On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance von Asmussen, Søren

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Erlangization/Canadization of Phase-Type Jump Diffusions, with Applications to Barrier Options von Asmussen, Søren

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Refined behaviour of a conditioned random walk in the large deviations regime von Asmussen, Søren, Glynn, Peter W.

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Moments and polynomial expansions in discrete matrix-analytic models von Asmussen, Søren, Bladt, Mogens

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Conditional Monte Carlo for sums, with applications to insurance and finance von Asmussen, Søren

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Gram-Charlier methods, regime-switching and stochastic volatility in exponential Lévy models von Asmussen, Søren, Bladt, Mogens

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On the Laplace Transform of the Lognormal Distribution von Asmussen, Søren, Jensen, Jens Ledet, Rojas-Nandayapa, Leonardo

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From PH/MAP to ME/RAP von Asmussen, Søren, Bladt, Mogens

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Regular variation in a fixed-point problem for single- and multi-class branching processes and queues von Asmussen, Søren, Foss, Sergey

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The M/M/1 queue with inventory, lost sale, and general lead times von Saffari, Mohammad, Asmussen, Søren, Haji, Rasoul

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Organisationsforschung in Kindertagesstatten: Studie zu den Wirkungen der Balanced Scorecard auf organisationskulturelle Variablen von Asmussen, Soren

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A factorization of a Lévy process over a phase-type horizon von Asmussen, Søren, Ivanovs, Jevgenijs

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Lévy Processes, Phase-Type Distributions, and Martingales von Asmussen, Søren

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Matrix representations of life insurance payments von Bladt, Mogens, Asmussen, Søren, Steffensen, Mogens

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Asymptotics of sums of lognormal random variables with Gaussian copula von Asmussen, Søren, Rojas-Nandayapa, Leonardo

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On the risk of credibility premium rules von Asmussen, Søren, Constantinescu, Corina, Thøgersen, Julie

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Exponential Family Techniques for the Lognormal Left Tail von Asmussen, Søren, Jensen, Jens Ledet, Rojas-Nandayapa, Leonardo

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Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market von Asmussen, Søren, Christensen, Bent Jesper, Thøgersen, Julie

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Distinguishing log-concavity from heavy tails von Asmussen, Søren, Lehtomaa, Jaakko

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Development and inter-rater reliability of a simple prehospital mobility score for use in emergency patients von Asmussen, Søren Westh, Holme, Jacob Metze, Joensen, Kurt, Ibsen, Stine, Bøggild, Henrik, Christensen, Erika Frischknecht, Lindskou, Tim Alex

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