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EXACT ASYMPTOTICS OF SAMPLE-MEAN-RELATED RARE-EVENT PROBABILITIESKuhn, Julia; Mandjes, Michel; Taimre, Thomas · Probability in the Engineering and Informational Sciences · 2017
Rare-event analysis of mixed Poisson random variables, and applications in staffingHeemskerk, Mariska; Kuhn, Julia; Mandjes, Michel · Performance Evaluation · 2017
[IEEE 2016 IEEE Information Theory Workshop (ITW) - Cambridge, United Kingdom (2016.9.11-2016.9.14)] 2016 IEEE Information Theory Workshop (ITW) - Anomaly identification with limited sampling budgetKuhn, Julia; Mandjes, Michel; Taimre, Thomas · 2016
Perfect simulation and backward coupling <sup>∗</sup>Foss, S.G.; Tweedie, R.L. · Communications in Statistics. Stochastic Models · 1998
Divergent Perpetuities Modulated by Regime SwitchesBasu, Ranojoy; Roitershtein, Alexander · Stochastic Models · 2013
Risk Measures and Robust Optimization ProblemsSchied∗, Alexander · Stochastic Models · 2006
Adaptive uniformizationvan Moorsel, Aad P. A.; Sanders, William H. · Communications in Statistics. Stochastic Models · 1994
Earthquake size distribution and earthquake insuranceKagan, Yan Y. · Communications in Statistics. Stochastic Models · 1997
Editorial boardCommunications in Statistics. Stochastic Models · 2000
Editorial boardCommunications in Statistics. Stochastic Models · 1997
Conditions for quantile process approximationsDrees, Holger; Haan, Laurens de · Communications in Statistics. Stochastic Models · 1999