Publications

All data comes from articles registered in PURE.

1999

Contribution to journal

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. & Rubinstein, R. Y. (1999). Sensitivity analysis of insurance risk models via simulation. Management Science, 45(8), 1125-1141. https://doi.org/10.1287/mnsc.45.8.1125

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

Labouriau, R. (1998). Estimating Functions and Semiparametric Models. Aarhus Universitet.

Hahn, U. (1998). Stochastische Modelle und Stereologie für Strukturen mit Gradienten (Stochastic models and stereology for structures with a gradient).

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.

Barndorff-Nielsen, O. E., Jensen, J. L. & Sørensen, M. (1998). Some stationary processes in discrete and continuous time. Advances in Applied Probability, 30(4), 989-1007. https://doi.org/10.1239/aap/1035228204

Asmussen, S. & Perry, D. (1998). An operational calculus for matrix-exponential distributions, with applications to a Brownian (q,Q) inventory model. Math. Oper. Res., 23(1), 166-176.

Asmussen, S. (1998). A probabilistic look at the Wiener-Hopf equation. SIAM Rev., 40(2), 189-201.

Asmussen, S. (1998). Extreme value theory for queues via cycle maxima. Extremes, 1(2), 137-168.

Asmussen, S. & O'Cinneide, C. A. (1998). Representations for matrix-geometric and matrix-exponential steady-state distributions with applications to many-server queues. Comm. Statist. Stochastic Models, 14(1-2), 369-387.

Asmussen, S. & Turova, T. S. (1998). Stationarity properties of neural networks. Journal of Applied Probability, 35(4), 783-794.

Asmussen, S. (1998). Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities. Annals of Applied Probability, 8(2), 354-374.

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.

Labouriau, R. (1997). The Laplace transform and polynomial approximation in L2. Danmarks JordbrugsForskning.

1997

Contribution to journal

Tandrup, T., Gundersen, H. J. G. & Jensen, E. B. V. (1997). The optical rotator. Journal of Microscopy, 186(2), 108-120. https://doi.org/10.1046/j.1365-2818.1997.2070765.x

Jensen, J. L. (1997). A simple derivation of r* for curved exponential families. Scandinavian Journal of Statistics, 24(1), 33-46. https://doi.org/10.1111/1467-9469.00047

Jensen, J. L. & Wood, A. T. A. (1997). On the non-existence of a Bartlett correction for unit root tests. Statistics & Probability Letters, 35(2), 181-187. https://doi.org/10.1016/S0167-7152(97)00012-6

Iversen, B. B., Jensen, J. L. & Danielsen, J. (1997). Errors in Maximum-Entropy Charge-Density Distributions Obtained from Diffraction Data. Acta Crystallographica Section A: Foundations of Crystallography, 53(3), 376-387. https://doi.org/10.1107/S0108767397000792

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. Journal of Applied Probability, 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.

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 Statistical Society, Series A (Statistics in 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. Journal of Applied Probability, 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. Journal of Applied Probability, 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.

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Revised 10.06.2026

Lars Madsen