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Publications

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Chen, H. & Lee, C. Y. (2026). Propagation of singularities for the damped stochastic Klein-Gordon equation. Stochastics and Partial Differential Equations: Analysis and Computations. Advance online publication. https://doi.org/10.1007/s40072-026-00433-z
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.
Rasmus, S., Asmussen, S. & Wiktorsson, M. (2004). Pricing of some exotic options with NIG-Levy input. In M. Burbak (Ed.), Computational science - ICCS 2004 (pp. 795-802). Springer.
Asmussen, S., Madan, D. & Pistorius, M. (2008). Pricing equity default swaps under an approximation to the CGMY Lévy model. Journal of Computational Finance, 11(2), 79-93.
Baudoin, F. & Rizzi, L. (2025). Preface. Contemporary Mathematics, 809, vii.
Dorph-Petersen, K.-A., Ziegel, J., Baddeley, A. & Jensen, E. B. V. (2016). Prediction of the variance of stereological volume estimates in systematic sampling with errors in sampling locations. Abstract from AU Workshop on Stochastic Geometry, Stereology and their Applications, Sønderborg, Denmark.
Christiansen, M. C., Hirsch, C. & Schmidt, V. (2014). Prediction of regionalized car insurance risks based on control variates. Statistics Risk Modeling, 31(2), 163-181.
Hahn, U. & Sandau, K. (1989). Precision of surface area estimation using spatial grids. Acta Stereologica, 8(2), 425.
Basse-O'Connor, A., Pilipauskaite, V. & Podolskij, M. (2021). Power variations for fractional type infinitely divisible random fields. Electronic Journal of Probability, 26, Article 55. https://doi.org/10.1214/21-EJP617
Christensen, S. T. & Kiderlen, M. (2016). Poster: Comparison of two global digital algorithms for Minkowski tensor estimation. Poster session presented at AU Workshop on Stochastic Geometry, Stereology and their Applications, Sønderborg, Denmark.
Asmussen, S., Christensen, B. J. & Taksar, M. I. (2013). Portfolio size as funktion of the premium: modeling and optimization. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 01 http://math.au.dk/publs?publid=971
Asmussen, S., Christensen, B. J. & Taksar, M. (2013). Portfolio size as function of the premium: modelling and optimization. Stochastics: An International Journal of Probability and Stochastic Processes , 85(4 (Taksar Memorial Issue)), 575-588. https://doi.org/10.1080/17442508.2013.797426
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.
Hirsch, C., Jahnel, B., Jhawar, S. K. & Juhasz, P. (2025). Poisson approximation of fixed-degree nodes in weighted random connection models. Stochastic Processes and Their Applications, 183, Article 104593. https://doi.org/10.1016/j.spa.2025.104593
Asmussen, S. & Bladt, M. (1999). Point processes with finite-dimensional conditional probabilities. Stochastic Process. Appl., 82(1), 127-142.
Amir, G., Heydenreich, M. & Hirsch, C. (2025). Planar reinforced k-out percolation. Stochastic Processes and Their Applications, 189, Article 104706. https://doi.org/10.1016/j.spa.2025.104706
Asmussen, S. (1991). Phase-type representation of waiting times. In J. W. Cohen & C. D. Pack (Eds.), Queueing, performance and control in ATM (pp. 157-159). North-Holland.
Asmussen, S. & Olsson, M. (1998). Phase type distributions (update). In S. Kotz (Ed.), Encyclopedia of statistical sciences: update (Vol. 2, pp. 525-530). Wiley.
Hobolth, A., Siri-Jegousse, A. & Bladt, M. (2019). Phase-type distributions in population genetics. Theoretical Population Biology, 127, 16-32. https://doi.org/10.1016/j.tpb.2019.02.001
Asmussen, S. & Bladt, M. (1996). Phase-type distributions and risk processes with state-dependent premiums. Scandinavian Actuarial Journal, (1), 19-36.
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.
Pedersen, J. (2002). Periodic Ornstein-Uhlenbeck processes driven by Levy processes. Journal of Applied Probability, 39, 748-763.