#### Filter Results:

- Full text PDF available (33)

#### Publication Year

1986

2017

- This year (2)
- Last 5 years (13)
- Last 10 years (24)

#### Publication Type

#### Co-author

#### Journals and Conferences

#### Key Phrases

Learn More

- Søren Asmussen, Peter W. Glynn, Hermann Thorisson
- ACM Trans. Model. Comput. Simul.
- 1992

Let <bold>X</bold> = {X(t)}<subscrpt>t ≥ 0</subscrpt> be a stochastic process with a stationary version <bold>X<supscrpt>*</supscrpt></bold>. It is investigated when it is possible to generate by simulation a version <bold>X˜</bold> of <bold>X</bold> with lower initial bias than <bold>X</bold> itself, in the sense that either… (More)

- THIELE CENTRE, Søren Asmussen, Hansjörg Albrecher
- 2005

Let X1,X2 denote positive exchangable heavy-tailed random variables with continuous marginal distribution function F . The asymptotic behavior of the tail of X1 + X2 is studied in a general copula framework and some bounds and extremal properties are provided. For more specific assumptions on F and the underlying dependence structure of X1 and X2, we survey… (More)

- Bruce George Link, Elmer L. Struening, Sheree Neese-Todd, Søren Asmussen, Jo C. Phelan
- Psychiatric services
- 2001

OBJECTIVE
The objective of this study was to determine whether stigma affects the self-esteem of persons who have serious mental illnesses or whether stigma has few, if any, effects on self-esteem.
METHODS
Self-esteem and two aspects of stigma, namely, perceptions of devaluation-discrimination and social withdrawal because of perceived rejection, were… (More)

- Søren Asmussen
- Math. Oper. Res.
- 1992

- Søren Asmussen, Pierre M. Fiorini, Lester Lipsky, Tomasz Rolski, Robert Sheahan
- Math. Oper. Res.
- 2008

Many processes must complete in the presence of failures. Different systems respond to task failure in different ways. The system may resume a failed task from the failure point (or a saved checkpoint shortly before the failure point), it may give up on the task and select a replacement task from the ready queue, or it may restart the task. The behavior of… (More)

- Robert Sheahan, Lester Lipsky, Pierre M. Fiorini, Søren Asmussen
- SIGMETRICS Performance Evaluation Review
- 2006

For many systems, failure is so common that the design choice of how to deal with it may have a significant impact on the performance of the system. There are many specific and distinct failure recovery schemes, but they can be grouped into three broad classes: <i>RESUME</i>, also referred to as preemptive resume (prs), or check-pointing; <i>REPLACE</i>,… (More)

We study distributions F on [0,.) such that for some T [., Fg (x, x+T] ’ 2F(x, x+T]. The case T=. corresponds to F being subexponential, and our analysis shows that the properties for T <. are, in fact, very similar to this classical case. A parallel theory is developed in the presence of densities. Applications are given to random walks, the key renewal… (More)

- David Perry, Søren Asmussen
- Queueing Syst.
- 1995

- Søren Asmussen, Jose H. Blanchet, Sandeep Juneja, Leonardo Rojas-Nandayapa
- Annals OR
- 2011

We consider the problem of efficient estimation of tail probabilities of sums of correlated lognormals via simulation. This problem is motivated by the tail analysis of portfolios of assets driven by correlated Black-Scholes models. We propose two estimators that can be rigorously shown to be efficient as the tail probability of interest decreases to zero.… (More)

- Søren Asmussen, Tomasz Rolski
- Math. Oper. Res.
- 1994