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2020 – today

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2022
[j29]
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Søren Asmussen, Mogens Bladt:
From PH/MAP to ME/RAP. Queueing Syst. Theory Appl. 100(3-4): 173-175 (2022)

2010 – 2019

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2018
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Søren Asmussen, Jevgenijs Ivanovs:
Discretization error for a two-sided reflected Lévy process. Queueing Syst. Theory Appl. 89(1-2): 199-212 (2018)
[j27]
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Philip A. Ernst, Søren Asmussen, John J. Hasenbein:
Stability and busy periods in a multiclass queue with state-dependent arrival rates. Queueing Syst. Theory Appl. 90(3-4): 207-224 (2018)
2017
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Søren Asmussen, Peter W. Glynn:
On preemptive-repeat LIFO queues. Queueing Syst. Theory Appl. 87(1-2): 1-22 (2017)
2014
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Søren Asmussen, Sergey Foss:
On Exceedance Times for Some Processes with Dependent Increments. J. Appl. Probab. 51(1): 136-151 (2014)
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Søren Asmussen, Bo Friis Nielsen:
Obituary: Marcel F. Neuts 1935-2014. J. Appl. Probab. 51(4): 895-897 (2014)
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Søren Asmussen, Peter Jagers, Ilya S. Molchanov, Chris Rogers:
Editor's preface. J. Appl. Probab. 51(A) (2014)
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Søren Asmussen, Lester Lipsky, Stephen Thompson:
Checkpointing in Failure Recovery in Computing and Data Transmission. ASMTA 2014: 253-272
2013
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Mohammad Saffari, Søren Asmussen, Rasoul Haji:
The M/M/1 queue with inventory, lost sale, and general lead times. Queueing Syst. Theory Appl. 75(1): 65-77 (2013)
2012
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Søren Asmussen, Dominik Kortschak:
On error rates in rare event simulation with heavy tails. WSC 2012: 38:1-38:11
2011
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Søren Asmussen, Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa:
Efficient simulation of tail probabilities of sums of correlated lognormals. Ann. Oper. Res. 189(1): 5-23 (2011)
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Søren Asmussen, Tobias Rydén:
A Note on Skewness in Regenerative Simulation. Commun. Stat. Simul. Comput. 40(1): 45-57 (2011)

2000 – 2009

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2009
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Søren Asmussen, Onno J. Boxma:
Editorial introduction. Queueing Syst. Theory Appl. 63(1-4): 1-2 (2009)
2008
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Søren Asmussen, Pierre M. Fiorini, Lester Lipsky, Tomasz Rolski, Robert Sheahan:
Asymptotic Behavior of Total Times for Jobs That Must Start Over if a Failure Occurs. Math. Oper. Res. 33(4): 932-944 (2008)
2007
[b3]
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Søren Asmussen, Peter W. Glynn:
Stochastic simulation - algorithms and analysis. Stochastic modeling and applied probability 57, Springer 2007, ISBN 978-0-387-30679-7, pp. I-XIV, 1-476
[j17]
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Søren Asmussen, Mats Pihlsgård:
Loss Rates for Lévy Processes with Two Reflecting Barriers. Math. Oper. Res. 32(2): 308-321 (2007)
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Leonardo Rojas-Nandayapa, Søren Asmussen:
Efficient simulation of finite horizon problems in queueing and insurance risk. Queueing Syst. Theory Appl. 57(2-3): 85-97 (2007)
2006
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Robert Sheahan, Lester Lipsky, Pierre M. Fiorini, Søren Asmussen:
On the completion time distribution for tasks that must restart from the beginning if a failure occurs. SIGMETRICS Perform. Evaluation Rev. 34(3): 24-26 (2006)
2004
[j14]
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Søren Asmussen, Mats Pihlsgård:
Transient Properties of Many-Server Queues and Related QBDs. Queueing Syst. Theory Appl. 46(3-4): 249-270 (2004)
[c1]
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Sebastian Rasmus, Søren Asmussen, Magnus Wiktorsson:
Pricing of Some Exotic Options with NIG-Lévy Input. International Conference on Computational Science 2004: 795-802
2003
[b2]
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Søren Asmussen:
Applied probability and queues, Second Edition. Applications of mathematics 51, Springer 2003, ISBN 978-0-387-00211-8, pp. I-XII, 1-438
2002
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Søren Asmussen, Colm Art O'Cinneide:
On the Tail of the Waiting Time in a Markov-Modulated M/G/1 Queue. Oper. Res. 50(3): 559-565 (2002)
[j12]
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Søren Asmussen, Manfred R. Jobmann, Hans-Peter Schwefel:
Exact Buffer Overflow Calculations for Queues via Martingales. Queueing Syst. Theory Appl. 42(1): 63-90 (2002)
2001
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Søren Asmussen:
Ruin probabilities. Advanced series on statistical science and applied probability 2, World Scientific 2001, ISBN 978-981-02-2293-2, pp. I-XI, 1-385
[j11]
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Søren Asmussen, Jakob R. Møller:
Calculation of the Steady State Waiting Time Distribution in GI/PH/c and MAP/PH/c Queues. Queueing Syst. Theory Appl. 37(1/3): 9-29 (2001)
2000
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Søren Asmussen, Bjarne Højgaard, Michael Taksar:
Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation. Finance Stochastics 4(3): 299-324 (2000)

1990 – 1999

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1999
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Søren Asmussen, Jakob R. Møller:
Tail Asymptotics for M/G/1 Type Queueing Processes with Subexponential Increments. Queueing Syst. Theory Appl. 33(1-3): 153-176 (1999)
1998
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Søren Asmussen, David Perry:
An Operational Calculus for Matrix-Exponential Distributions, with Applications to a Brownian (q, Q) Inventory Model. Math. Oper. Res. 23(1): 166-176 (1998)
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Søren Asmussen:
A Probabilistic Look at the Wiener-Hopf Equation. SIAM Rev. 40(2): 189-201 (1998)
1995
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David Perry, Søren Asmussen:
Rejection rules in theM/G/1 queue. Queueing Syst. Theory Appl. 19(1-2): 105-130 (1995)
1994
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Søren Asmussen, Tomasz Rolski:
Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality. Math. Oper. Res. 19(2): 410-433 (1994)
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Søren Asmussen, Mogens Bladt:
Poisson's equation for queues driven by a Markovian marked point process. Queueing Syst. Theory Appl. 17(1-2): 235-274 (1994)
1992
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Søren Asmussen:
Queueing Simulation in Heavy Traffic. Math. Oper. Res. 17(1): 84-111 (1992)
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Søren Asmussen, Peter W. Glynn, Hermann Thorisson:
Stationarity Detection in the Initial Transient Problem. ACM Trans. Model. Comput. Simul. 2(2): 130-157 (1992)

1980 – 1989

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1986
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Søren Asmussen, Helle Johansen:
Über eine Stetigkeitsfrage betreffend das Bedienungssystem GI/GI/s. J. Inf. Process. Cybern. 22(10/11): 565-570 (1986)

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