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Publications by Søren Asmussen

Ruin Probabilities for a Regenerative Poisson Gap Generated Risk Process

European Actuarial Journal
UncertaintyEconomicsStatisticsEconometricsProbability
2011English

Regular Variation in a Fixed-Point Problem for Single- And Multi-Class Branching Processes and Queues

Advances in Applied Probability
Applied MathematicsStatisticsProbability
2018English

Approximating the Laplace Transform of the Sum of Dependent Lognormals

Advances in Applied Probability
Applied MathematicsStatisticsProbability
2016English

Markov Dependence in Renewal Equations and Random Sums With Heavy Tails

Stochastic Models
ModelingApplied MathematicsStatisticsProbabilitySimulation
2017English

Conditional Monte Carlo for Sums, With Applications to Insurance and Finance

Annals of Actuarial Science
UncertaintyEconomicsStatisticsEconometricsProbability
2018English

Ruin Probabilities Expressed in Terms of Storage Processes

Advances in Applied Probability
Applied MathematicsStatisticsProbability
1988English

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