals. - Søren Asmussen; Jose H. Blanchet; Sandeep Juneja 001; Leonardo Rojas-Nandayapa (Ann. Oper. Res., 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)

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)

Estimating tail probabilities of random sums of infinite mixtures of phase-type distributions. - Hui Yao; Leonardo Rojas-Nandayapa; Thomas Taimre (WSC, 2016)

Semiparametric cross entropy for rare-event simulation. - Zdravko I. Botev; Ad Ridder; Leonardo Rojas-Nandayapa (J. Appl. Probab., 2016)