Conference in Honour of Søren Asmussen - New Frontiers in Applied Probability

Søren AsmussenMonday 1 August - Friday 5 August 2011

Arrival day 31 July.

The programme starts Monday morning and ends Friday at noon.

Venue: Sandbjerg Estate, Sønderborg, Denmark

Group photo

Several photos from the conference, can be found on the Photos page.

Scope of the Conference

The conference honours one of the leading researchers in applied probability, Søren Asmussen, on the occasion of his 65th birthday. Professor Asmussen's research cuts across many of the major themes of modern applied probability, including queueing theory, insurance and financial mathematics, stochastic simulation, and stochastic control. His nearly 150 publications include major contributions to the theory of heavy tails, rare-event asymptotics and related simulation methods, matrix-geometric modelling, Markov processes, and regeneration. He has also written four major books: Branching Processes (co-authored with H. Hering), Applied Probability and Queues; Ruin Probabilities; and Stochastic Simulation: Algorithms and Analysis (co-authored with P. Glynn). Several of these books have become known as classics within their fields, because of both the clarity and rigor of Professor Asmussen's exposition, as well as the good taste reflected in the choice of topics. His outstanding research contributions have been recognized through the Marcel F. Neuts Applied Probability Prize (1999), and the INFORMS Outstanding Publication Prizes in Simulation in 2002 and 2008.

Søren Asmussen was born on September 29, 1946, and defended his PhD at the University of Copenhagen in 1974, followed by his receipt in 1982 of the Danish degree of Dr. scient. (equivalent to a Habilitation). Starting in 1974, he held positions as Research Fellow, Assistant Professor,  and Associate Professor at the University of Copenhagen, before moving in 1986 to Aalborg University, first as an Associate Professor and later as a recipient of a prestigious Research Professorship. In 1995, he became Professor of Mathematical Statistics at Lund University in Sweden, moving to his current position as Professor of Applied Probability at Aarhus University in Denmark in 2003. Professor Asmussen has been invited as a distinguished visitor to many major research centers of applied probability over the years, including Australian National University, Chalmers University, Columbia University, Cornell University, Stanford University, Technion, University of California at Santa Barbara, and University of Rome ("La Sapienza").

Søren Asmussen has also made major contributions to the applied probability community through his editorial service. He has served as Associate Editor of Bernoulli, Foundations and Trends in Stochastic SystemsQueueing Systems, and Stochastic Processes and their Applications. He is current Editor-in-Chief of the Journal of Applied Probability and Advances in Applied Probability, and was Editor-in-Chief of Annals of Applied Probability in 2000-02.

This conference in Professor Asmussen's honour will run August 1-5 of 2011. Thirtyfive major contributors to applied probability have agreed to participate in the conference. The talks will present the state of the art in applied probability and cover Søren Asmussen's wide-ranging scientific interests. A permanent record of the conference will be made available through a Festschrift for Søren Asmussen that will be edited by the Scientific Organizers of the meeting, based on the contributions of the speakers.