{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,15]],"date-time":"2026-06-15T17:52:53Z","timestamp":1781545973192,"version":"3.54.5"},"reference-count":13,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2007]]},"DOI":"10.1109\/wsc.2007.4419628","type":"proceedings-article","created":{"date-parts":[[2008,7,18]],"date-time":"2008-07-18T13:19:35Z","timestamp":1216387175000},"page":"395-402","source":"Crossref","is-referenced-by-count":0,"title":["Rare-event simulation for a multidimensional random walk with t distributed increments"],"prefix":"10.1109","author":[{"given":"Jose H.","family":"Blanchet","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"family":"Jingchen Liu","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"263","reference":[{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1214\/105051605000000502"},{"key":"ref11","article-title":"Heavy-tailed insurance portfolios: buffer capital and ruin probabilities","author":"hult","year":"2006","journal-title":"Tech Rep No 1441"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1137\/1134080"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1109\/18.54903"},{"key":"ref4","article-title":"Efficient rare event simulation for multiserver queues","author":"blanchet","year":"2007"},{"key":"ref3","article-title":"Fluid heuris-tics, Lyapunov bounds and efficient importance sampling for a heavy-tailed GIGII queue","author":"blanchet","year":"2007"},{"key":"ref6","article-title":"Notes on importance sampling for random variables with regularly varying tails","author":"dupuis","year":"2006"},{"key":"ref5","article-title":"First-passage time probabilities for multidimensional heavy-tailed random walks: Algorithms and Asymptotics","author":"blanchet","year":"2007"},{"key":"ref8","article-title":"Uniformly Efficient Importance Sampling for the Tail Distribution of Sums of Random Variables","author":"glasserman","year":"2007","journal-title":"Math of O R"},{"key":"ref7","article-title":"Modeling dependence with copulas and applications to risk management","author":"embrechts","year":"2001","journal-title":"Technical Report"},{"key":"ref2","article-title":"Efficient rare event simulation for the maximum of heavy-tailed random walks","author":"blanchet","year":"2007"},{"key":"ref1","article-title":"Applied Probability and Queues","author":"asmussen","year":"2003"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.35.11.1367"}],"event":{"name":"2007 Winter Simulation Conference","location":"Washington, DC, USA","start":{"date-parts":[[2007,12,9]]},"end":{"date-parts":[[2007,12,12]]}},"container-title":["2007 Winter Simulation Conference"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/4419575\/4419576\/04419628.pdf?arnumber=4419628","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2026,6,15]],"date-time":"2026-06-15T17:05:11Z","timestamp":1781543111000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/4419628\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2007]]},"references-count":13,"URL":"https:\/\/doi.org\/10.1109\/wsc.2007.4419628","relation":{},"subject":[],"published":{"date-parts":[[2007]]}}}