On The Impacts of Tail Model Uncertainty in Rare-Event Estimation

Zhiyuan Huang, Henry Lam. On The Impacts of Tail Model Uncertainty in Rare-Event Estimation. In 2019 Winter Simulation Conference, WSC 2019, National Harbor, MD, USA, December 8-11, 2019. pages 950-961, IEEE, 2019. [doi]

Abstract

Abstract is missing.