Department of Mathematics

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Publications

All data comes from articles registered in PURE.

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Asmussen, S. (2004). Rare event. In J. Teugels & B. Sundt (Eds.), Encyclopedia of actuarial science (pp. 1378-1379). Wiley.
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. (2007). Loss rates for Lévy processes with two reflecting barriers. Mathematics of Operations Research, 32, 308-321.
Asmussen, S. (Ed.) (2004). Section: Probability theory. In J. Teugels & B. Sundt (Eds.), Encyclopedia of actuarial science Wiley.
Asmussen, S. (Ed.) (2004). Symposium on probability and algorithm: University of Aarhus, friday September 26, 2003.
Asmussen, S. (1976). Convergence rates for branching processes. Annals of probability, 4(1), 139-146.
Asmussen, S. & Kaplan, N. (1976). Branching random walks I. Stochastic Processes Appl., 4(1), 1-13.
Asmussen, S. & Kaplan, N. (1976). Branching random walks II. Stochastic Processes Appl., 4(1), 15-31.
Asmussen, S. & Hering, H. (1976). Strong limit theorems for general supercritical branching processes with applications to branching diffusions. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 36(3), 195-212.
Asmussen, S. & Hering, H. (1976). Strong limit theorems for supercritical immigration-branching processes. Mathematica Scandinavica, 39(2), 327-342.
Asmussen, S. (1978). Some martingale methods in the limit theory of supercritical branching processes. In A. Joffe & P. Ney (Eds.), Branching processes (pp. 1-26). Dekker.
Asmussen, S. (1977). Almost sure behavior of linear functionals of supercritical branching processes. Transactions of the American Mathematical Society, 231(1), 233-248.
Asmussen, S. & Hering, H. (1977). Some modified branching diffusion models. Math. Biosci., 35(3-4), 281-299.
Asmussen, S. & Keiding, N. (1978). Martingale central limit theorems and asymptotic estimation theory for multitype branching processes. Advances in Applied Probability, 10(1), 109-129.
Asmussen, S. & Kurtz, T. G. (1980). Necessary and sufficient conditions for complete convergence in the law of large numbers. Annals of Probability, 8(1), 176-182.
Asmussen, S. (1980). On some two-sex population models. Annals of Probability, 8(4), 727-744.
Asmussen, S. & Hering, H. (1983). Branching processes. Birkhäuser Verlag.
Asmussen, S. (1981). Equilibrium properties of the M/G/1 queue. Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete, 58(2), 267-281.
Asmussen, S. (1982). Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/1 queue. Advances in Applied Probability, 14(1), 143-170.
Asmussen, S. (1982). On the role of a certain eigenvalue in estimating the growth rate of a branching process. Austral. J. Statist., 24(2), 151-159.
Asmussen, S. & Edwards, D. (1983). Collapsibility and response variables in contingency tables. Biometrika, 70(3), 567-578.
Asmussen, S. (1984). Approximations for the probability of ruin within finite time. Scandinavian Actuarial Journal, (1), 31-57.
Asmussen, S. (1985). Erratum: "Approximations for the probability of ruin within finite time". Scandinavian Actuarial Journal, (1), 64.
Asmussen, S. (1985). Conjugate processes and the simulation of ruin problems. Stochastic Process. Appl., 20(2), 213-229.
Asmussen, S. (1987). Applied probability and queues. John Wiley and Sons.
Asmussen, S. & Thorisson, H. (1988). Large deviation results for time-dependent queue length distributions. Comm. Statist. Stochastic Models, 4(1), 99-116.
Asmussen, S. & Johansen, H. (1986). Über eine Stetigkeitsfrage betreffend das Bedienungssystem GI/G/s. Elektron. Informationsverarb. Kybernet. EIK, 22(10-11), 565-570.
Asmussen, S. & Thorisson, H. (1987). A Markov chain approach to periodic queues. Journal of Applied Probability, 24(1), 215-225.
Asmussen, S. (1989). Risk theory in a Markovian environment. Scandinavian Actuarial Journal, (2), 69-100.
Asmussen, S. (1987). The heavy traffic limit of a class of Markovian queueing models. Oper. Res. Lett., 6(6), 301-306.
Asmussen, S. (1992). Queueing simulation in heavy traffic. Math. Oper. Res., 17(1), 84-111.
Asmussen, S. & Schock Petersen, S. (1988). Ruin probabilities expressed in terms of storage processes. Advances in Applied Probability, 20(4), 913-916.
Asmussen, S. (1989). Validating the heavy-traffic performance of regenerative simulation. Comm. Statist. Stochastic Models, 5(4), 617-628.
Asmussen, S. (1990). Exponential families and regression in the Monte Carlo study of queues and random walks. Annals of Statistics, 18(4), 1851-1867.
Asmussen, S. (1989). Exponential families generated by phase-type distributions and other Markov lifetimes. Scandinavian Journal of Statistics, 16(4), 319-334.
Asmussen, S. (1989). Aspects of matrix Wiener-Hopf factorisation in applied probability. Math. Sci., 14(2), 101-116.
Asmussen, S. (1992). Phase-type representations in random walk and queueing problems. Annals of Probability, 20(2), 772-789.
Asmussen, S. (1991). Ladder heights and the Markov-modulated M/G/1 queue. Stochastic Process. Appl., 37(2), 313-326.
Asmussen, S. & Ramaswami, V. (1990). Probabilistic interpretations of some duality results for the matrix paradigms in queueing theory. Comm. Statist. Stochastic Models, 6(4), 715-733.
Asmussen, S. & Rubinstein, R. (1992). The efficiency and heavy traffic properties of the score function method in sensitivity analysis of queueing models. Advances in Applied Probability, 24(1), 172-201.
Asmussen, S. (1992). Light traffic equivalence in single-server queues. Annals of Applied Probability, 2(3), 555-574.
Asmussen, S. (1992). On coupling and weak convergence to stationarity. Annals of Applied Probability, 2(3), 739-751.
Asmussen, S. & Foss, S. G. (1993). Renovation, regeneration, and coupling in multiple-server queues in continuous time. In H. Niemi, G. Högnäs, A. N. Shiryaev & A. V. Melnikov (Eds.), Proceedings of the Third Finnish-Soviet symposium on probability theory and mathematical statistics (pp. 1-6). VSP.
Asmussen, S. & Rubenstein, R. Y. (1993). Response surface estimation and sensitivity analysis via efficient change of measure. Comm. Statist. Stochastic Models, 9(3), 313-339.
Asmussen, S. & Schmidt, V. (1993). The ascending ladder height distribution for a certain class of dependent random walks. Statist. Neerlandica, 47(4), 269-277.
Asmussen, S. & Rolski, T. (1992). Computational methods in risk theory: a matrix-algorithmic approach. Insurance Math. Econom., 10(4), 259-274.
Asmussen, S. & Koole, G. (1993). Marked point processes as limits of Markovian arrival streams. Journal of Applied Probability, 30(2), 368-372.
Asmussen, S. & Perry, D. (1992). On cycle maxima, first passage problems and extreme value theory for queues. Comm. Statist. Stochastic Models, 8(3), 421-458.
Asmussen, S. & Rolski, T. (1994). Risk theory in a periodic environment: the Cramér-Lundberg approximation and Lundberg's inequality. Math. Oper. Res., 19(2), 410-433.

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Lars Madsen