Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error

An introduction to probability theory and its applications

Journal of the Franklin Institute · 1958 · 30K citations

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An Introduction to Probability Theory and its Applications.

J. F. C. Kingmán, W. Feller · Journal of the Royal Statistical Society Series A (General) · 1972 · 5.1K citations

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Improved algorithms for rare event simulation with heavy tails

Søren Asmussen, Dirk P. Kroese · Advances in Applied Probability · 2006 · 147 citations

Natural Sciences, Biostatistics, Mathematics +17

Rare Events Simulation for Heavy-Tailed Distributions

Søren Asmussen, Klemens Binswanger, Bjarne Højgaard et al. · Bernoulli · 2000 · 142 citations

Natural Sciences, Mathematics, Probability Theory +14

A Classified Bibliography Of Research On Stochastic Pert Networks: 1966-1987

Veena Adlakha, V. G. Kulkarni · INFOR Information Systems and Operational Research · 1989 · 121 citations

Engineering, Computer Science, Mathematics +11