Concepedia

Søren Asmussen

SA

Statistics

Publications

105

Citations

9.5K

H-Index

49

Active since

1976

Affiliations

Aarhus University(Current)

Aalborg University

Lund University

Statistics Sweden

University of Copenhagen

Søren Asmussen is an author at Aarhus University specializing in probability theory, stochastic processes, and mathematics.

Publications per year

1976–2020

105

Publications

105

Applied Probability and Queues.

Upendra Dave, Søren Asmussen · Journal of the Operational Research Society · 1987 · 2.8K citations

Business, Computer Science, Probability Theory +11

Controlled diffusion models for optimal dividend pay-out

Søren Asmussen, Michael Taksar · Insurance Mathematics and Economics · 1997 · 414 citations

Business, Business Economics, Economics +11

Russian and American put options under exponential phase-type Lévy models

Søren Asmussen, Florin Avram, Martijn Pistorius · Stochastic Processes and their Applications · 2003 · 373 citations

Engineering, Economics, Finance +13

Approximations of small jumps of Lévy processes with a view towards simulation

Søren Asmussen, J. Rosiński · Journal of Applied Probability · 2001 · 289 citations

Engineering, Mathematics, Probability Theory +15

Marked point processes as limits of Markovian arrival streams

Søren Asmussen, Ger Koole · Journal of Applied Probability · 1993 · 238 citations

Engineering, Mathematics, Probability Theory +14

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