Søren Asmussen

  1. 2015
  2. Specialevejleder

    Asmussen, S. (Participant)
    1 Sep 201531 Dec 2015

    Activity: Other

  3. Advances in Applied Probbility (Journal)

    Asmussen, S. (Editor)
    1 Jan 201531 Dec 2015

    Activity: ResearchEditor of Research journal

  4. Applied Probability (Journal)

    Asmussen, S. (Editor)
    1 Jan 201531 Dec 2015

    Activity: ResearchEditor of Research journal

  5. PhD vejleder: for Patrick Laub, Julie Thøgersen

    Asmussen, S. (Participant)
    1 Jan 201531 Dec 2015

    Activity: Other

  6. Probability Theory and Stochastic Modelling (Journal)

    Asmussen, S. (Reviewer)
    1 Jan 201531 Dec 2015

    Activity: ResearchEditor of Research journal

  7. Vejleder for 2 projektarbejder i MatØk

    Asmussen, S. (Participant)
    1 Jan 201530 May 2015

    Activity: Other

  8. 2013
  9. Modeling and performance in bonus-malus systems

    Asmussen, S. (Invited speaker)
    13 Nov 2013

    Activity: Talk or presentationLecture and oral contribution

  10. Applied Probability Trust (Journal)

    Asmussen, S. (Editor)
    10 Oct 201311 Oct 2013

    Activity: ResearchEditor of Research journal

  11. Lévy processes with two-sided reflection

    Asmussen, S. (Invited speaker)
    29 Aug 201330 Aug 2013

    Activity: Talk or presentationLecture and oral contribution

  12. MSc dissertation defence

    Asmussen, S. (Advisor)
    22 Aug 2013

    Activity: Consultancy

  13. Recent results on the ruin time with heavy tails

    Asmussen, S. (Invited speaker)
    13 Aug 201316 Aug 2013

    Activity: Talk or presentationLecture and oral contribution

  14. Lévy processes with two-sided reflection

    Asmussen, S. (Invited speaker)
    15 Jul 201319 Jul 2013

    Activity: Talk or presentationLecture and oral contribution

  15. Recent results on the ruin time with heavy tails

    Asmussen, S. (Invited speaker)
    11 Jun 201314 Jun 2013

    Activity: Talk or presentationLecture and oral contribution

  16. Monte Carlo Simulation: Examples and Case Studies

    Asmussen, S. (Organizer)
    19 Mar 201320 Mar 2013

    Activity: Participating in or organising an eventOrganisation of or participation in conference

  17. Portfolio size as function of the premium modeling and optimization

    Asmussen, S. (Lecturer)
    7 Mar 2013

    Activity: Talk or presentationLecture and oral contribution

  18. queues and risk

    Asmussen, S. (Participant)
    4 Mar 20137 Mar 2013

    Activity: Participating in or organising an eventParticipation in workshop, seminar, course

  19. Portfolio size as function of the premium: modeling and optimization

    Asmussen, S. (Lecturer)
    10 Feb 201316 Feb 2013

    Activity: Talk or presentationLecture and oral contribution

  20. Portfolio size as function of the premium: modeling and optimization

    Asmussen, S. (Lecturer)
    8 Feb 2013

    Activity: Talk or presentationLecture and oral contribution

  21. Portfolio size as function of the premium: modeling and optimization

    Asmussen, S. (Lecturer)
    24 Jan 2013

    Activity: Talk or presentationLecture and oral contribution

  22. 2009
  23. 2010 EURO Gold Medal Committee (External organisation)

    Asmussen, S. (Member)
    19 Feb 2009 → …

    Activity: MembershipMembership in committee, council, board

  24. 2008
  25. Winter Simulation Conference

    Asmussen, S. (Participant)
    8 Dec 200810 Dec 2008

    Activity: Participating in or organising an eventOrganisation of or participation in conference

  26. Bisection ides in end-point conditioned Markov process simulation

    Asmussen, S. (Lecturer)
    26 Sep 2008

    Activity: Talk or presentationLecture and oral contribution

  27. Bisection ideas in end-point conditioned Markov process simulation

    Asmussen, S. (Invited speaker)
    24 Sep 200826 Sep 2008

    Activity: Talk or presentationLecture and oral contribution

  28. Computational Methods in Insurance Risk

    Asmussen, S. (Participant)
    10 Sep 200812 Sep 2008

    Activity: OtherOther (prizes, external teaching and other activities) - External teaching and subject coordination

  29. Limit theorems for failure probabilities in computing and data transmission

    Asmussen, S. (Lecturer)
    29 Aug 2008

    Activity: Talk or presentationLecture and oral contribution

  30. Limit theorems for failure recovery probabilities in checkpointing and parallel computing

    Asmussen, S. (Lecturer)
    28 Jun 2008

    Activity: Talk or presentationLecture and oral contribution

  31. Limit theorems for failure recovery probabilities in computing and data transmission

    Asmussen, S. (Lecturer)
    13 Jun 2008

    Activity: Talk or presentationLecture and oral contribution

  32. Importance sampling for failure probabilities in computing and data transmission

    Asmussen, S. (Lecturer)
    26 Apr 2008

    Activity: Talk or presentationLecture and oral contribution

  33. Failure recovery in computing and data transmission

    Asmussen, S. (Lecturer)
    27 Mar 2008

    Activity: Talk or presentationLecture and oral contribution

  34. EURANDOM Scientific Council (External organisation)

    Asmussen, S. (Member)
    15 Feb 2008 → …

    Activity: MembershipMembership in board of company or public organisation

  35. 2007
  36. Scientific Committee for 7th International Workshop on Rare Event Simulation (External organisation)

