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On complexity of multistage stochastic programs under heavy tailed distributions
Operations Research Letters, 2021Jie Jiang
exaly
HEAVY-TAILED DISTRIBUTIONS AND THEIR APPLICATIONS
Probability, Finance and Insurance, 2004CHUN SU, QIHE TANG
openaire +1 more source
PIECEWISE POLYNOMIAL APPROXIMATIONS FOR HEAVY-TAILED DISTRIBUTIONS IN QUEUEING ANALYSIS
Stochastic Models, 2005John Shortle
exaly
Fitting phase–type scale mixtures to heavy–tailed data and distributions
Extremes, 2018Leonardo Rojas Nandayapa, Mogens Bladt
exaly
Fractional absolute moments of heavy tailed distributions
Brazilian Journal of Probability and Statistics, 2016Muneya Matsui, Zbynĕk Pawlas
exaly