World's Best Scientists 2026 revealed!
Søren Asmussen

Søren Asmussen

D-Index & Metrics

Mathematics

D-Index
56
Citations
16802
World Ranking
724
National Ranking
5

Søren Asmussen publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Søren Asmussen sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 82 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 226 publications — 71st percentile

71% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Søren Asmussen D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Søren Asmussen sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 137 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 56 D-Index — 80th percentile

80% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Research.com Recognitions

  • 2010 - INFORMS John von Neumann Theory Prize

Overview

Søren Asmussen is affiliated with Aarhus University in Denmark. Their research primarily focuses on areas intersecting economics, econometrics, finance, and decision sciences, with notable contributions in social sciences as well. Their work spans various subfields including management science and operations research, finance, demography, economics and econometrics, and mathematical physics.

The main topics addressed by Søren Asmussen cover:

  • Probability and Risk Models
  • Insurance, Mortality, Demography, Risk Management
  • Stochastic processes and financial applications
  • Insurance and Financial Risk Management
  • Financial Risk and Volatility Modeling
  • Stochastic processes and statistical mechanics
  • Advanced Queuing Theory Analysis

Søren Asmussen has published research in several academic venues, including:

  • Queueing Systems
  • SSRN Electronic Journal
  • European Actuarial Journal
  • Quantitative Finance
  • Scandinavian Actuarial Journal

Recent scientific papers include:

  • "Matrix representations of life insurance payments," 2020, European Actuarial Journal
  • "Gram-Charlier methods, regime-switching and stochastic volatility in exponential Lévy models," 2021, Quantitative Finance
  • "On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance," 2022, Finance and Stochastics
  • "On the risk of credibility premium rules," 2021, Scandinavian Actuarial Journal
  • "Erlangization/Canadization of Phase-Type Jump Diffusions, with Applications to Barrier Options," 2024, Journal of the Indian Society for Probability and Statistics

The scientist has collaborated frequently with several co-authors, including:

  • Mogens Steffensen
  • Mogens Bladt
  • Corina Constantinescu
  • Julie Thøgersen
  • Peter W. Glynn

Søren Asmussen has also contributed to academic literature with book publications. Notably, one book titled Risk and Insurance was published in 2020 by Springer Nature.

Among awards, Søren Asmussen received the INFORMS John von Neumann Theory Prize in 2010.

Best Publications

  • Applied Probability And Queues

    soren Asmussen

  • Stochastic Simulation: Algorithms and Analysis

    Søren Asmussen;Peter W. Glynn

  • Controlled diffusion models for optimal dividend pay-out

    Søren Asmussen;Michael Taksar

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

    Søren Asmussen;Jan Rosiński

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

    Søren Asmussen;Florin Avram;Martijn R. Pistorius

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

    Søren Asmussen;Bjarne Højgaard;Michael Taksar

  • Risk theory in a Markovian environment

    Søren Asmussen

  • Marked point processes as limits of Markovian arrival streams

    Søren Asmussen;Ger Koole

  • Stationary distributions for fluid flow models with or without Brownian noise

    Søren Asmussen

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

    Søren Asmussen

  • Rare events simulation for heavy-tailed distributions

    Søren Asmussen;Klemens Binswanger;Bjarne Højgaard

  • Collapsibility and response variables in contingency tables

    Søren Asmussen;David Edwards

  • Discretization Error in Simulation of One-Dimensional Reflecting Brownian Motion

    Soren Asmussen;Peter Glynn;Jim Pitman

  • Improved algorithms for rare event simulation with heavy tails

    Søren Asmussen;Dirk P. Kroese

  • Stationarity detection in the initial transient problem

    Søren Asmussen;Peter W. Glynn;Hermann Thorisson

  • Asymptotics for sums of random variables with local subexponential behaviour

    Søren Asmussen;Serguei Foss;Dmitry Korshunov

  • Large deviations results for subexponential tails, with applications to insurance risk

    Søren Asmussen;Claudia Klüppelberg

  • ERLANGIAN APPROXIMATIONS FOR FINITE-HORIZON RUIN PROBABILITIES

    Soren Asmussen;Florin Avram;Miguel Usabel

  • Simulation of Ruin Probabilities for Subexponential Claims

    S. Asmussen;K. Binswanger

  • Sampling at subexponential times, with queueing applications

    Søren Asmussen;Claudia Klüppelberg;Karl Sigman

Frequent Co-Authors

Peter W. Glynn
Peter W. Glynn Stanford University
Hansjörg Albrecher
Hansjörg Albrecher University of Lausanne
Claudia Klüppelberg
Claudia Klüppelberg Technical University of Munich
Reuven Y. Rubinstein
Reuven Y. Rubinstein Technion – Israel Institute of Technology
Volker Schmidt
Volker Schmidt University of Ulm
Dirk P. Kroese
Dirk P. Kroese University of Queensland
Johan Segers
Johan Segers Université Catholique de Louvain
Jim Pitman
Jim Pitman University of California, Berkeley
Ger Koole
Ger Koole Vrije Universiteit Amsterdam
Benjamin Melamed
Benjamin Melamed Rutgers, The State University of New Jersey

If you think any of the details on this page are incorrect, let us know.

Report an issue

We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:

Related Online Degrees & Career Pathways

For students interested in studying Mathematics in the USA, exploring related online degrees can open up diverse career opportunities. Fields like business, finance, and marketing increasingly value strong analytical and quantitative skills. Pursuing a 1 year dba program online offers a fast track to advanced leadership roles in analytics-driven organizations, blending mathematical expertise with strategic decision-making.

Those looking to apply quantitative methods in financial markets can consider affordable options like masters in finance online programs. These degrees provide the financial acumen needed to complement mathematical modeling skills, facilitating careers in investment banking, risk management, and financial consulting.

Additionally, enrolling in accelerated online mba programs enables math graduates to quickly gain business leadership competencies. Such programs emphasize strategic thinking and management, empowering graduates to transition into executive roles across industries.

For students drawn to marketing analytics and digital strategy, a ms in digital marketing degree cost usa is a practical consideration. This degree combines creativity with data analysis and can lead to rewarding careers focused on consumer behavior and online growth.

Best Scientists Citing Søren Asmussen

Trending Scientists

Recently Published Articles