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- Søren Asmussen

Discipline name
D-index
D-index (Discipline H-index) only includes papers and citation values for an examined
discipline in contrast to General H-index which accounts for publications across all
disciplines.
Citations
Publications
World Ranking
National Ranking

Mathematics
D-index
51
Citations
14,326
141
World Ranking
536
National Ranking
4

2010 - INFORMS John von Neumann Theory Prize

- Statistics
- Mathematical analysis
- Random variable

The scientist’s investigation covers issues in Combinatorics, Random walk, Markov process, Markov additive process and Applied mathematics. Søren Asmussen interconnects Probability theory, Large deviations theory, Random variable, Distribution and Log-normal distribution in the investigation of issues within Combinatorics. His Random walk research is multidisciplinary, relying on both Discrete mathematics, Queueing theory and Lévy process.

His Markov process study combines topics in areas such as State, Exponential function, Markov chain and First-hitting-time model. He has researched Markov additive process in several fields, including Martingale, Markov renewal process, Mathematical optimization, Queue and Applied probability. His Applied probability research incorporates themes from Renewal theory and Theoretical computer science.

- Applied Probability And Queues (1433 citations)
- Applied Probability and Queues (1176 citations)
- Stochastic Simulation: Algorithms and Analysis (818 citations)

His primary areas of investigation include Applied mathematics, Combinatorics, Markov chain, Queue and Discrete mathematics. His studies deal with areas such as Poisson distribution, Statistics, First-hitting-time model and Mathematical optimization as well as Applied mathematics. Søren Asmussen has included themes like Random variable, Distribution, Type, Limit and Random walk in his Combinatorics study.

Søren Asmussen frequently studies issues relating to Markov process and Markov chain. His Markov process research focuses on Exponential function and how it connects with Lévy process. His Queue research incorporates elements of Distribution, Queueing theory and Stability.

- Applied mathematics (24.77%)
- Combinatorics (21.62%)
- Markov chain (15.77%)

- Life insurance (5.41%)
- Applied mathematics (24.77%)
- Combinatorics (21.62%)

Søren Asmussen spends much of his time researching Life insurance, Applied mathematics, Combinatorics, Queue and Actuarial science. His Applied mathematics study combines topics from a wide range of disciplines, such as Markov process, Series and Extreme value theory. Søren Asmussen combines subjects such as Laplace transform, Transition rate matrix and Orthogonal polynomials with his study of Markov process.

His Combinatorics research includes elements of Plot and Benchmark. In his study, which falls under the umbrella issue of Queue, Mathematical optimization, Branching process and Expected value is strongly linked to Stability. The study incorporates disciplines such as Random walk and Lévy process in addition to Infimum and supremum.

- Conditional Monte Carlo for sums, with applications to insurance and finance (11 citations)
- Tail asymptotics of light-tailed Weibull-like sums (9 citations)
- Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market (6 citations)

- Statistics
- Mathematical analysis
- Random variable

Søren Asmussen focuses on Life insurance, Discrete mathematics, Lévy process, Econometrics and Laplace transform. His research in Life insurance intersects with topics in Competition, Markov process, Differential game, Applied mathematics and Investment. Markov process and Jump diffusion are two areas of study in which he engages in interdisciplinary work.

The concepts of his Applied mathematics study are interwoven with issues in Matrix, Queueing theory and Transition rate matrix. His work deals with themes such as Factorization, Distribution, Infimum and supremum and Exponential function, which intersect with Lévy process. The various areas that Søren Asmussen examines in his Laplace transform study include Random variable, Rare event simulation, Weibull distribution, Statistical physics and Point.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Applied Probability and Queues

soren Asmussen.

**(2003)**

4806 Citations

Stochastic Simulation: Algorithms and Analysis

Søren Asmussen;Peter W. Glynn.

**(2008)**

1844 Citations

Controlled diffusion models for optimal dividend pay-out

Søren Asmussen;Michael Taksar.

Insurance Mathematics & Economics **(1997)**

511 Citations

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

Søren Asmussen;Florin Avram;Martijn R. Pistorius.

Stochastic Processes and their Applications **(2004)**

392 Citations

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

Søren Asmussen;Jan Rosiński.

Journal of Applied Probability **(2001)**

383 Citations

Risk theory in a Markovian environment

Søren Asmussen.

Scandinavian Actuarial Journal **(1989)**

325 Citations

Optimal risk control and dividend distribution policies: example of excess-of loss reinsurance for an insurance corporation

Søren Asmussen;Bjarne Højgaard;Michael Taksar.

Finance and Stochastics **(2000)**

323 Citations

Marked point processes as limits of Markovian arrival streams

Søren Asmussen;Ger Koole.

Journal of Applied Probability **(1993)**

285 Citations

Stationary distributions for fluid flow models with or without Brownian noise

Søren Asmussen.

Stochastic Models **(1995)**

243 Citations

Subexponential asymptotics for stochastic processes : extremal behavior, stationary distributions and first passage probabilities

Søren Asmussen.

Annals of Applied Probability **(1998)**

225 Citations

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