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Søren Asmussen udnævnt til æresdoktor ved Heriot-Watt University, Edinburgh

25.11.2013 | Lars Madsen

Billede fra højtidelighed

Fra venstre mod højre: Rektor Steve Chapman, Præsident Robert Buchan, Søren Asmussen og prisindstiller Serguei Foss.

Prisinstillerens tale til SA:

Chancellor I have the honour to present for the degree of Doctor of Letters, Søren Asmussen.

Søren Asmussen obtained his PhD at the University of Copenhagen in 1978, followed the by Danish degree of Dr. scient. in 1982. He held academic positions at the University of Copenhagen, before becoming moving to Aalborg University in 1987 where he received one of the prestigious Danish research professorships i 1990. In 1995, he became Professor of Mathematical Statistics at Lund University in Sweden, and then moved to his current position as Professor of Applied Probability at Aarhus University in Denmark in 2003. He is also well known at many other major centres around the world.

Søren Asmussen is one of key ?gures in modern applied probability and related areas. He has made many signi?cant contributions with new ideas, techniques and theories. His work has extraordinary range, that includes branching processes, queueing theory, extreme-value theory, rare-event asymptotics and related simulation methods, matrixgeometric modeling, Markov processes, regeneration, insurance mathematics, etc. Over the years, he has had an enormous scienti?c output. He has collaborated with the best in the ?eld. He has authored more than 150 research articles and several books. Among them is the classic Applied Probability and Queues (1987 and 2003). It is a bestseller book all over the world and is part of any graduate course in applied probability. The monograph Ruin Probabilities (2000, second edition, 2010, co-authored with Hansjoerg Albrecher) is a standard textbook in courses on insurance mathematics and, moreover, a must-to-have for any researcher in this ?eld. Another path-breaking book (joint with Peter Glynn, Stanford) appeared in 2007, it sets the standards in the ?eld of Monte-Carlo simulation of stochastic processes and probability distributions. It is briliantly written, summarises the developments of Monte-Carlo methods over 20-30 years, and also the related work of Søren who has been one of the most in?uential researchers in the simulation community.

Professor Asmussen received the Marcel F. Neuts Applied Probability Prize (1999), the INFORMS Outstanding Publication Prizes in Simulation in 2002 and 2008, John von Neumann Theory Prize in 2010, and the gold medal ”For Great Contributions in Mathematics” from the Sobolev Institute of Mathematics, Russian Academy of Sciences in 2011.

Søren Asmussen has gained a very high reputation as researcher in probability theory, mathematical statistics and far beyond. Among others, he has been a popular speaker at international conferences bridging between theory and practice. Actuarial mathematics * in one ?eld where his work is of interest to a wide audience of applied and theoretical workers. Another is his recent work on simulations which has attracted the attention of large groups of quantitative ?nancial analysts whose work to a major extent depends on the quality of stochastic simulations.

Søren has long-term links with the UK and with many British mathematical centres. In particular, the Applied Probability Trust is based in She?eld, and for 8 last years Søren Asmussen is Editor-in-Chief of two leading journals funded by the Trust, the Journal of Applied Probability and Advances in Applied Probability. He also was Editor-in-Chief of the Annals of Applied Probability in 2000-02.

Professor Asmussen frequently visits Scotland and has close collaborative links with academics here. In particular, he visited Edinburgh this August as a conference keynote speaker. Søren’s research and books are very in?uential to at least two research groups at Heriot-Watt, the applied probability group and the group in ?nancial and actuarial mathematics.

Søren is a very lovely person and has many good friends around the world and, in particular, in Edinburgh and at Heriot-Watt. Søren loves nature. This had lead him to many di?erent parts of the world, in particular the Scandinavian mountains, Greenland, * the Alps, the Himalyas, New Zealand and the Altai mountains, as a mountaineer in his young days and as a hiker later. Søren is a very good organ player and a fantastic cook. And he has a lovely wife May Lise who is here now.

Chancellor, in the name of the University and by the authority of the Senate, in recognition of his world-leading and in?uential contributions to research in the ?eld of applied probability over the course of a long and distinguished career, I call upon you to confer the honorary degree of Doctor of Letters on Søren Asmussen.