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Number of items: 7.


Peralta, Oscar, Rojas-Nandayapa, Leonardo ORCID: 0000-0001-5652-3183, Xie, Wangyue and Yao, Hui
(2018) Approximation of ruin probabilities via Erlangized scale mixtures. INSURANCE MATHEMATICS & ECONOMICS, 78 (C). pp. 136-156.


Rojas-Nandayapa, Leonardo ORCID: 0000-0001-5652-3183 and Xie, Wangyue
(2015) Asymptotic tail behavior of phase-type scale mixture distributions. Annals of Actuarial Science, 12 (2). pp. 412-432.


Rojas-Nandayapa, Leonardo ORCID: 0000-0001-5652-3183 and Xie, Wangyue
(2017) Asymptotic tail behaviour of phase-type scale mixture distributions. Annals of Actuarial Science, 12 (02). pp. 412-432.


Yao, Hui, Rojas-Nandayapa, Leonardo ORCID: 0000-0001-5652-3183 and Taimre, Thomas
(2016) ESTIMATING TAIL PROBABILITIES OF RANDOM SUMS OF INFINITE MIXTURES OF PHASE-TYPE DISTRIBUTIONS. In: 2016 Winter Simulation Conference (WSC), 2016-12-11 - 2016-12-14.


Andersen, Lars Norvang, Laub, Patrick J and Rojas-Nandayapa, Leonardo ORCID: 0000-0001-5652-3183
(2018) Efficient Simulation for Dependent Rare Events with Applications to Extremes. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 20 (1). pp. 385-409.


Nazarathy, Yoni, Rojas-Nandayapa, Leonardo ORCID: 0000-0001-5652-3183 and Salisbury, Thomas S
(2013) Non-existence of stabilizing policies for the critical push-pull network and generalizations. OPERATIONS RESEARCH LETTERS, 41 (3). pp. 265-270.


Asmussen, Soren, Jensen, Jens Ledet and Rojas-Nandayapa, Leonardo ORCID: 0000-0001-5652-3183
(2016) On the Laplace Transform of the Lognormal Distribution. Methodology and Computing in Applied Probability, 18 (2). pp. 441-458.

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