Über eine Stetigkeitsfrage betreffend das Bedienungssystem GI/GI/s. - Søren Asmussen; Helle Johansen (J. Inf. Process. Cybern., 1986)

Queueing Simulation in Heavy Traffic. - Søren Asmussen (Math. Oper. Res., 1992)

Stationarity Detection in the Initial Transient Problem. - Søren Asmussen; Peter W. Glynn; Hermann Thorisson (ACM Trans. Model. Comput. Simul., 1992)

Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality. - Søren Asmussen; Tomasz Rolski (Math. Oper. Res., 1994)

Poisson's equation for queues driven by a Markovian marked point process. - Søren Asmussen; Mogens Bladt (Queueing Syst. Theory Appl., 1994)

Rejection rules in theM/G/1 queue. - David Perry; Søren Asmussen (Queueing Syst. Theory Appl., 1995)

An Operational Calculus for Matrix-Exponential Distributions, with Applications to a Brownian (q, Q) Inventory Model. - Søren Asmussen; David Perry (Math. Oper. Res., 1998)

A Probabilistic Look at the Wiener-Hopf Equation. - Søren Asmussen (SIAM Rev., 1998)

Tail Asymptotics for M/G/1 Type Queueing Processes with Subexponential Increments. - Søren Asmussen; Jakob R. Møller (Queueing Syst. Theory Appl., 1999)

Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation. - Søren Asmussen; Bjarne Højgaard; Michael Taksar (Finance Stochastics, 2000)

Ruin probabilities. - Søren Asmussen (World Scientific, 2001)

Calculation of the Steady State Waiting Time Distribution in GI/PH/c and MAP/PH/c Queues. - Søren Asmussen; Jakob R. Møller (Queueing Syst. Theory Appl., 2001)

On the Tail of the Waiting Time in a Markov-Modulated M/G/1 Queue. - Søren Asmussen; Colm Art O'Cinneide (Oper. Res., 2002)

Exact Buffer Overflow Calculations for Queues via Martingales. - Søren Asmussen; Manfred R. Jobmann; Hans-Peter Schwefel (Queueing Syst. Theory Appl., 2002)

Applied probability and queues, Second Edition. - Søren Asmussen (Springer, 2003)

Pricing of Some Exotic Options with NIG-Lévy Input. - Sebastian Rasmus; Søren Asmussen; Magnus Wiktorsson (International Conference on Computational Science, 2004)

Transient Properties of Many-Server Queues and Related QBDs. - Søren Asmussen; Mats Pihlsgård (Queueing Syst. Theory Appl., 2004)

On the completion time distribution for tasks that must restart from the beginning if a failure occurs. - Robert Sheahan; Lester Lipsky; Pierre M. Fiorini; Søren Asmussen (SIGMETRICS Perform. Evaluation Rev., 2006)

Stochastic simulation - algorithms and analysis. - Søren Asmussen; Peter W. Glynn (Springer, 2007)

Loss Rates for Lévy Processes with Two Reflecting Barriers. - Søren Asmussen; Mats Pihlsgård (Math. Oper. Res., 2007)

Efficient simulation of finite horizon problems in queueing and insurance risk. - Leonardo Rojas-Nandayapa; Søren Asmussen (Queueing Syst. Theory Appl., 2007)

Asymptotic Behavior of Total Times for Jobs That Must Start Over if a Failure Occurs. - Søren Asmussen; Pierre M. Fiorini; Lester Lipsky; Tomasz Rolski; Robert Sheahan (Math. Oper. Res., 2008)

Editorial introduction. - Søren Asmussen; Onno J. Boxma (Queueing Syst. Theory Appl., 2009)

Efficient simulation of tail probabilities of sums of correlated lognormals. - Søren Asmussen; Jose H. Blanchet; Sandeep Juneja 001; Leonardo Rojas-Nandayapa (Ann. Oper. Res., 2011)

A Note on Skewness in Regenerative Simulation. - Søren Asmussen; Tobias Rydén (Commun. Stat. Simul. Comput., 2011)

On error rates in rare event simulation with heavy tails. - Søren Asmussen; Dominik Kortschak (WSC, 2012)

The M/M/1 queue with inventory, lost sale, and general lead times. - Mohammad Saffari; Søren Asmussen; Rasoul Haji (Queueing Syst. Theory Appl., 2013)

Checkpointing in Failure Recovery in Computing and Data Transmission. - Søren Asmussen; Lester Lipsky; Stephen Thompson (ASMTA, 2014)

On Exceedance Times for Some Processes with Dependent Increments. - Søren Asmussen; Sergey Foss (J. Appl. Probab., 2014)

Editor's preface. - Søren Asmussen; Peter Jagers; Ilya S. Molchanov; Chris Rogers (J. Appl. Probab., 2014)

Obituary: Marcel F. Neuts 1935-2014. - Søren Asmussen; Bo Friis Nielsen (J. Appl. Probab., 2014)

On preemptive-repeat LIFO queues. - Søren Asmussen; Peter W. Glynn (Queueing Syst. Theory Appl., 2017)

Discretization error for a two-sided reflected Lévy process. - Søren Asmussen; Jevgenijs Ivanovs (Queueing Syst. Theory Appl., 2018)

Stability and busy periods in a multiclass queue with state-dependent arrival rates. - Philip A. Ernst; Søren Asmussen; John J. Hasenbein (Queueing Syst. Theory Appl., 2018)

From PH/MAP to ME/RAP. - Søren Asmussen; Mogens Bladt (Queueing Syst. Theory Appl., 2022)