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.


Corrections_and_amendments

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.

Corrections_and_amendments
2008 Outstanding Simulation Publication Award

In N. America, order from www.springer-ny.com (price USD 59.95).
In Europe, order from www.springer.de (price EUR ?).


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

Contents
Corrections_and_amendments
In N. America, order from www.springer-ny.com (price USD 69.95).
In Europe, order from www.springer.de (price EUR 79.95).


Ruin Probabilities.
World Scientific 2000.

Contents
Corrections_and_amendments
Order_from_WSPC (price USD 88)


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