Søren Asmussen

According to our database, Søren Asmussen authored at least 35 papers between 1986 and 2022.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2022

From PH/MAP to ME/RAP.

Søren Asmussen, Mogens Bladt

Queueing Syst. Theory Appl., 2022

2018

Stability and busy periods in a multiclass queue with state-dependent arrival rates.

Philip A. Ernst, Søren Asmussen, John J. Hasenbein

Queueing Syst. Theory Appl., 2018

Discretization error for a two-sided reflected Lévy process.

Søren Asmussen, Jevgenijs Ivanovs

Queueing Syst. Theory Appl., 2018

2017

On preemptive-repeat LIFO queues.

Søren Asmussen, Peter W. Glynn

Queueing Syst. Theory Appl., 2017

2014

Obituary: Marcel F. Neuts 1935-2014.

Søren Asmussen, Bo Friis Nielsen

J. Appl. Probab., 2014

Editor's preface.

Søren Asmussen, Peter Jagers, Ilya S. Molchanov, Chris Rogers

J. Appl. Probab., 2014

On Exceedance Times for Some Processes with Dependent Increments.

Søren Asmussen, Sergey Foss

J. Appl. Probab., 2014

Checkpointing in Failure Recovery in Computing and Data Transmission.

Søren Asmussen, Lester Lipsky, Stephen Thompson

Proceedings of the Analytical and Stochastic Modelling Techniques and Applications, 2014

2013

The M/M/1 queue with inventory, lost sale, and general lead times.

Mohammad Saffari, Søren Asmussen, Rasoul Haji

Queueing Syst. Theory Appl., 2013

2012

On error rates in rare event simulation with heavy tails.

Søren Asmussen, Dominik Kortschak

Proceedings of the Winter Simulation Conference, 2012

2011

A Note on Skewness in Regenerative Simulation.

Søren Asmussen, Tobias Rydén

Commun. Stat. Simul. Comput., 2011

Efficient simulation of tail probabilities of sums of correlated lognormals.

Søren Asmussen, Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa

Ann. Oper. Res., 2011

2009

Editorial introduction.

Søren Asmussen, Onno J. Boxma

Queueing Syst. Theory Appl., 2009

2008

Asymptotic Behavior of Total Times for Jobs That Must Start Over if a Failure Occurs.

Søren Asmussen, Pierre M. Fiorini, Lester Lipsky, Tomasz Rolski, Robert Sheahan

Math. Oper. Res., 2008

2007

Efficient simulation of finite horizon problems in queueing and insurance risk.

Leonardo Rojas-Nandayapa, Søren Asmussen

Queueing Syst. Theory Appl., 2007

Loss Rates for Lévy Processes with Two Reflecting Barriers.

Søren Asmussen, Mats Pihlsgård

Math. Oper. Res., 2007

Stochastic simulation - algorithms and analysis.

Søren Asmussen, Peter W. Glynn

Stochastic modeling and applied probability 57, Springer, ISBN: 978-0-387-30679-7, 2007

2006

On the completion time distribution for tasks that must restart from the beginning if a failure occurs.

Robert Sheahan, Lester Lipsky, Pierre M. Fiorini, Søren Asmussen

SIGMETRICS Perform. Evaluation Rev., 2006

2004

Transient Properties of Many-Server Queues and Related QBDs.

Søren Asmussen, Mats Pihlsgård

Queueing Syst. Theory Appl., 2004

Pricing of Some Exotic Options with NIG-Lévy Input.

Sebastian Rasmus, Søren Asmussen, Magnus Wiktorsson

Proceedings of the Computational Science, 2004

2003

Applied probability and queues, Second Edition.

Søren Asmussen

Applications of mathematics 51, Springer, ISBN: 978-0-387-00211-8, 2003

2002

Exact Buffer Overflow Calculations for Queues via Martingales.

Søren Asmussen, Manfred R. Jobmann, Hans-Peter Schwefel

Queueing Syst. Theory Appl., 2002

On the Tail of the Waiting Time in a Markov-Modulated M/G/1 Queue.

Søren Asmussen, Colm Art O'Cinneide

Oper. Res., 2002

2001

Calculation of the Steady State Waiting Time Distribution in GI/PH/c and MAP/PH/c Queues.

Søren Asmussen, Jakob R. Møller

Queueing Syst. Theory Appl., 2001

Ruin probabilities.

Søren Asmussen

Advanced series on statistical science and applied probability 2, World Scientific, ISBN: 978-981-02-2293-2, 2001

2000

Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation.

Søren Asmussen, Bjarne Højgaard, Michael Taksar

Finance Stochastics, 2000

1999

Tail Asymptotics for M/G/1 Type Queueing Processes with Subexponential Increments.

Søren Asmussen, Jakob R. Møller

Queueing Syst. Theory Appl., 1999

1998

A Probabilistic Look at the Wiener-Hopf Equation.

Søren Asmussen

SIAM Rev., 1998

An Operational Calculus for Matrix-Exponential Distributions, with Applications to a Brownian (q, Q) Inventory Model.

Søren Asmussen, David Perry

Math. Oper. Res., 1998

1995

Rejection rules in the<i>M/G</i>/1 queue.

David Perry, Søren Asmussen

Queueing Syst. Theory Appl., 1995

1994

Poisson's equation for queues driven by a Markovian marked point process.

Søren Asmussen, Mogens Bladt

Queueing Syst. Theory Appl., 1994

Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality.

Søren Asmussen, Tomasz Rolski

Math. Oper. Res., 1994

1992

Stationarity Detection in the Initial Transient Problem.

Søren Asmussen, Peter W. Glynn, Hermann Thorisson

ACM Trans. Model. Comput. Simul., 1992

Queueing Simulation in Heavy Traffic.

Søren Asmussen

Math. Oper. Res., 1992

1986

Über eine Stetigkeitsfrage betreffend das Bedienungssystem GI/GI/s.

Søren Asmussen, Helle Johansen

J. Inf. Process. Cybern., 1986