Students supervised by Søren Asmussen



Ph.D. level


Lars Norvang Andersen (current)
Area: Asymptotics for Levy processess
lars@daimi.au.dk

Leonardo Rojas-Nandayapa (current)
Area: Sums of dependent random variables
leorojas@imf.au.dk


Sebastian Rasmus (graduated 2006)
Derivative Proces for Models Using Levy Processes and Markov Switching Electronic version
MSRA@danskebank.dk


Mats Pihlsgaard (graduated 2005)
Two-Barrier Problems in Applied Probability: Algorithms and Analysis Electronic version
Employed at Codan Insurance, Copenhagen.
mpi@Codan.dk


Mikael Signahl (graduated 2003)
Topics in Simulation and Stochastic Analysis Electronic version
Currently postdoc at Oslo University, Norway


Jakob Riishede Møller (graduated 2000)
On Matrix-Analytic Methods and Collective Risk in Life Insurance jrm@pc.dk


Zbigniew Michna (graduated 1998)
Ruin Probabilities and First passage Times for Self--Similar Processes
Employed at The Economical University, Wroclaw, Poland
michna@manager.ae.wroc.pl


Bjarne Højgaard (graduated 1997)
Stochastic Processes in Insurance
Employed at Department of Mathematics, Aalborg University, Denmark bjh@math.auc.dk
http://www.math.auc.dk/people/staff/bjh.htm


Mogens Bladt (graduated 1993)
Computational Methods in Applied Probability
Employed at IIMAS, Universidad Autonoma Mexico bladt@uxestad1.iimas.unam.mx
http://www.dpye.iimas.unam.mx



Master's level HR>

Jimmy Ohlsson (2002)
Computational methods for Levy-driven Russian options


Mats Pihlsgaard (2001)
Martingale methods for many-server queues


Bjarne Højgaard & Jakob Riishede Møller (1994)
Markov additive processes with queueing applications


Hanne Mandrup Nielsen (1993)
Ruin probabilities via local adjustment coefficient


Lotte Fløe Henriksen (1992)
Ruin probabilities in the presence of large claims and Markov-modulation


Niels Bach Petersen (1991)
Performance of a local area network


Søren Schock Petersen (1986)
Ruin probabilities expressed in terms of storage processes


Helle Holst (1985)
Continuity problems in many-server queues


Simon Holmgaard (1984)
The E(k)/G/1 queue