Publications

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Asmussen, S. & Rubinstein, R. Y. (1999). Sensitivity analysis of insurance risk models via simulation. Management Science, 45(8), 1125-1141. https://doi.org/10.1287/mnsc.45.8.1125

Labouriau, R., Andersen, J. O. & Nielsen, M. (1999). Statistical analysis of biocristallization patterns of carrots extracts. Internal Report of the Biometry Research Unit.

Hahn, U., Micheletti, A., Pohlink, R., Stoyan, D. & Wendrock, H. (1999). Stereological analysis and modelling of gradient structures. Journal of Microscopy, 195(2), 113-124.

Asmussen, S. & Møller, J. R. (1999). Tail asymptotics for M/G/1 type queueing processes with subexponential increments. Queueing Systems Theory Appl., 33(1-3), 153-176.

Asmussen, S., Schmidli, H. & Schmidt, V. (1999). Tail probabilities for non-standard risk and queueing processes with subexponential jumps. Advances in Applied Probability, 31(2), 422-447.

Labouriau, R. & Høyer, L. (1999). Temperature dependence of ethylene induced leaflet abscission in Radermachera sinica. Poster session presented at International Symposium on Postharvest Physiology of Ornamental Plants (ISHS), Ft. Lauderdale, Florida, United States.

Gundersen, H. J. G., Jensen, E. B. V., Kieu, K. & Nielsen, J. (1999). The efficiency of systematic sampling in stereology-reconsidered. Journal of Microscopy, 193(3), 199-211. https://doi.org/10.1046/j.1365-2818.1999.00457.x

Asmussen, S. & Perry, D. (1998). An operational calculus for matrix-exponential distributions, with applications to a Brownian (q,Q) inventory model. Math. Oper. Res., 23(1), 166-176.

Asmussen, S. (1998). A probabilistic look at the Wiener-Hopf equation. SIAM Rev., 40(2), 189-201.

Labouriau, R. (1998). Estimating Functions and Semiparametric Models. Department of Theoretical Statistics, University of Aarhus.

Hahn, U. (1998). Estimation of local density in gradient surface and fibre processes. Advances in Applied Probability, 30, 279-280.

Asmussen, S. (1998). Extreme value theory for queues via cycle maxima. Extremes, 1(2), 137-168.

Jensen, J. L. & Wood, A. T. A. (1998). Large deviation and other results for minimum contrast estimators. Annals of the Institute of Statistical Mathematics, 50(4), 673-695. https://doi.org/10.1023/A:1003708829482

Asmussen, S. & Olsson, M. (1998). Phase type distributions (update). In S. Kotz (Ed.), Encyclopedia of statistical sciences: update (Vol. 2, pp. 525-530). Wiley.

Asmussen, S. & O'Cinneide, C. A. (1998). Representations for matrix-geometric and matrix-exponential steady-state distributions with applications to many-server queues. Comm. Statist. Stochastic Models, 14(1-2), 369-387.

Barndorff-Nielsen, O. E., Jensen, J. L. & Sørensen, M. (1998). Some stationary processes in discrete and continuous time. Advances in Applied Probability, 30(4), 989-1007. https://doi.org/10.1239/aap/1035228204

Asmussen, S. & Turova, T. S. (1998). Stationarity properties of neural networks. J. Appl. Probab., 35(4), 783-794.

Hahn, U. (1998). Stochastische Modelle und Stereologie für Strukturen mit Gradienten (Stochastic models and stereology for structures with a gradient).

Asmussen, S. (1998). Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities. Annals of Applied Probability, 8(2), 354-374.

Hahn, U. & Stoyan, D. (1998). Unbiased stereological estimation of the surface area of gradient surface processes. Advances in Applied Probability, 30, 904-920.

Jensen, J. L. (1997). A simple derivation of r* for curved exponential families. Scandinavian Journal of Statistics, 24(1), 33-46. https://doi.org/10.1111/1467-9469.00047

Asmussen, S. & Taksar, M. (1997). Controlled diffusion models for optimal dividend pay-out. Insurance Math. Econom., 20(1), 1-15.

Jensen, J. L. (1997). Efficiency of the pseudo-likelihood estimate in a one-dimensional lattice gas. In Selected Proceedings of the Symposium on Estimating Functions (Athens, GA, 1996) (pp. 369-379). Institute of Mathematical Statistics. https://doi.org/10.1214/lnms/1215455056

Iversen, B. B., Jensen, J. L. & Danielsen, J. (1997). Errors in Maximum-Entropy Charge-Density Distributions Obtained from Diffraction Data. Acta Crystallographica Section A: Foundations and Advances, 53(3), 376-387. https://doi.org/10.1107/S0108767397000792

Labouriau, R. (1997). Estimating and quasi-estimating functions. Technical Report of the Biometry Research Unit No. 7

Hahn, U. & Stoyan, D. (1997). Estimating local surface area density in gradient materials. In Proceedings of International Conference on the Quantitative Description of Materials Microstructure - QMAT '97. Warsaw, 16-19 April 1997 (pp. 19-26). Jagiellonian University Press.

