S{\o}ren Asmussen
Identifiers
- name variant S{\o}ren Asmussen 0.60 · backfill
Papers (12)
- Matrix calculations for inhomogeneous Markov reward processes, with applications to life insurance and point processes math.PR · 2019 · author #2
- A factorization of a L\'evy process over a phase-type horizon math.PR · 2018 · author #1
- Tail asymptotics of light-tailed Weibull-like sums math.PR · 2017 · author #1
- Regular Variation in a Fixed-Point Problem for Single- and Multiclass Branching Processes and Queues math.PR · 2017 · author #1
- Discretization error for a two-sided reflected L\'evy process math.PR · 2017 · author #1
- On the longest gap between power-rate arrivals math.PR · 2017 · author #1
- Stability and busy periods in a multiclass queue with state-dependent arrival rates math.PR · 2016 · author #2
- Orthonormal polynomial expansions and lognormal sum densities math.PR · 2016 · author #1
- Time inhomogeneity in longest gap and longest run problems math.PR · 2015 · author #1
- Approximating the Laplace transform of the sum of dependent lognormals math.PR · 2015 · author #2
- On exceedance times for some processes with dependent increments math.PR · 2012 · author #1
- Second order corrections for the limits of normalized ruin times in the presence of heavy tails math.PR · 2011 · author #1
Mentions
Frequent Coauthors
- Jevgenijs Ivanovs 4 shared papers
- Patrick J. Laub 3 shared papers
- Sergey Foss 2 shared papers
- Anders R{\o}nn Nielsen 1 shared papers
- Dominik Kortschak 1 shared papers
- Enkelejd Hashorva 1 shared papers
- Jens Ledet Jensen 1 shared papers
- Johan Segers 1 shared papers
- John Hasenbein 1 shared papers
- Leonardo Rojas-Nandayapa 1 shared papers
- Mogens Bladt 1 shared papers
- Mogens Steffensen 1 shared papers
- Philip Ernst 1 shared papers
- Pierre-Olivier Goffard 1 shared papers
- Thomas Taimre 1 shared papers