Artikkelit, joihin on yleisen käytön mandaatti - Søren AsmussenLisätietoja
Saatavilla jossain: 10
Persistence probabilities and exponents
LN Andersen, S Asmussen, F Aurzada, PW Glynn, M Maejima, ...
Lévy Matters V: Functionals of Lévy Processes, 183-224, 2015
Mandaatit: German Research Foundation
Exponential family techniques for the lognormal left tail
S Asmussen, JL Jensen, L Rojas‐Nandayapa
Scandinavian Journal of Statistics 43 (3), 774-787, 2016
Mandaatit: US National Science Foundation, Australian Research Council
Phase-type models in life insurance: Fitting and valuation of equity-linked benefits
S Asmussen, PJ Laub, H Yang
Risks 7 (1), 17, 2019
Mandaatit: Agence Nationale de la Recherche, Research Grants Council, Hong Kong
Stability and busy periods in a multiclass queue with state-dependent arrival rates
PA Ernst, S Asmussen, JJ Hasenbein
Queueing Systems 90, 207-224, 2018
Mandaatit: US National Science Foundation, US Department of Defense
Time inhomogeneity in longest gap and longest run problems
S Asmussen, J Ivanovs, AR Nielsen
Stochastic Processes and their Applications 127 (2), 574-589, 2017
Mandaatit: Swiss National Science Foundation
Tail asymptotics for dependent subexponential differences
H Albrecher, S Asmussen, D Kortschak
Siberian mathematical journal 53 (6), 965-983, 2012
Mandaatit: Swiss National Science Foundation
On the risk of credibility premium rules
S Asmussen, C Constantinescu, J Thøgersen
Scandinavian Actuarial Journal 2021 (10), 866-889, 2021
Mandaatit: Villum Foundation
Recent developments in financial and insurance mathematics and the interplay with the industry
S Asmussen, N Bäuerle, R Korn
Oberwolfach Reports 4 (1), 549-590, 2007
Mandaatit: German Research Foundation
On the longest gap between power-rate arrivals
S Asmussen, J Ivanovs, J Segers
Bernoulli 25 (1), 375-394, 2019
Mandaatit: Belgian Science Policy Office
Tail asymptotics for dependent subexponential differences
H Albrecher, S Asmussen, D Kortschak
Mandaatit: Swiss National Science Foundation
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