Publications

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

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

Hahn, U. & Stoyan, D. (1998). Unbiased stereological estimation of the surface area of gradient surface processes. Advances in Applied Probability, 30, 904-920.

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

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

Jensen, J. L. (1997). Efficiency of the pseudo-likelihood estimate in a one-dimensional lattice gas. I Selected Proceedings of the Symposium on Estimating Functions (Athens, GA, 1996) (s. 369-379). Institute of Mathematical Statistics. https://doi.org/10.1214/lnms/1215455056

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 and Advances, 53(3), 376-387. https://doi.org/10.1107/S0108767397000792

Labouriau, R. (1997). Estimating and quasi-estimating functions. Technical Report of the Biometry Research Unit Nr. 7

Hahn, U. & Stoyan, D. (1997). Estimating local surface area density in gradient materials. I Proceedings of International Conference on the Quantitative Description of Materials Microstructure - QMAT '97. Warsaw, 16-19 April 1997 (s. 19-26). Jagiellonian University Press.

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

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.

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

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, 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

Jensen, J. L. (1996). A saddlepoint approximation for the number of uniform spacings exceeding a given level. I Fourth Symposium on Probability Theory and Stochastic Processes (Spanish) (Guanajuato, 1996) (s. 129-136). Soc. Mat. Mexicana.

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.

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.

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

Asmussen, S. (1996). Phase-type distributions and related point processes: fitting and recent advances. I S. Chakravarthy & A. S. Alfa (red.), Matrix-analytic methods in stochastic models (s. 137-149). Marcel Dekker.

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

Asmussen, S. (1996). Rare events in the presence of heavy tails. I P. Glasserman, K. Sigman & D. D. Yao (red.), Stochastic networks: stability and rare events (s. 197-214). Springer.

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

Asmussen, S. & Bladt, M. (1996). Renewal theory and queueing algorithms for matrix-exponential distributions. I A. S. Alfa & S. R. Chakravarthy (red.), Matrix-analytic methods in stochastic models (s. 313-341). Marcel Dekker.

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

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

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

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.

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

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

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

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

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

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

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

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

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

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.

Jørgensen, B., Labouriau, R. & Lundbye-Christensen, S. (1994). Linear growth curve analysis based on exponential dispersion models. Technical Report Nr. 140

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

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

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.

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Lars Madsen