Sören Asmussen (Former)
1 – 5 of 15
- show: 5
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=" "
width=" "
height=" "
allowtransparency="true"
frameborder="0">
</iframe>
- 2007
-
Mark
Loss rates for Lévy processes with two reflecting barriers
(
- Contribution to journal › Article
- 2006
-
Mark
Matrix-exponential distributions
(
- Contribution to journal › Article
- 2004
-
Mark
Russian and American options under exponential phase-type Lévy models
(
- Contribution to journal › Article
- 2003
-
Mark
Risk comparisons of premium rules: optimality and a life insurance study
(
- Contribution to journal › Article
-
Mark
Asymptotics for sums of random variables with local subexponential behaviour
(
- Contribution to journal › Article