Søren Asmussen

Publication Activity (10 Years)

Years Active: 1986-2022
Publications (10 Years): 4

Top Topics

Asymptotically Optimal

Top Venues

Queueing Syst. Theory Appl.

J. Appl. Probab.

Publications

Søren Asmussen, Mogens Bladt
From PH/MAP to ME/RAP. Queueing Syst. Theory Appl. 100 (3-4) (2022)
Philip A. Ernst, Søren Asmussen, John J. Hasenbein
Stability and busy periods in a multiclass queue with state-dependent arrival rates. Queueing Syst. Theory Appl. 90 (3-4) (2018)
Søren Asmussen, Jevgenijs Ivanovs
Discretization error for a two-sided reflected Lévy process. Queueing Syst. Theory Appl. 89 (1-2) (2018)
Søren Asmussen, Peter W. Glynn
On preemptive-repeat LIFO queues. Queueing Syst. Theory Appl. 87 (1-2) (2017)
Søren Asmussen, Peter Jagers, Ilya S. Molchanov, Chris Rogers
Editor's preface. J. Appl. Probab. 51 (A) (2014)
Søren Asmussen, Lester Lipsky, Stephen Thompson
Checkpointing in Failure Recovery in Computing and Data Transmission. ASMTA (2014)
Søren Asmussen, Sergey Foss
On Exceedance Times for Some Processes with Dependent Increments. J. Appl. Probab. 51 (1) (2014)
Søren Asmussen, Bo Friis Nielsen
Obituary: Marcel F. Neuts 1935-2014. J. Appl. Probab. 51 (4) (2014)
Mohammad Saffari, Søren Asmussen, Rasoul Haji
The M/M/1 queue with inventory, lost sale, and general lead times. Queueing Syst. Theory Appl. 75 (1) (2013)
Søren Asmussen, Dominik Kortschak
On error rates in rare event simulation with heavy tails. WSC (2012)
Søren Asmussen, Tobias Rydén
A Note on Skewness in Regenerative Simulation. Commun. Stat. Simul. Comput. 40 (1) (2011)
Søren Asmussen, Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa
Efficient simulation of tail probabilities of sums of correlated lognormals. Ann. Oper. Res. 189 (1) (2011)
Søren Asmussen, Onno J. Boxma
Editorial introduction. Queueing Syst. Theory Appl. 63 (1-4) (2009)
Søren Asmussen, Pierre M. Fiorini, Lester Lipsky, Tomasz Rolski, Robert Sheahan
Asymptotic Behavior of Total Times for Jobs That Must Start Over if a Failure Occurs. Math. Oper. Res. 33 (4) (2008)
Søren Asmussen, Mats Pihlsgård
Loss Rates for Lévy Processes with Two Reflecting Barriers. Math. Oper. Res. 32 (2) (2007)
Leonardo Rojas-Nandayapa, Søren Asmussen
Efficient simulation of finite horizon problems in queueing and insurance risk. Queueing Syst. Theory Appl. 57 (2-3) (2007)
Robert Sheahan, Lester Lipsky, Pierre M. Fiorini, Søren Asmussen
On the completion time distribution for tasks that must restart from the beginning if a failure occurs. SIGMETRICS Perform. Evaluation Rev. 34 (3) (2006)
Søren Asmussen, Mats Pihlsgård
Transient Properties of Many-Server Queues and Related QBDs. Queueing Syst. Theory Appl. 46 (3-4) (2004)
Sebastian Rasmus, Søren Asmussen, Magnus Wiktorsson
Pricing of Some Exotic Options with NIG-Lévy Input. International Conference on Computational Science (2004)
Søren Asmussen, Manfred R. Jobmann, Hans-Peter Schwefel
Exact Buffer Overflow Calculations for Queues via Martingales. Queueing Syst. Theory Appl. 42 (1) (2002)
Søren Asmussen, Colm Art O'Cinneide
On the Tail of the Waiting Time in a Markov-Modulated M/G/1 Queue. Oper. Res. 50 (3) (2002)
Søren Asmussen, Jakob R. Møller
Calculation of the Steady State Waiting Time Distribution in GI/PH/c and MAP/PH/c Queues. Queueing Syst. Theory Appl. 37 (1/3) (2001)
Søren Asmussen, Bjarne Højgaard, Michael Taksar
Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation. Finance Stochastics 4 (3) (2000)
Søren Asmussen, Jakob R. Møller
Tail Asymptotics for M/G/1 Type Queueing Processes with Subexponential Increments. Queueing Syst. Theory Appl. 33 (1-3) (1999)
Søren Asmussen, David Perry
An Operational Calculus for Matrix-Exponential Distributions, with Applications to a Brownian (q, Q) Inventory Model. Math. Oper. Res. 23 (1) (1998)
Søren Asmussen
A Probabilistic Look at the Wiener-Hopf Equation. SIAM Rev. 40 (2) (1998)
David Perry, Søren Asmussen
/1 queue. Queueing Syst. Theory Appl. 19 (1-2) (1995)
Søren Asmussen, Mogens Bladt
Poisson's equation for queues driven by a Markovian marked point process. Queueing Syst. Theory Appl. 17 (1-2) (1994)
Søren Asmussen, Tomasz Rolski
Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality. Math. Oper. Res. 19 (2) (1994)
Søren Asmussen
Queueing Simulation in Heavy Traffic. Math. Oper. Res. 17 (1) (1992)
Søren Asmussen, Peter W. Glynn, Hermann Thorisson
Stationarity Detection in the Initial Transient Problem. ACM Trans. Model. Comput. Simul. 2 (2) (1992)
Søren Asmussen, Helle Johansen
Über eine Stetigkeitsfrage betreffend das Bedienungssystem GI/GI/s. J. Inf. Process. Cybern. 22 (10/11) (1986)