RESIM 2014, 27-29 August 2014

Location: TInbergen Instituut, Amsterdam
Date: 27-29 August 2014
Organizers: Dr. A. RIdder (VU Amsterdam)
Number of participants: 38

RESIM 2014 is the 10th International Workshop on Rare Event Simulation. It covered all aspects of rare event simulation ranging from purely theoretical developments to practical applications.

The objective of the RESIM Workshops is to provide a forum for researchers and practitioners working in different locations and on different applications to present recent results, exchange ideas, and discuss open problems and new directions.


The workshop was held at the Tinbergen Institute in Amsterdam, Netherlands, August 27-29, 2014.



General chair: Ad Ridder (EOR; Vrije University Amsterdam)
Program chair: Michel Mandjes (KdVI; University of Amsterdam)


Workshop Topics

RESIM 2014 solicited talks on rare event simulation methodologies and applications, including the following list of topics

  • Importance Sampling
  • RESTART/Splitting
  • Stratified Sampling
  • Cross-Entropy Method
  • Large Deviations Theory
  • MCMC Techniques
  • Extreme Value Theory
  • Interacting Particles
  • Hybrid Analytic/Simulation Techniques
  • Other Novel Approaches
  Applications and Models
  • Queueing Models
  • Reliability Models
  • Finance Engineering
  • Insurance Risk
  • Computer Networks
  • Internet Applications
  • Distributed Systems
  • Telecommunications
  • Traffic Handling
  • Other relevant areas


More information

More information and the slides of the presentation can be found on the website of Resim 2014