Søren Asmussen

37 papers Misc 2Journal 31Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
Matrix representations of Wiener-Hopf factorisations for Lévy processes.
J. Appl. Probab.
Søren Asmussen, Mogens Bladt
2025 J jnl
Wiener-Hopf factorization, Erlangization and transient solutions in some Markov-modulated queueing models.
Queueing Syst. Theory Appl.
Søren Asmussen
2022 J jnl
From PH/MAP to ME/RAP.
Queueing Syst. Theory Appl.
Søren Asmussen, Mogens Bladt
2018 J jnl
Discretization error for a two-sided reflected Lévy process.
Queueing Syst. Theory Appl.
Søren Asmussen, Jevgenijs Ivanovs
2018 J jnl
Stability and busy periods in a multiclass queue with state-dependent arrival rates.
Queueing Syst. Theory Appl.
Philip A. Ernst, Søren Asmussen, John J. Hasenbein
2017 J jnl
On preemptive-repeat LIFO queues.
Queueing Syst. Theory Appl.
Søren Asmussen, Peter W. Glynn
2014 — conf
Checkpointing in Failure Recovery in Computing and Data Transmission.
ASMTA
Søren Asmussen, Lester Lipsky, Stephen Thompson
2014 J jnl
Editor's preface.
J. Appl. Probab.
Søren Asmussen, Peter Jagers, Ilya S. Molchanov, Chris Rogers
2014 J jnl
Obituary: Marcel F. Neuts 1935-2014.
J. Appl. Probab.
Søren Asmussen, Bo Friis Nielsen
2014 J jnl
On Exceedance Times for Some Processes with Dependent Increments.
J. Appl. Probab.
Søren Asmussen, Sergey Foss
2013 J jnl
The M/M/1 queue with inventory, lost sale, and general lead times.
Queueing Syst. Theory Appl.
Mohammad Saffari, Søren Asmussen, Rasoul Haji
2012 Misc conf
On error rates in rare event simulation with heavy tails.
WSC
Søren Asmussen, Dominik Kortschak
2011 J jnl
A Note on Skewness in Regenerative Simulation.
Commun. Stat. Simul. Comput.
Søren Asmussen, Tobias Rydén
2011 J jnl
Efficient simulation of tail probabilities of sums of correlated lognormals.
Ann. Oper. Res.
Søren Asmussen, Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa
2009 J jnl
Editorial introduction.
Queueing Syst. Theory Appl.
Søren Asmussen, Onno J. Boxma
2008 J jnl
Asymptotic Behavior of Total Times for Jobs That Must Start Over if a Failure Occurs.
Math. Oper. Res.
Søren Asmussen, Pierre M. Fiorini, Lester Lipsky, Tomasz Rolski, Robert Sheahan
2007 J jnl
Efficient simulation of finite horizon problems in queueing and insurance risk.
Queueing Syst. Theory Appl.
Leonardo Rojas-Nandayapa, Søren Asmussen
2007 J jnl
Loss Rates for Lévy Processes with Two Reflecting Barriers.
Math. Oper. Res.
Søren Asmussen, Mats Pihlsgård
2007 — book
Stochastic simulation - algorithms and analysis.
Søren Asmussen, Peter W. Glynn
2006 J jnl
On the completion time distribution for tasks that must restart from the beginning if a failure occurs.
SIGMETRICS Perform. Evaluation Rev.
Robert Sheahan, Lester Lipsky, Pierre M. Fiorini, Søren Asmussen
2004 Misc conf
Pricing of Some Exotic Options with NIG-Lévy Input.
International Conference on Computational Science
Sebastian Rasmus, Søren Asmussen, Magnus Wiktorsson
2004 J jnl
Transient Properties of Many-Server Queues and Related QBDs.
Queueing Syst. Theory Appl.
Søren Asmussen, Mats Pihlsgård
2003 — book
Applied probability and queues, Second Edition.
Søren Asmussen
2002 J jnl
Exact Buffer Overflow Calculations for Queues via Martingales.
Queueing Syst. Theory Appl.
Søren Asmussen, Manfred R. Jobmann, Hans-Peter Schwefel
2002 J jnl
On the Tail of the Waiting Time in a Markov-Modulated M/G/1 Queue.
Oper. Res.
Søren Asmussen, Colm Art O'Cinneide
2001 J jnl
Calculation of the Steady State Waiting Time Distribution in GI/PH/c and MAP/PH/c Queues.
Queueing Syst. Theory Appl.
Søren Asmussen, Jakob R. Møller
2001 — book
Ruin probabilities.
Søren Asmussen
2000 J jnl
Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation.
Finance Stochastics
Søren Asmussen, Bjarne Højgaard, Michael Taksar
1999 J jnl
Tail Asymptotics for M/G/1 Type Queueing Processes with Subexponential Increments.
Queueing Syst. Theory Appl.
Søren Asmussen, Jakob R. Møller
1998 J jnl
A Probabilistic Look at the Wiener-Hopf Equation.
SIAM Rev.
Søren Asmussen
1998 J jnl
An Operational Calculus for Matrix-Exponential Distributions, with Applications to a Brownian (q, Q) Inventory Model.
Math. Oper. Res.
Søren Asmussen, David Perry
1995 J jnl
Rejection rules in the
Queueing Syst. Theory Appl.
David Perry, Søren Asmussen
1994 J jnl
Poisson's equation for queues driven by a Markovian marked point process.
Queueing Syst. Theory Appl.
Søren Asmussen, Mogens Bladt
1994 J jnl
Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality.
Math. Oper. Res.
Søren Asmussen, Tomasz Rolski
1992 J jnl
Queueing Simulation in Heavy Traffic.
Math. Oper. Res.
Søren Asmussen
1992 J jnl
Stationarity Detection in the Initial Transient Problem.
ACM Trans. Model. Comput. Simul.
Søren Asmussen, Peter W. Glynn, Hermann Thorisson
1986 J jnl
Über eine Stetigkeitsfrage betreffend das Bedienungssystem GI/GI/s.
J. Inf. Process. Cybern.
Søren Asmussen, Helle Johansen