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Publications

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Asmussen, S. & Møller, J. R. (2003). Risk comparison of premium rules: optimality and a life insurance study. Insurance: Mathematics and Economics, 32(3), 331-344.
Pedersen, J. & Sato, K. (2003). Semigroups and processes with parameter in a cone. MaPhySto, University of Aarhus.
Asmussen, S., Kalashnikov, V., Konstantinides, D., Klüppelberg, C. & Tsitsiashvili, G. (2002). A local limit theorem for random walk maxima with heavy tails. Statist. Probab. Lett., 56(2), 399-404.
Debosz, K., Vognsen, L. & Labouriau, R. (2002). Carbohydrates in hot water extracts of soil aggregates as influenced by long-term management. Communication in Soil Science and Plant analysis, 33, 623-634.
Asmussen, S., Avram, F. & Usabel, M. (2002). Erlangian approximations for finite-horizon ruin probabilities. ASTIN Bulletin: The Journal of the IAA, 32(2), 267-281.
Asmussen, S. & Jobmann, M. (2002). Exact buffer overflow calculations for queues via martingales. Queueing Syst., 42(1), 63-90.
Jensen, J. L. & Hein, J. (2002). Gibbs sampler for statistical multiple alignment. Department of Mathematical Sciences , University of Aarhus.
Asmussen, S., Frantz, P., Jobmann, M. & Schwefel, H. P. (2002). Large deviations and fast simulation in the presence of boundaries. Stochastic Processes and Their Applications, 102, 1-23.
Asmussen, S. (2002). Large deviations in rare events simulation: examples, counterexamples and alternatives. In K.-T. Fang, F. J. Hickernell & H. Niederreiter (Eds.), Monte Carlo and quasi-Monte Carlo methods 2000: proceedings of a conference held at Hong Kong baptist University, Hong Kong SAR, China, November 27 - December 1, 2000 (pp. 1-9). Springer.
Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2002). Lévy laws in free probability. Proc. Nat. Acad. Sci., 99(26), 16568-16575.
Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2002). Lévy processes in free probability. Proc. Nat. Acad. Sci., 99(26), 16576-16580.
Pedersen, U. V., Svendsen, A., Blæsild, P. & Andersen, T. (2002). Lifetime measurement of the metastable B- ion using an electrostatic ion storage ring. Journal of Physics B: Atomic, Molecular and Optical Physics, 35, 2811.
Barndorff-Nielsen, O. E., Benth, F. E. & Jensen, J. L. (2002). Light, atoms, and singularities. In R. C. Dalang, M. Dozzi & F. Russo (Eds.), Seminar on stochastic analysis, random fields and applications III (pp. 1-18). Birkhäuser Verlag.
Karkkainen, S., Jensen, E. B. V. & Jeulin, D. (2002). On the orientational analysis of planar fibre systems from digital images. Journal of Microscopy, 207(1), 69-77.
Asmussen, S. & O'Cinneide, C. (2002). On the tail of the waiting time in a Markov-modulated M/G/1 queue. Oper. Res., 50(3), 559-565.
Pedersen, J. (2002). Periodic Ornstein-Uhlenbeck processes driven by Levy processes. Journal of Applied Probability, 39, 748-763.
Hein, J., Jensen, J. L. & Pedersen, C. N. S. (2002). Recursions for Statistical Multiple Alignment. Department of Mathematical Sciences , University of Aarhus.
Hein, J., Pedersen, C. N. S. & Jensen, J. L. (2002). Recursions for Statistical Multiple Alignment. Proceedings of the National Academy of Sciences (PNAS), 100(25), 14960-14965.
Asmussen, S., Avram, F. & Pistorius, M. R. (2002). Russian and American put options under exponential phase-type Lévy models. MaPhySto, University of Aarhus.
Andersen, K., Cornuéjols, G. & Li, Y. (2002). Split closure and intersection cuts. In W. J. Cook & A. S. Schulz (Eds.), 9th International IPCO Conference, Proceedings (pp. 127-144) https://link.springer.com/book/10.1007/3-540-47867-1
Hobolth, A. (2002). Statistical shape analysis of featureless objects. Department of Mathematical Sciences, Aarhus University.
Madsen, M. H., Kirk, H. G. & Labouriau, R. (2002). Studies of the heritability of resistance from Solanum vernei to Phytophthora infestans. Poster session presented at Studies of the heritability of resistance from Solanum vernei to Phytophthora infestans, Hamborg, Germany.
Asmussen, S. & Pihlsgård, M. (2002). Transient properties of many-server queues and related QBD's. MaPhySto, Aarhus Universitet.
Jensen, E. B. V. & Nielsen, L. S. N. (2001). A review on inhomogeneous point processes. In I. V. Basawa, C. C. Heyde & R. L. Taylor (Eds.), Selected proceedings of the symposium on inference for stochastic processes (pp. 297-318). Institute of Mathematical Statistics.
Kärkkäinen, S. & Jensen, E. B. V. (2001). Estimation of fibre orientation from digital images. Image Analysis and Stereology, 20(3), 199-202. https://doi.org/10.5566/ias.v20.p199-202