S. Asmussen and P. Glynn, Stochastic Simulation: Algorithms and Analysis, 2007.

P. W. Glynn, M. K. Nakayama, and B. Tuffin, On the estimation of the mean time to failure by simulation, 2017 Winter Simulation Conference (WSC), 2017.
DOI : 10.1109/WSC.2017.8247921

URL : https://hal.archives-ouvertes.fr/hal-01551078

A. Goyal, P. Heidelberger, and P. Shahabuddin, Measure specific dynamic importance sampling for availability simulations, Proceedings of the 19th conference on Winter simulation , WSC '87, pp.351-357, 1987.
DOI : 10.1145/318371.318607

A. Goyal, P. Shahabuddin, P. Heidelberger, V. Nicola, and P. W. Glynn, A unified framework for simulating Markovian models of highly dependable systems, IEEE Transactions on Computers, vol.41, issue.1, pp.36-51, 1992.
DOI : 10.1109/12.123381

L. J. Hong, Z. Hu, and G. Liu, Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk, ACM Transactions on Modeling and Computer Simulation, vol.24, issue.4, pp.22-2014
DOI : 10.1287/mnsc.1120.1615

V. Kalashnikov, Topics on Regenerative Processes, Boca Raton, 1994.
DOI : 10.1155/s1048953393000322

URL : http://doi.org/10.1155/s1048953393000322

V. Kalashnikov, Geometric Sums: Bounds for Rare Events with Applications, 1997.
DOI : 10.1007/978-94-017-1693-2

P. L. Ecuyer and B. Tuffin, Approximating zero-variance importance sampling in a reliability setting, Annals of Operations Research, vol.189, issue.1, pp.277-297, 2012.

A. J. Mcneil, R. Frey, and P. Embrechts, Quantitative Risk Management: Concepts, Techniques, Tools, 2005.

M. K. Nakayama and P. Shahabuddin, Quick simulation techniques for estimating the unreliability of large regenerative models of highly reliable systems, Probability in the Engineering and Informational Sciences, pp.339-368, 2004.

V. F. Nicola, P. Shahabuddin, and M. K. Nakayama, Techniques for fast simulation of models of highly dependable systems, IEEE Transactions on Reliability, vol.50, issue.3, pp.246-264, 2001.
DOI : 10.1109/24.974122

G. Rubino and B. Tuffin, Markovian Models for Dependability Analysis, Rare Event Simulation using Monte Carlo Methods, pp.125-144, 2009.
DOI : 10.1002/9780470745403.ch6

URL : https://hal.archives-ouvertes.fr/hal-00787667

J. S. Sadowsky, Large deviations theory and efficient simulation of excessive backlogs in a GI/GI/m queue, IEEE Transactions on Automatic Control, vol.36, issue.12, pp.1383-1394, 1991.
DOI : 10.1109/9.106154

P. Shahabuddin, Importance Sampling for the Simulation of Highly Reliable Markovian Systems, Management Science, vol.40, issue.3, pp.333-352, 1994.
DOI : 10.1287/mnsc.40.3.333

G. S. Shedler, Regenerative Stochastic Simulation, 1993.