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Publications

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Asmussen, S. & Kroese, D. P. (2004). Improved Algorithms for Rare Event Simulation with Heavy Tails. MaPhySto, Aarhus Universitet.
Jonsdottir, K. Y., Hahn, U. & Jensen, E. B. V. (2004). Inhomogeneous spatial point processes, with a view to spatio-temporal modelling. In A. Baddeley, P. Gregori, J. Mateu, R. Stoica & D. Stoyan (Eds.), Spatial point process modelling and its applications (pp. 131-136). Publicacions de la Universitat Jaume I.
Labouriau, R. & Jensen, J. (2004). Locating and estimating the effects of a QTL by using mixtures of exponential dispersion models. In Proc. 9th Quantitative Trait Locus Mapping and Marker-Assisted Selection Workshop (pp. 39)
Asmussen, S. & Pihlsgård, M. (2004). Performance analysis with truncated heavy-tailed distributions. MaPhySto, Aarhus Universitet.
Rasmus, S., Asmussen, S. & Wiktorsson, M. (2004). Pricing of some exotic options with NIG-Levy input. In M. Burbak (Ed.), Computational science - ICCS 2004 (pp. 795-802). Springer.
Asmussen, S. (2004). Random variable. In J. Teugels & B. Sundt (Eds.), Encyclopedia of actuarial science (pp. 3). Wiley.
Asmussen, S. (2004). Rare event. In J. Teugels & B. Sundt (Eds.), Encyclopedia of actuarial science (pp. 1378-1379). Wiley.
Pedersen, J. & Sato, K. (2004). Relations between cone-parameter Levy processes and convolution semigroups. J. Math. Soc. Japan, 56(2), 541-559.
Asmussen, S., Avram, F. & Pistorius, M. (2004). Russian and American put options under exponential phase-type Lévy models. Stochastic Processes and Their Applications, 109(1), 79-111.
Laursen, T. M., Labouriau, R. & Licht, R. W. (2004). Schizoaffective disorder and family history of admission. Abstract from International Congress on Schizophrenia, United States.
Asmussen, S. (Ed.) (2004). Section: Probability theory. In J. Teugels & B. Sundt (Eds.), Encyclopedia of actuarial science Wiley.
Pedersen, J. & Sato, K.-I. (2004). Semigroups and processes with parameter in a cone. In N. M. Chuong, L. Nirenberg & W. Tutschke (Eds.), Abstract and applied analysis: proceedings of the International Conference held in Hanoi, August 17-21, 2002 (pp. 499-513). World Scientific.
Asmussen, S. (2004). Simulation of stochastic processes. In J. Teugels & B. Sundt (Eds.), Encyclopedia of actuarial science (pp. 1570-1572). Wiley.
Asmussen, S. (2004). Stochastic processes. In J. Teugels & B. Sundt (Eds.), Encyclopedia of actuarial science (pp. 3). Wiley.
Asmussen, S. & Pihlsgård, M. (2004). Transient properties of many-server queues and related QBDs. Queueing Systems, 46(3-4), 249-270.
Hobolth, A., Pedersen, J. & Jensen, E. B. V. (2003). A continuous parametric shape model. Annals of the Institute of Statistical Mathematics, 55(2), 227-242. https://doi.org/10.1007/BF02530496
Jensen, J. L. & Hobolth, A. (2003). Applications of hidden Markov models for comparative gene structure prediction. MaPhySto Resesearch Report, 35, 734-728.
Asmussen, S. (2003). Applied Probability and Queues. (2. ed.) Springer.
Niemann, T., Labouriau, R., Sorensen, H. T., Thorsgaard, N. & Nielsen, T. T. (2003). Association between results of exercise testing and cardiovascular and all-cause mortality, and myocardial infarction: A population-based long-term follow-up study. In Proc. XIX Nordic Congress of Cardiology (pp. 70)
Asmussen, S., Foss, S. & Korshunov, D. (2003). Asymptotics for sums of random variables with local subexponential behaviour. Journal of Theoretical Probability, 16(2), 489-518. https://doi.org/10.1023/A:1023535030388
Lunter, G., Miklós, I., Drummond, A., Jensen, J. L. & Hein, J. (2003). Bayesian phylogenetic inference under a statistical insertion-deletion model. In G. Benson & R. Page (Eds.), Algorithms in bioinformatics: Third International Workshop, WABI 2003, Budapest, Hungary, September 15-20, 2003. Proceedings (pp. 228-244). Springer. https://doi.org/10.1007/978-3-540-39763-2_18
Pedersen, J. & Sato, K. (2003). Cone-parameter Convolution Semigroups and their Subordination. Tokyo Journal of Mathematics, 26(2), 503-525.
Baudoin, F. & Nualart, D. (2003). Equivalence of Volterra processes. Stochastic Processes and Their Applications, 107(2), 327-350. https://doi.org/10.1016/S0304-4149(03)00088-7
Labouriau, R. (2003). Fertility and marital radius: a register-based study in Denmark. Poster session presented at Portugalia Genetica, Porto, Portugal.
Gardner, R. J., Jensen, E. B. V. & Volcic, A. (2003). Geometric tomography and local stereology. Advances in Applied Mathematics, 30(3), 397-423.
Niemann, T., Labouriau, R., Sorensen, H. T., Thorsgaard, N. & Nielsen, T. T. (2003). Impact on prognosis of regional different referral for coronary angiography after exercise testing: A population-based follow-up study. In Proc. XIX Nordic Congress of Cardiology (pp. 40)
Hahn, U., Jensen, E. B. V., van Lieshout, M.-C. & Nielsen, L. S. (2003). Inhomogeneous spatial point processes by location-dependent scaling. Advances in Applied Probability, 35(2), 319-336.
Jensen, E. B. V. & Stoyan, D. (2003). Joseph Mecke: an appreciation. Advances in Applied Probability, 35(1), 1-3. https://doi.org/10.1239/aap/1046366095
Hein, J., Jensen, J. L. & Pedersen, C. N. S. (2003). Recursions for statistical multiple alignment. Proceedings of the National Academy of Sciences (PNAS), 100(25), 14960-14965. https://doi.org/10.1073/pnas.2036252100
Labouriau, R. & Theil, P. K. (2003). Reducing the size of large experiments and treating missing observations. In Bilag til Temamøde om Biometrianvendelse i planteforskningen (pp. 50-60)