Applied probability and queues S Asmussen, S Asmussen, S Asmussen Springer 2, 439, 2003 | 5409 | 2003 |
Ruin probabilities S Asmussen, H Albrecher World scientific, 2010 | 2980 | 2010 |
Stochastic simulation: Algorithms and analysis S Asmussen, PW Glynn Springer, 2007 | 2232 | 2007 |
Fitting phase-type distributions via the EM algorithm S Asmussen, O Nerman, M Olsson Scandinavian Journal of Statistics, 419-441, 1996 | 949 | 1996 |
Branching processes S Asmussen, H Hering Birkhäuser 3, x+ 461, 1983 | 574 | 1983 |
Controlled diffusion models for optimal dividend pay-out S Asmussen, M Taksar Insurance: Mathematics and Economics 20 (1), 1-15, 1997 | 567 | 1997 |
Approximations of small jumps of Lévy processes with a view towards simulation S Asmussen, J Rosiński Journal of Applied Probability 38 (2), 482-493, 2001 | 435 | 2001 |
Russian and American put options under exponential phase-type Lévy models S Asmussen, F Avram, MR Pistorius Stochastic Processes and their Applications 109 (1), 79-111, 2004 | 417 | 2004 |
Risk theory in a Markovian environment S Asmussen Scandinavian Actuarial Journal 1989 (2), 69-100, 1989 | 353 | 1989 |
Exact Asymptotics for a Large Deviations Problem for the GI/G/1 Queue S Asmussen, JP Collamore | 326* | 1999 |
Marked point processes as limits of Markovian arrival streams S Asmussen, G Koole Journal of Applied Probability 30 (2), 365-372, 1993 | 308 | 1993 |
Stationary distributions for fluid flow models with or without Brownian noise S Asmussen Communications in statistics. Stochastic models 11 (1), 21-49, 1995 | 268 | 1995 |
Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities S Asmussen The Annals of Applied Probability 8 (2), 354-374, 1998 | 236 | 1998 |
Rare events simulation for heavy-tailed distributions S Asmussen, K Binswanger, B Højgaard Bernoulli, 303-322, 2000 | 195 | 2000 |
Collapsibility and response variables in contingency tables S Asmussen, D Edwards Biometrika 70 (3), 567-578, 1983 | 186 | 1983 |
Discretization error in simulation of one-dimensional reflecting Brownian motion S Asmussen, P Glynn, J Pitman The Annals of Applied Probability 5 (4), 875-896, 1995 | 182 | 1995 |
Improved algorithms for rare event simulation with heavy tails S Asmussen, DP Kroese Advances in Applied Probability 38 (2), 545-558, 2006 | 179 | 2006 |
Stationarity detection in the initial transient problem S Asmussen, PW Glynn, H Thorisson ACM Transactions on Modeling and Computer Simulation 2 (2), 130-157, 1992 | 171 | 1992 |
Simulation of stochastic processes S Asmussen Encyclopedia of Actuarial Science, 2004 | 169* | 2004 |
Asymptotics for sums of random variables with local subexponential behaviour S Asmussen, S Foss, D Korshunov Journal of Theoretical Probability 16, 489-518, 2003 | 167 | 2003 |