Publications

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2000

Bidrag til artikel

Asmussen, S., Højgaard, B. & Taksar, M. (2000). Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation. Finance and Stochastics, 4(3), 299-324.

Asmussen, S., Binswanger, K. & Højgaard, B. (2000). Rare events simulation for heavy-tailed distributions. Bernoulli, 6(2), 303-322.

1999

Bidrag til konference

Labouriau, R. & Høyer, L. (1999). Temperature dependence of ethylene induced leaflet abscission in Radermachera sinica. Poster-session præsenteret på International Symposium on Postharvest Physiology of Ornamental Plants (ISHS), Ft. Lauderdale, Florida, USA.

1999

Bidrag til bog-antologi

Labouriau, R., Kirk, H. G., Madsen, M. H. & Tolstrup, K. (1999). Detecting genetic resistance to Phytophtora infestans in crossings of Solanum tuberosum with Solanum vernei, and Solanum microdontum. I Proceedings of the Global Initiative on Late Blight Conference (Bind 1, s. 122)

Labouriau, R. & Høyer, L. (1999). On the temperature dependence of ethylene induced leaflet abscission in Radermachera sinica. I Abstract published at the Seventh International Symposium on Postharvest Physiology of Ornamental Plants (s. 56)

Asmussen, S. (1999). Semi-Markov queues with heavy tails. I J. Janssen & N. Limnios (red.), Semi-Markov models and applications (s. 269-284). Kluwer Academic Publishers.

1999

Bog-antologi

Labouriau, R. (1999). Estimating functions for semiparametric models with moment restrictions. Technical Report of the Biometry Research Unit.

Labouriau, R., Andersen, J. O. & Nielsen, M. (1999). Statistical analysis of biocristallization patterns of carrots extracts. Internal Report of the Biometry Research Unit.

Guillot, J.-C., Jensen, J. L., Jensen, A. & Holm-Jacobsen, B. (red.) (1999). Mini-proceedings: First MaPhySto Workshop on Inverse Problems: Inverse Problems in Stratified Media. MaPhySto, Aarhus University. Miscellanea Bind 13

Barndorff-Nielsen, O. E. & Jensen, E. B. V. (red.) (1999). Geometry in present day science: proceedings of the Conference, University of Aarhus, Denmark, 16-18 January 1998. World Scientific.

1999

Bidrag til artikel

Jensen, J. L. & Petersen, N. V. (1999). Asymptotic normality of the maximum likelihood estimator in state space models. Annals of Statistics, 27(2), 514-535. https://doi.org/10.1214/aos/1018031205

Jensen, J. L. & Pedersen, J. (1999). Ornstein-Uhlenbeck type processes with non-normal distribution. Journal of Applied Probability, 36(2), 389-402. https://doi.org/10.1239/jap/1032374460

Hahn, U., Micheletti, A., Pohlink, R., Stoyan, D. & Wendrock, H. (1999). Stereological analysis and modelling of gradient structures. Journal of Microscopy, 195(2), 113-124.

Gundersen, H. J. G., Jensen, E. B. V., Kieu, K. & Nielsen, J. (1999). The efficiency of systematic sampling in stereology-reconsidered. Journal of Microscopy, 193(3), 199-211. https://doi.org/10.1046/j.1365-2818.1999.00457.x

Elmholt, S., Labouriau, R., Hestbjerg, H. & Nielsen, J. M. (1999). Detection and estimation of conidial abundance of Penicil-lium verrucosum in soil by dilution plating on a selective and diagnostic agar medium (DYSG). Mycological Research, 103, 887-895.

Asmussen, S. & Højgaard, B. (1999). Approximations for finite horizon ruin probabilities in the renewal model. Scandinavian Actuarial Journal, (2), 106-119.

Asmussen, S. & Collamore, J. F. (1999). Exact asymptotics for a large deviations problem for the GI/G/1 queue. Markov Process. Related Fields, 5(4), 451-476.

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

Afhandling

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

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

1998

Bidrag til bog-antologi

Asmussen, S. & Olsson, M. (1998). Phase type distributions (update). I S. Kotz (red.), Encyclopedia of statistical sciences: update (Bind 2, s. 525-530). Wiley.

1998

Bidrag til artikel

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. J. Appl. Probab., 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

Bidrag til bog-antologi

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

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.

1997

Bog-antologi

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

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

1997

Bidrag til artikel

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 and Advances, 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. J. Appl. Probab., 34(1), 208-212.

1996

Bidrag til bog-antologi

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. (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.

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.

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