Asmussen, Søren; Ivanovs, Jevgenijs A factorization of a Lévy process over a phase-type horizon. (English) Zbl 1411.60068 Stoch. Models 34, No. 4, 397-408 (2018); correction ibid. 35, No. 4, 523 (2019). MSC: 60G51 60J27 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{J. Ivanovs}, Stoch. Models 34, No. 4, 397--408 (2018; Zbl 1411.60068) Full Text: DOI arXiv
Asmussen, Søren; Møller, Jakob R. Risk comparisons of premium rules: Optimality and a life insurance study. (English) Zbl 1024.62040 Insur. Math. Econ. 32, No. 3, 331-344 (2003). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{J. R. Møller}, Insur. Math. Econ. 32, No. 3, 331--344 (2003; Zbl 1024.62040) Full Text: DOI
Asmussen, Søren; Taksar, Michael Controlled diffusion models for optimal dividend pay-out. (English) Zbl 1065.91529 Insur. Math. Econ. 20, No. 1, 1-15 (1997). MSC: 91B30 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{M. Taksar}, Insur. Math. Econ. 20, No. 1, 1--15 (1997; Zbl 1065.91529) Full Text: DOI
Asmussen, Søren; Bladt, Mogens Phase-type distributions and risk processes with state-dependent premiums. (English) Zbl 0876.62089 Scand. Actuarial J. 1996, No. 1, 19-36 (1996). MSC: 62P05 91B30 62M99 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{M. Bladt}, Scand. Actuarial J. 1996, No. 1, 19--36 (1996; Zbl 0876.62089) Full Text: DOI
Asmussen, S.; Klüppelberg, C. Large deviations results for subexponential tails, with applications to insurance risk. (English) Zbl 0879.60020 Stochastic Processes Appl. 64, No. 1, 103-125 (1996). MSC: 60F10 60K10 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{C. Klüppelberg}, Stochastic Processes Appl. 64, No. 1, 103--125 (1996; Zbl 0879.60020) Full Text: DOI
Asmussen, Søren; Schmidt, Volker Ladder height distributions with marks. (English) Zbl 0829.60093 Stochastic Processes Appl. 58, No. 1, 105-119 (1995). MSC: 60K30 60G55 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{V. Schmidt}, Stochastic Processes Appl. 58, No. 1, 105--119 (1995; Zbl 0829.60093) Full Text: DOI
Asmussen, Søren; Rolski, Tomasz Computational methods in risk theory: a matrix-algorithmic approach. (English) Zbl 0748.62058 Insur. Math. Econ. 10, No. 4, 259-274 (1992). Reviewer: G.Lord (Princeton) MSC: 62P05 65C99 91B30 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{T. Rolski}, Insur. Math. Econ. 10, No. 4, 259--274 (1992; Zbl 0748.62058) Full Text: DOI