Søren Asmussen
Søren Asmussen (born September 29, 1946 ) is a Danish mathematician and university professor who specializes in probability theory.
Life
Asmussen received his candidate degree in mathematics in 1973 and in statistics in 1974 from the University of Copenhagen , where he received his doctorate in 1977 under Søren Glud Johansen on branching processes (licentiate). He was a lecturer at the University of Copenhagen from 1978, taught at Ålborg Universitetscenter from 1987 to 1995 , was Professor of Mathematical Statistics at Lund University from 1995 and has been Professor of Applied Probability Theory at Aarhus University since 2003 .
In 2010 he and Peter W. Glynn received the John von Neumann Theory Prize for outstanding contributions to applied probability theory and stochastic simulation . In 2011 he received the gold medal of the Sobolev Institute of the Siberian Department of the Russian Academy of Sciences.
He dealt with simulation, risk theory in insurance, financial mathematics, queuing theory .
He was visiting professor at Technion , University of California, Santa Barbara (1988), Chalmers University of Technology in Gothenburg and visiting scholar at Cornell University , Australian National University and Stanford University .
He is an honorary doctorate from Heriot-Watt University .
Fonts
- Applied probability and queues . Springer 1987, 2003.
- with H. Hering: Branching Processes . Birkhäuser 1983.
- Measure-theoretic foundations of probability theory in Polish spaces . Institute of Mathematical Statistics, University of Copenhagen, 2nd edition 1987.
- Ruin Probabilities . World Scientific 2001; 2nd edition with Hansjörg Albrecher 2010.
- with Peter W. Glynn: Stochastic simulation: algorithms and analysis . Springer Verlag 2007.
Individual evidence
- ↑ Søren Asmussen in the Mathematics Genealogy Project (English)
Web links
| personal data | |
|---|---|
| SURNAME | Asmussen, Søren |
| BRIEF DESCRIPTION | Danish mathematician |
| DATE OF BIRTH | September 29, 1946 |