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2005

Bidrag til artikel

Asmussen, S., Kroese, D. P. & Rubinstein, R. Y. (2005). Heavy tails, importance sampling and cross-entropy. Stochastic Models, 21, 57-76.
Asmussen, S. & Pihlsgård, M. (2005). Performance analysis with truncated heavy-tailed distributions. Methodology and Computing in Applied Probability, 7, 439-457.
Andersen, K., Cornuéjols, G. & Li, Y. (2005). Split closure and intersection cuts. Mathematical Programming, 102(3), 457-493. https://doi.org/10.1007/s10107-004-0558-z

2004

Ikke-tekstuel

2004

Arbejdspapir (Working Paper)

Jónsdóttir, K. Ý. & Jensen, E. B. V. (2004). Gaussian radial growth. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Asmussen, S. & Kroese, D. P. (2004). Improved Algorithms for Rare Event Simulation with Heavy Tails. MaPhySto, Aarhus Universitet.
Asmussen, S. & Pihlsgård, M. (2004). Performance analysis with truncated heavy-tailed distributions. MaPhySto, Aarhus Universitet.

2004

Bidrag til konference

Laursen, T. M., Labouriau, R. & Licht, R. W. (2004). Schizoaffective disorder and family history of admission. Abstract fra International Congress on Schizophrenia, USA.
Juul, N., Labouriau, R., Mass, A. I. R., Marshall, L. F. & Sorensen, H. T. (2004). Association between Different Levels of ICP and CPP and One Year Mortality in Patients with Severe Head Injuries. Abstract fra Association between Different Levels of ICP and CPP and One Year Mortality in Patients with Severe Head Injuries.

2004

Bidrag til bog-antologi

Asmussen, S. (2004). Random variable. I J. Teugels & B. Sundt (red.), Encyclopedia of actuarial science (s. 3). Wiley.
Asmussen, S. (2004). Rare event. I J. Teugels & B. Sundt (red.), Encyclopedia of actuarial science (s. 1378-1379). Wiley.
Asmussen, S. (2004). Simulation of stochastic processes. I J. Teugels & B. Sundt (red.), Encyclopedia of actuarial science (s. 1570-1572). Wiley.
Asmussen, S. (2004). Stochastic processes. I J. Teugels & B. Sundt (red.), Encyclopedia of actuarial science (s. 3). Wiley.
Rasmus, S., Asmussen, S. & Wiktorsson, M. (2004). Pricing of some exotic options with NIG-Levy input. I M. Burbak (red.), Computational science - ICCS 2004 (s. 795-802). Springer.
Pedersen, J. & Sato, K.-I. (2004). Semigroups and processes with parameter in a cone. I N. M. Chuong, L. Nirenberg & W. Tutschke (red.), Abstract and applied analysis: proceedings of the International Conference held in Hanoi, August 17-21, 2002 (s. 499-513). World Scientific.
Labouriau, R. & Jensen, J. (2004). Locating and estimating the effects of a QTL by using mixtures of exponential dispersion models. I Proc. 9th Quantitative Trait Locus Mapping and Marker-Assisted Selection Workshop (s. 39)
Jonsdottir, K. Y., Hahn, U. & Jensen, E. B. V. (2004). Inhomogeneous spatial point processes, with a view to spatio-temporal modelling. I A. Baddeley, P. Gregori, J. Mateu, R. Stoica & D. Stoyan (red.), Spatial point process modelling and its applications (s. 131-136). Publicacions de la Universitat Jaume I.
Asmussen, S. (red.) (2004). Section: Probability theory. I J. Teugels & B. Sundt (red.), Encyclopedia of actuarial science Wiley.

2004

Bog-antologi

2004

Bidrag til artikel

Pedersen, J. & Sato, K. (2004). Relations between cone-parameter Levy processes and convolution semigroups. J. Math. Soc. Japan, 56(2), 541-559.
Deutch, S., Labouriau, R., Schønheyeder, H. C., Østergaard, L. & Sørensen, H. T. (2004). Crowding as a Risk Factor of Meningococcal Disease in Danish Prescholl Children: A Nationwide Population-based Case-control Study. Scandinavian Journal of Infectious Diseases, 36(1), 20-23. https://doi.org/10.1080/00365540310017500
Asmussen, S., Avram, F. & Pistorius, M. (2004). Russian and American put options under exponential phase-type Lévy models. Stochastic Processes and Their Applications, 109(1), 79-111.
Asmussen, S. & Pihlsgård, M. (2004). Transient properties of many-server queues and related QBDs. Queueing Systems, 46(3-4), 249-270.

2003

Arbejdspapir (Working Paper)

Pedersen, J. & Sato, K. (2003). Semigroups and processes with parameter in a cone. MaPhySto, University of Aarhus.