Ongoing Projects

  • S. Asmussen & P. W. Glynn: Refined conditioned limit theorems for random walks in the large deviations regime.
  • S. Asmussen, P.W. Glynn & J. Goodman: Stability and expected values is preemptive-repeat models.
  • S. Asmussen, B.J. Christensen & J. Thøgersen: Stochastic control problems in insurance.
  • S. Asmussen & J. Lehtomaa: Distinguishing log-concavity from heavy tails.
  • S. Asmussen: Conditioned Monte Carlo for sums, with applications to insurance and finance.
  • S. Asmussen & J. Ivanovs: Maxima of weighted independent random variables, with applications to inhomogoneous Poisson gaps.