Asmussen Soren

Soren Asmussen

Information about the author Soren Asmussen will soon be added to the site.
Found 4 papers in total
Rejection rules in the M/G/1 queue
Rejection rules in the M/G/1 queue
1995
The authors consider a M/G/1 queue modified such that an arriving customer may be...
Risk theory in a periodic environment: The Cramér-Lundberg approximation and Lundberg's inequality
Risk theory in a periodic environment: The Cramér-Lundberg approximation and Lundberg's inequality
1994
A risk process with the claim arrival intensity , the claim size distribution a nd the...
On cycle maxima, first passage problems, and extreme value theory for queues
On cycle maxima, first passage problems, and extreme value theory for queues
1992
The distribution of the maximum of the virtual waiting time during a cycle C is...
Queueing simulation in heavy traffic
Queueing simulation in heavy traffic
1992
The heavy traffic behavior of a number of standard queueing simulation procedures like...
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