The following pages link to Soren Asmussen (Q1223870):
Displayed 50 items.
- Controlled diffusion models for optimal dividend pay-out (Q1381153) (← links)
- Asymptotics for sums of random variables with local subexponential behaviour (Q1397972) (← links)
- Risk comparisons of premium rules: Optimality and a life insurance study (Q1413402) (← links)
- Rare events simulation for heavy-tailed distributions (Q1567211) (← links)
- Change of measures for Markov chains and the \(L\log L\) theorem for branching processes (Q1567212) (← links)
- Studying an overload system using rotation (Q1582573) (← links)
- Sampling at subexponential times, with queueing applications (Q1593601) (← links)
- Large deviations rate function for polling systems (Q1605044) (← links)
- Large tandem queueing networks with blocking (Q1605045) (← links)
- A local limit theorem for random walk maxima with heavy tails (Q1613018) (← links)
- Point processes with finite-dimensional conditional probabilities (Q1613607) (← links)
- On preemptive-repeat LIFO queues (Q1640074) (← links)
- On the longest gap between power-rate arrivals (Q1715533) (← links)
- The law of the iterated logarithm for exchangeable random variables (Q1805141) (← links)
- The law of large numbers for partial sum processes indexed by sets (Q1822128) (← links)
- Exact buffer overflow calculations for queues via martingales (Q1851010) (← links)
- On optional stopping of some exponential martingales for Lévy processes with or without reflection. (Q1879504) (← links)
- The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences (Q1890741) (← links)
- Rejection rules in the \(M/G/1\) queue (Q1892645) (← links)
- Ladder height distributions with marks (Q1899258) (← links)
- Explosive Poisson shot noise processes with applications to risk reserves (Q1903607) (← links)
- Lim inf results for Gaussian samples and Chung's functional LIL (Q1904486) (← links)
- A Chung type law of the iterated logarithm for subsequences of a Wiener process (Q1904539) (← links)
- Discretization error in simulation of one-dimensional reflecting Brownian motion (Q1916474) (← links)
- Tail asymptotics for dependent subexponential differences (Q1935731) (← links)
- Revisiting conditional limit theorems for the mortal simple branching process (Q1962610) (← links)
- Tail asymptotics for M/G/1 type queueing processes with subexponential increments (Q1975030) (← links)
- Discretization error for a two-sided reflected Lévy process (Q1992150) (← links)
- Moments and polynomial expansions in discrete matrix-analytic models (Q2145823) (← links)
- From PH/MAP to ME/RAP (Q2146379) (← links)
- On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance (Q2153520) (← links)
- Matrix representations of life insurance payments (Q2209784) (← links)
- Stability and busy periods in a multiclass queue with state-dependent arrival rates (Q2315067) (← links)
- Parallel computing, failure recovery, and extreme values (Q2324083) (← links)
- Nash equilibrium premium strategies for push-pull competition in a frictional non-life insurance market (Q2421401) (← links)
- Performance analysis with truncated heavy-tailed distributions (Q2433244) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- Efficient simulation of finite horizon problems in queueing and insurance risk (Q2465683) (← links)
- Error rates and improved algorithms for rare event simulation with heavy Weibull tails (Q2516393) (← links)
- Large deviations and fast simulation in the presence of boundaries. (Q2574516) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- Stochastic simulation: Algorithms and analysis (Q2644072) (← links)
- Approximations of small jumps of Lévy processes with a view towards simulation (Q2748441) (← links)
- An Operational Calculus for Matrix-Exponential Distributions, with Applications to a Brownian (q, Q) Inventory Model (Q2757528) (← links)
- Lévy Processes with Two-Sided Reflection (Q2807248) (← links)
- Exponential Family Techniques for the Lognormal Left Tail (Q2821479) (← links)
- Lévy Processes, Phase-Type Distributions, and Martingales (Q2937469) (← links)
- Markov Renewal Methods in Restart Problems in Complex Systems (Q2956068) (← links)
- Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection (Q3006672) (← links)
- (Q3026011) (← links)