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Publications

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2000

Contribution to journal

Asmussen, S., Binswanger, K. & Højgaard, B. (2000). Rare events simulation for heavy-tailed distributions. Bernoulli, 6(2), 303-322.

1999

Contribution to conference

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.

1999

Contribution to book anthology

Labouriau, R. & Høyer, L. (1999). On the temperature dependence of ethylene induced leaflet abscission in Radermachera sinica. In Abstract published at the Seventh International Symposium on Postharvest Physiology of Ornamental Plants (pp. 56)
Asmussen, S. (1999). Semi-Markov queues with heavy tails. In J. Janssen & N. Limnios (Eds.), Semi-Markov models and applications (pp. 269-284). Kluwer Academic Publishers.

1999

Book anthology

Labouriau, R. (1999). Estimating functions for semiparametric models with moment restrictions. Technical Report of the Biometry Research Unit.
Labouriau, R., Andersen, J. O. & Nielsen, M. (1999). Statistical analysis of biocristallization patterns of carrots extracts. Internal Report of the Biometry Research Unit.
Guillot, J.-C., Jensen, J. L., Jensen, A. & Holm-Jacobsen, B. (Eds.) (1999). Mini-proceedings: First MaPhySto Workshop on Inverse Problems: Inverse Problems in Stratified Media. MaPhySto, Aarhus University. Miscellanea Vol. 13

1999

Contribution to journal

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. & Højgaard, B. (1999). Approximations for finite horizon ruin probabilities in the renewal model. Scandinavian Actuarial Journal, (2), 106-119.
Asmussen, S. & Collamore, J. F. (1999). Exact asymptotics for a large deviations problem for the GI/G/1 queue. Markov Process. Related Fields, 5(4), 451-476.
Asmussen, S. & Kalashnikov, V. (1999). Failure rates of regenerative systems with heavy tails. Journal of Mathematical Sciences, 93(4), 486-500.
Asmussen, S. & Bladt, M. (1999). Point processes with finite-dimensional conditional probabilities. Stochastic Process. Appl., 82(1), 127-142.
Asmussen, S., Klüppelberg, C. & Sigman, K. (1999). Sampling at subexponential times, with queueing applications. Stochastic Process. Appl., 79(2), 265-286.
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.

1998

Thesis

1998

Contribution to book anthology

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

1998

Contribution to journal

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
Hahn, U. (1998). Estimation of local density in gradient surface and fibre processes. Advances in Applied Probability, 30, 279-280.
Hahn, U. & Stoyan, D. (1998). Unbiased stereological estimation of the surface area of gradient surface processes. Advances in Applied Probability, 30, 904-920.
Asmussen, S. & Turova, T. S. (1998). Stationarity properties of neural networks. J. Appl. Probab., 35(4), 783-794.

1997

Contribution to book anthology

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
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.

1997

Book anthology

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

1997

Contribution to journal

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

1996

Contribution to book anthology

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. (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.
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. & 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.