Mogens Bladt
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-4795-2773
Primary fields of research
Applied Probability with special regards to applications in insurance mathematics, finance and operations research.
Current research
Time-inhomogeneous phase-type distributions; matrix oriented approach to life insurance modelling; heavy tailed distributions; Matrix Mittag-Leffler distributions; Multivariate phase-type distributions; diffusion bridge simulation.
Teaching
Applied Probability and insurance mathematics. Numerical Analysis.
Fields of interest
Same as research areas.
ID: 141785158
Most downloads
-
205
downloads
Matrix representations of life insurance payments
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
153
downloads
Parisian types of ruin probabilities for a class of dependent risk-reserve processes
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
144
downloads
Phase-type distributions in population genetics
Research output: Contribution to journal › Journal article › Research › peer-review
Published