    Asmussen, S. (Member)
    1 Oct 20071 Sep 2008

    Activity: MembershipMembership in committee, council, board

  37. A probabilistic study of the RESTART scheme for failure recovery

    Asmussen, S. (Lecturer)
    25 Sep 2007

    Activity: Talk or presentationLecture and oral contribution

  38. Rare event simulation: an overview

    Asmussen, S. (Lecturer)
    31 Aug 2007

    Activity: Talk or presentationLecture and oral contribution

  39. Rare event simulation with heavy tails

    Asmussen, S. (Lecturer)
    18 Aug 2007

    Activity: Talk or presentationLecture and oral contribution

  40. Applied Probability Trust (External organisation)

    Asmussen, S. (Member)
    1 Aug 2007 → …

    Activity: MembershipMembership in committee, council, board

  41. Research Evaluation Panel, Uppsala University (External organisation)

    Asmussen, S. (Member)
    23 Jul 2007 → …

    Activity: MembershipMembership in committee, council, board

  42. RESTART: tail probabilities for a computer reliability problem

    Asmussen, S. (Lecturer)
    27 May 2007

    Activity: Talk or presentationLecture and oral contribution

  43. Rare event simulation for finite horizon ruin probabilities with heavy tails

    Asmussen, S. (Lecturer)
    2 May 2007

    Activity: Talk or presentationLecture and oral contribution

  44. RESTART: tail probabilities for a computer reliability problem

    Asmussen, S. (Lecturer)
    21 Mar 2007

    Activity: Talk or presentationLecture and oral contribution

  45. Loss rates for L'evy processes with two reflecting barriers: representation and asymptotics

    Asmussen, S. (Lecturer)
    15 Feb 2007

    Activity: Talk or presentationLecture and oral contribution

  46. Programkommitte for "Efficient Monte Carlo. From Variance Reduction to Combinatorial Optimization" (External organisation)

    Asmussen, S. (Member)
    1 Feb 200718 Jul 2008

    Activity: MembershipMembership in committee, council, board

  47. 2006
  48. Scientific Committee for 5th Conference on Actuarial Science and Finance Samos (External organisation)

    Asmussen, S. (Member)
    1 Oct 20061 Oct 2008

    Activity: MembershipMembership in committee, council, board

  49. Simulation in Insurance and Finance

    Asmussen, S. (Participant)
    18 Sep 200620 Sep 2006

    Activity: OtherOther (prizes, external teaching and other activities) - External teaching and subject coordination

  50. Bedømmelsesudvalg for Anders Tolver Jensens ph.d.- afhandling (External organisation)

    Asmussen, S. (Member)
    17 Feb 2006 → …

    Activity: MembershipMembership in review committee

  51. Program Kommite for "Stochastic Modeling of Complex Systems", Australia, July 2005 (External organisation)

    Asmussen, S. (Member)
    17 Feb 2006 → …

    Activity: MembershipMembership in committee, council, board

  52. Videnskabeligt råd for EURANDOM, Eindhoven (External organisation)

    Asmussen, S. (Member)
    17 Feb 2006 → …

    Activity: MembershipMembership in committee, council, board

  53. 2005
  54. Tail Asymptotics for Sums of Dependent Risks

    Asmussen, S. (Participant)
    6 Oct 20058 Oct 2005

    Activity: Participating in or organising an eventOrganisation of or participation in conference

  55. An Algorithm for Pricing Equity Default Swaps in Levy Models

    Asmussen, S. (Lecturer)
    5 Sep 2005

    Activity: Talk or presentationLecture and oral contribution

  56. Heavy-Tailed Sums with Applications to Finance

    Asmussen, S. (Lecturer)
    17 May 2005

    Activity: Talk or presentationLecture and oral contribution

  57. Rare Event Simulation with Heavy Tails

    Asmussen, S. (Lecturer)
    26 Feb 2005

    Activity: Talk or presentationLecture and oral contribution

  58. Recent Developments in Rare Event Simulation with Heavy Tails

    Asmussen, S. (Lecturer)
    5 Feb 2005

    Activity: Talk or presentationLecture and oral contribution

  59. Ophold ved Isaac Newton Institute, emne: Developments in Quantitative Finance

    Asmussen, S. (Participant)
    31 Jan 20054 Feb 2005

    Activity: OtherOther (prizes, external teaching and other activities) - Period visiting other institutions

  60. 2004
  61. Advances in Applied Probability (Journal)

    Asmussen, S. (Editor)
    1 Jan 2004 → …

    Activity: CommunicationEditor of Research journal

  62. Foundations and Trends in Stochastic Systems (Journal)

    Asmussen, S. (Editor)
    1 Jan 2004 → …

    Activity: CommunicationEditor of Research journal

  63. Journal of Applied Probability (Journal)

    Asmussen, S. (Editor)
    1 Jan 2004 → …

    Activity: CommunicationEditor of Research journal

  64. Queueing Systems (Journal)

    Asmussen, S. (Editor)
    1 Jan 2004 → …

    Activity: CommunicationEditor of Research journal