Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times

By A. Baltrunas, Daryl J. Daley, Claudia Klüppelberg. 2004

50 citations recorded by the source corpus.

Subfields: Finance, Management Information Systems, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/e613d41eb33b564db9ee443860bfe47ce9c981b5

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Dirk P. Kroese
2. Søren Asmussen
3. Andreas E. Kyprianou
4. Lothar Breuer
5. Zbigniew Palmowski
6. Martijn Pistorius

In Management Information Systems

1. Søren Asmussen
2. Florin Avram
3. Zbigniew Palmowski
4. Martijn Pistorius
5. Lothar Breuer

In Management Science and Operations Research

1. Dirk P. Kroese
2. Søren Asmussen
3. Hansjörg Albrecher *
4. Lingjiong Zhu
5. Leda D. Minkova
6. Qihe Tang
7. Chuancun Yin
8. Zbigniew Palmowski

Citations in the corpus

• Improved algorithms for rare event simulation with heavy tails (2006, background): “[8], where some of the results take a different form for 1 2 10 ] and references therein).”