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2021 Conference Publication Estimating tail probabilities of random sums of scale mixture of phase-type random variablesYao, Hui and Taimre, Thomas (2021). Estimating tail probabilities of random sums of scale mixture of phase-type random variables. 24th International Congress on Modelling and Simulation, Sydney, Australia, 5-10 Dec 2021. Sydney, Australia: MODSIM. doi: 10.36334/modsim.2021.A1.yao |
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2017 Conference Publication Estimating tail probabilities of random sums of infinite mixtures of phase-type distributionsYao, Hui, Rojas-Nandayapa, Leonardo and Taimre, Thomas (2017). Estimating tail probabilities of random sums of infinite mixtures of phase-type distributions. 2016 Winter Simulation Conference, WSC 2016, Arlington, VA, United States, 11 - 14 December 2016. Piscataway, NJ, United States: Institute of Electrical and Electronics Engineers. doi: 10.1109/WSC.2016.7822102 |