Jensen, J. L. & Wood, A. T. A. (1997). On the non-existence of a Bartlett correction for unit root tests. Statistics & Probability Letters, 35(2), 181-187. https://doi.org/10.1016/S0167-7152(97)00012-6

Asmussen, S. & Binswanger, K. (1997). Simulation of ruin probabilities for subexponential claims. ASTIN Bulletin: The Journal of the IAA, 27(2), 297-318.

Asmussen, S. & Klüppelberg, C. (1997). Stationary M/G/1 excursions in the presence of heavy tails. J. Appl. Probab., 34(1), 208-212.

Labouriau, R. (1997). The Laplace transform and polynomial approximation in L2. Danmarks JordbrugsForskning.

Tandrup, T., Gundersen, H. J. G. & Jensen, E. B. V. (1997). The optical rotator. Journal of Microscopy, 186(2), 108-120. https://doi.org/10.1046/j.1365-2818.1997.2070765.x

Jensen, E. B. V. (1996). An induction proof of the generalized Blaschke-Petkantschin formula. Advances in Applied Probability, 28(2), 334. https://doi.org/10.2307/1428044

Jensen, J. L. (1996). A saddlepoint approximation for the number of uniform spacings exceeding a given level. In Fourth Symposium on Probability Theory and Stochastic Processes (Spanish) (Guanajuato, 1996) (pp. 129-136). Soc. Mat. Mexicana.

Asmussen, S. & Teugels, J. L. (1996). Convergence rates for M/G/1 queues and ruin problems with heavy tails. J. Appl. Probab., 33(4), 1181-1190.

Asmussen, S. & Højgaard, B. (1996). Finite horizon ruin probabilities for Markov-modulated risk processes with heavy tails. Theory Stoch. Process., 2(18)(1-2), 96-107.

Asmussen, S., Nerman, O. & Olsson, M. (1996). Fitting phase-type distributions via the EM algorithm. Scandinavian Journal of Statistics, 23(4), 419-441.

Asmussen, S. & Klüppelberg, C. (1996). Large deviations results for subexponential tails, with applications to insurance risk. Stochastic Process. Appl., 64(1), 103-125.

Jørgensen, B., Labouriau, R. & Lundbye-Christensen, S. (1996). Linear Growth curve analysis based on exponential dispersion models. Journal of the Royal Statistics Society, B 58(3), 573-592.

Asmussen, S. & Sigman, K. (1996). Monotone stochastic recursions and their duals. Probab. Engrg. Inform. Sci., 10(1), 1-20.

Asmussen, S. (1996). Phase-type distributions and related point processes: fitting and recent advances. In S. Chakravarthy & A. S. Alfa (Eds.), Matrix-analytic methods in stochastic models (pp. 137-149). Marcel Dekker.

Asmussen, S. & Bladt, M. (1996). Phase-type distributions and risk processes with state-dependent premiums. Scandinavian Actuarial Journal, (1), 19-36.

Asmussen, S. (1996). Rare events in the presence of heavy tails. In P. Glasserman, K. Sigman & D. D. Yao (Eds.), Stochastic networks: stability and rare events (pp. 197-214). Springer.

Asmussen, S. & Kella, O. (1996). Rate modulation in dams and ruin problems. J. Appl. Probab., 33(2), 523-535.

Asmussen, S. & Bladt, M. (1996). Renewal theory and queueing algorithms for matrix-exponential distributions. In A. S. Alfa & S. R. Chakravarthy (Eds.), Matrix-analytic methods in stochastic models (pp. 313-341). Marcel Dekker.

Asmussen, S. & Wang, C.-L. (1996). Variance reduction for simulating transient GI/G/1 behavior. Probab. Engrg. Inform. Sci., 10(2), 197-205.

Jensen, J. L. (1995). Asymptotic expansions at work. Scandinavian Actuarial Journal, (1), 143-152. https://doi.org/10.1080/03461238.1995.10413953

Jensen, J. L. (1995). Contribution to the discussion of "A personal overview on non-linear time series analysis from a chaos perspective" by Howell Tong. Scandinavian Journal of Statistics, 22(4), 426-428. http://www.jstor.org/stable/4616372

Asmussen, S., Glynn, P. & Pitman, J. (1995). Discretization error in simulation of one-dimensional reflecting Brownian motion. Annals of Applied Probability, 5(4), 875-896.

Asmussen, S., Frey, A., Rolski, T. & Schmidt, V. (1995). Does Markov-modulation increase the risk? ASTIN Bulletin: The Journal of the IAA, 25(1), 49-66.

Asmussen, S. & Schmidt, V. (1995). Ladder height distributions with marks. Stochastic Process. Appl., 58(1), 105-119.

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Revised 06.09.2024

Lars Madsen