Research output per year
Research output per year
Personal profile
Keywords
- Dynamical systems
- Operational analysis
- Statistics
Fingerprint
Dive into the research topics where Søren Asmussen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Erlangization/Canadization of Phase-Type Jump Diffusions, with Applications to Barrier Options
Asmussen, S., Dec 2024, In: Journal of the Indian Society for Probability and Statistics. 25, 2, p. 575-596 22 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open Access -
Refined behaviour of a conditioned random walk in the large deviations regime
Asmussen, S. & Glynn, P. W., Feb 2024, In: Bernoulli. 30, 1, p. 371-387 17 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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From PH/MAP to ME/RAP
Asmussen, S. & Bladt, M., Apr 2022, In: Queueing Systems. 100, 3-4, p. 173-175Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Letter › peer-review
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Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models
Asmussen, S. & Bladt, M., Apr 2022, In: Quantitative Finance. 22, 4, p. 675-689 15 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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Moments and polynomial expansions in discrete matrix-analytic models
Asmussen, S. & Bladt, M., Aug 2022, In: Stochastic Processes and Their Applications. 150, p. 1165-1188 24 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Activities
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Specialevejleder
Asmussen, S. (Participant)
1 Sept 2015 → 31 Dec 2015Activity: Presentations, memberships, ownership and other activities › Other
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PhD vejleder: for Patrick Laub, Julie Thøgersen
Asmussen, S. (Participant)
1 Jan 2015 → 31 Dec 2015Activity: Presentations, memberships, ownership and other activities › Other
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Advances in Applied Probbility (Journal)
Asmussen, S. (Editor)
1 Jan 2015 → 31 Dec 2015Activity: Publication peer-review and editorial work types › Editor of Research journal › Research
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Applied Probability (Journal)
Asmussen, S. (Editor)
1 Jan 2015 → 31 Dec 2015Activity: Publication peer-review and editorial work types › Editor of Research journal › Research
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Vejleder for 2 projektarbejder i MatØk
Asmussen, S. (Participant)
1 Jan 2015 → 30 May 2015Activity: Presentations, memberships, ownership and other activities › Other
Prizes
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2008 INFORMS Simulation Society Outstanding Publication Award
Asmussen, S. (Recipient), 12 Dec 2008
Prize: Prizes, scholarships, distinctions
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Conferral of honorary degree as Doctor of Science
Asmussen, S. (Recipient), 14 Nov 2013
Prize: Prizes, scholarships, distinctions