Ruin Probabilities (2nd edition).
World Scientific 2010.

This second edition co-authored with Hansjoerg_Albrecher (University of Lausanne) appeared September 2010.
See further the announcement and order form on WSP.


Stochastic Simulation. Algorithms and Analysis.
Co-authored with Peter_W._Glynn, Stanford

The books gives a broad survey of Monte Carlo simulation
at intermediate to advanced level.
See further the Table_of_Contents
It was published July 20, 2007 by Springer-Verlag, New York.

The book has gradually developed from

Stochastic Simulation. With a View Towards Stochastic Processes.
Lecture Notes 2, MaPhySto, Aarhus, 1999

that I wrote for a Concentrated Advanced Course in Aarhus 1999.
All of these notes are covered by the book with Glynn,
so they are no longer available at the web.

2008 Outstanding Simulation Publication Award

In N. America, order from (price USD 59.95).
In Europe, order from (price EUR ?).

Applied Probability and Queues.
2nd ed. Springer May 2003 (1st ed. Wiley 1987)

In N. America, order from (price USD 69.95).
In Europe, order from (price EUR 79.95).

Ruin Probabilities.
World Scientific 2000.

Order_from_WSPC (price USD 88)

Branching Processes
Co-authored with H. Hering (retired).
Birkhäuser 1983.