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Number of items: 3.


Asmussen, S, Jensen, JL and Rojas-Nandayapa, L
(2016) Exponential Family Techniques for the Lognormal Left Tail. Scandinavian Journal of Statistics: Theory and Applications, 43 (3). 774 - 787.


Bladt, M and Rojas-Nandayapa, L
(2018) Fitting phase--type scale mixtures to heavy--tailed data and distributions. Extremes, 21 (2). 285 - 313.


Botev, ZI, Ridder, A and Rojas-Nandayapa, L
(2016) SEMIPARAMETRIC CROSS ENTROPY FOR RARE-EVENT SIMULATION. JOURNAL OF APPLIED PROBABILITY, 53 (3). 633 - 649.

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