Publications

1996

Contribution to journal

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.

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

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.

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

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

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

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

1995

Contribution to book anthology

Hahn, U. (1995). Two phase planar tessellations - an "infection" model and a test of randomness. In Proceedings of the 9th International Congress on Stereology

Asmussen, S. (1995). Stationary distributions via first passage times. In J. H. Dshalalow (Ed.), Advances in queueing theory, methods, and open problems (pp. 79-102). CRC Press.

Asmussen, S. & Rubinstein, R. Y. (1995). Steady state rare events simulation in queueing models and its complexity properties. In J. H. Dshalalow (Ed.), Advances in queueing theory, methods, and open problems (pp. 429-466). CRC Press.

1995

Book anthology

Jensen, J. L. (1995). Saddlepoint approximations. Clarendon Press Oxford.

1995

Contribution to journal

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

Perry, D. & Asmussen, S. (1995). Rejection rules in the M/G/1 queue. Queueing Systems Theory Appl., 19(1-2), 105-130.

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

Jensen, E. B. V. (1995). Rotational versions of the Crofton formula. Advances in Applied Probability, 27(1), 87-96. https://doi.org/10.2307/1428097

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.

Asmussen, S. & Nielsen, H. M. (1995). Ruin probabilities via local adjustment coefficients. J. Appl. Probab., 32(3), 736-755.

Asmussen, S. (1995). Stationary distributions for fluid flow models with or without Brownian noise. Comm. Statist. Stochastic Models, 11(1), 21-49.

1994

Contribution to book anthology

Jonsson, E. & Asmussen, S. (1994). A practical dependability measure for embedded computer systems. In G. C. Goodwin & R. J. Evans (Eds.), Automatic control: proceedings of the 12th Triennial World Congress of the International Federation of Automatic Control (pp. 647-652). Pergamon.

Asmussen, S., Jonsson, E. & Andersson, M. (1994). A practical dependability measure for degradable computer systems with non-exponential degradation. In T. Ruokonen (Ed.), Safeprocess '94: IFAC symposium on fault detection supervision and safety for technical processes (Vol. 2, pp. 227-233). Finnish Society of Automation.

1994

Book anthology

Jørgensen, B., Labouriau, R. & Lundbye-Christensen, S. (1994). Linear growth curve analysis based on exponential dispersion models. Technical Report No. 140

1994

Contribution to journal

Sandau, K. & Hahn, U. (1994). Some remarks on the accuracy of surface area estimation using the spatial grid. Journal of Microscopy, 173(1), 67-72.

Jensen, J. L. & Künsch, H. R. (1994). On asymptotic normality of pseudo likelihood estimates for pairwise interaction processes. Annals of the Institute of Statistical Mathematics, 46(3), 475-486. https://doi.org/10.1007/BF00773511

Jensen, E. B. V. (1994). Topics in spatial statistics - discussion. Scandinavian Journal of Statistics, 21(4), 349-350. http://www.jstor.org/stable/4616322

Jensen, E. B. V. & Kiêu, K. (1994). Unbiased stereological estimation of d-dimensional volume in Rn from an isotropic random slice through a fixed point. Advances in Applied Probability, 26(1), 1-12. https://doi.org/10.2307/1427575

Hahn, U. & Lorz, U. (1994). On the precision of some stereological estimators for the spatial Poisson-Voronoi tessellation. Acta Stereologica, 13(1), 245-250.

Hahn, U. & Lorz, U. (1994). Stereological analysis of the spatial Poisson-Voronoi tessellation. Journal of Microscopy, 175(3), 176-185.

Asmussen, S. & Bladt, M. (1994). A sample path approach to mean busy periods for Markov-modulated queues and fluids. Advances in Applied Probability, 26(4), 1117-1121.

Asmussen, S. (1994). Busy period analysis, rare events and transient behavior in fluid flow models. Journal of Applied Mathematics and Stochastic Analysis, 7(3), 269-299.

Asmussen, S., Henriksen, L. F. & Klüppelberg, C. (1994). Large claims approximations for risk processes in a Markovian environment. Stochastic Process. Appl., 54(1), 29-43.

Asmussen, S. & Bladt, M. (1994). Poisson's equation for queues driven by a Markovian marked point process. Queueing Systems Theory Appl., 17(1-2), 235-274.

Asmussen, S., Rubinstein, R. & Wang, C.-L. (1994). Regenerative rare events simulation via likelihood ratios. J. Appl. Probab., 31(3), 797-815.

Asmussen, S. & Melamed, B. (1994). Regenerative simulation of TES processes. Acta Applicandae Mathematicae, 34(1-2), 237-260.

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.

1993

Thesis

Jensen, J. L. (1993). Saddlepoint approximations, Edgeworth expansions and normal approximations - from independence to dependence. Aarhus University.

1993

Working Paper

Lorz, U. & Hahn, U. (1993). Geometric characteristics of spatial Voronoi tessellations and planar sections.

1993

Contribution to book anthology

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.

Jensen, J. L. (1993). Chaotic dynamical systems with a view towards statistics: a review. In O. E. Barndorff-Nielsen, J. L. Jensen & W. S. Kendall (Eds.), Networks and chaos - statistical and probabilistic aspects (pp. 201-250). Chapman and Hall.

Asmussen, S. (1993). A tutorial on queueing networks. In O. E. Barndorff-Nielsen, J. L. Jensen & W. S. Kendall (Eds.), Networks and chaos: statistical and probabilistic aspects (pp. 251-275). Chapman /.

1993

Book anthology

Labouriau, R. (1993). A note on uniform expansion in orthogonal polynomials. Department of Theoretical Statistics.

Barndorff-Nielsen, O. E., Jensen, J. L. & Kendall, W. S. (Eds.) (1993). Networks and chaos: statistical and probabilistic aspects. Monographs on statistics and applied probability Vol. 50

1993

Contribution to journal

Labouriau, R. (1993). A note on pointwise expansions in Hermite polynomials of real functions. Research reports / Department of Theoretical Statistics, Institute of Mathematics, University of Aarhus, (267).

Kieu, K. & Jensen, E. B. V. (1993). Stereological estimation based on isotropic slices through fixed points. Journal of Microscopy, 170(1), 45-51. https://doi.org/10.1111/j.1365-2818.1993.tb03322.x

Jensen, J. L. (1993). A historical sketch and some new results on the improved log likelihood ratio statistic. Scandinavian Journal of Statistics, 20(1), 1-15. http://www.jstor.org/stable/4616256

Jensen, J. L. (1993). A note on asymptotic expansions for sums over a weakly dependent random field with application to the Poisson and Strauss processes. Annals of the Institute of Statistical Mathematics, 45(2), 353-360. https://doi.org/10.1007/BF00775820

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