Concepedia

Leonardo Rojas‐Nandayapa

LR

Statistics

Publications

10

Citations

409

H-Index

10

Active since

2004

Affiliations

The University of Queensland(Current)

Aarhus University

Columbia University

Leonardo Rojas‐Nandayapa is an author at The University of Queensland specializing in probability theory, natural sciences, and mathematics.

Publications per year

2004–2018

10

Publications

10

Asymptotics of sums of lognormal random variables with Gaussian copula

Søren Asmussen, Leonardo Rojas‐Nandayapa · Statistics & Probability Letters · 2008 · 117 citations · Full text

Natural Sciences, Mathematics, Probability Theory +8

On the Laplace Transform of the Lognormal Distribution

Søren Asmussen, Jens Ledet Jensen, Leonardo Rojas‐Nandayapa · Methodology And Computing In Applied Probability · 2014 · 97 citations

Natural Sciences, Industrial Engineering, Probability Theory +7

Efficient simulation of tail probabilities of sums of correlated lognormals

Søren Asmussen, José Blanchet, Sandeep Juneja et al. · Annals of Operations Research · 2009 · 54 citations

Natural Sciences, Computer Science, Mathematics +12

Non-existence of stabilizing policies for the critical push–pull network and generalizations

Yoni Nazarathy, Leonardo Rojas‐Nandayapa, Thomas S. Salisbury · Operations Research Letters · 2013 · 35 citations

Natural Sciences, Economics, Dynamical Systems +10

Exponential Family Techniques for the Lognormal Left Tail

Søren Asmussen, Jens Ledet Jensen, Leonardo Rojas‐Nandayapa · Scandinavian Journal of Statistics · 2016 · 35 citations · Full text

Natural Sciences, Finance, Mathematics +17

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