Simulating tail probabilities in GI/GI/1 queues and insurance risk processes with subexponential distributions (extended abstract)

Nam Kyoo Boots, Perwez Shahabuddin. Simulating tail probabilities in GI/GI/1 queues and insurance risk processes with subexponential distributions (extended abstract). SIGMETRICS Performance Evaluation Review, 29(3):38-39, 2001. [doi]

Abstract

Abstract is missing.