{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,22]],"date-time":"2024-10-22T20:47:15Z","timestamp":1729630035391,"version":"3.28.0"},"reference-count":19,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2007,12]]},"DOI":"10.1109\/wsc.2007.4419625","type":"proceedings-article","created":{"date-parts":[[2008,1,4]],"date-time":"2008-01-04T21:05:18Z","timestamp":1199480718000},"page":"372-379","source":"Crossref","is-referenced-by-count":4,"title":["Importance sampling of compounding processes"],"prefix":"10.1109","author":[{"given":"Jose","family":"Blanchet","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Bert","family":"Zwart","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-57984-4_6"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4149(97)00072-0"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1214\/aoap\/1177005985"},{"key":"ref13","first-page":"463","article-title":"1996. Perpetuities with thin tails","author":"goldie","year":"0","journal-title":"Adv in Appl Probab"},{"key":"ref14","first-page":"61","article-title":"Poor man's Monte Carlo","author":"hammersley","year":"1954","journal-title":"J Roy Statist Soc Sere B 16 23–38"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1214\/009117905000000350"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2005.09.002"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1214\/lnms\/1215090088"},{"article-title":"Success epochs in Bernoulli trials (with applications in number theory)","year":"1972","author":"vervaat","key":"ref18"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.2307\/1426858"},{"key":"ref4","article-title":"Efficient rare-event simulation for the maximum of heavy-tailed random walks","author":"blanchet","year":"2007","journal-title":"submitted for publication"},{"key":"ref3","article-title":"Large deviations and sharp asymptotics for perpetuities with small discount rates","author":"blanchet","year":"2005","journal-title":"submitted for publication"},{"article-title":"Efficient rare event simulation for perpetuities","year":"2007","author":"blanchet","key":"ref6"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1007\/s11134-007-9047-4"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1080\/10451120410001733845"},{"key":"ref7","first-page":"25","article-title":"The asymptotic behaviour of a function occurring in the theory of primes","volume":"15","author":"de bruijn","year":"1951","journal-title":"J Indian Math Soc (N S )"},{"key":"ref2","article-title":"Efficient importance sampling for counting","author":"blanchet","year":"2007","journal-title":"submitted for publication"},{"key":"ref1","doi-asserted-by":"crossref","first-page":"191","DOI":"10.1214\/154957805100000122","article-title":"Exponential functionals of Levy processes","volume":"2","author":"bertoin","year":"2005","journal-title":"Probab Surv"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1214\/105051604000001016"}],"event":{"name":"2007 Winter Simulation Conference","start":{"date-parts":[[2007,12,9]]},"location":"Washington, DC, USA","end":{"date-parts":[[2007,12,12]]}},"container-title":["2007 Winter Simulation Conference"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/4419575\/4419576\/04419625.pdf?arnumber=4419625","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,18]],"date-time":"2017-06-18T02:40:42Z","timestamp":1497753642000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/4419625\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2007,12]]},"references-count":19,"URL":"https:\/\/doi.org\/10.1109\/wsc.2007.4419625","relation":{},"subject":[],"published":{"date-parts":[[2007,12]]}}}