Martin Rainer Bladt
Associate Professor
Department of Mathematical Sciences
Universitetsparken 5, Building: 04-3-06, Matematik E
2100 København Ø
Member of:
1 - 6 out of 6Page size: 10
- 2023
- Published
A Tractable Class of Multivariate Phase-Type Distributions for Loss Modeling
Bladt, Martin Rainer, 2023, In: North American Actuarial Journal. 27, 4, p. 710-730Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Continuous scaled phase-type distributions
Albrecher, H., Bladt, Martin Rainer, Bladt, Mogens & Yslas, J., 2023, In: Stochastic Models. 39, 2, p. 293-322Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Estimation of tail parameters with missing largest observations
Beirlant, J., Bladt, Martin Rainer, Maribe, G. & Verster, A., 2023, In: Electronic Journal of Statistics. 17, 2, p. 3728-3761Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Joint discrete and continuous matrix distribution modeling
Bladt, Martin Rainer & Gardner, C. B., 2023, In: Stochastic Models. 40, 1, p. 1-37 37 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On the characterization of exchangeable sequences through reverse-martingale empirical distributions
Bladt, Martin Rainer & Shaiderman, D., 2023, In: Electronic Communications in Probability. 28, p. 1-11 56.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Robust claim frequency modeling through phase-type mixture-of-experts regression
Bladt, Martin Rainer & Yslas, J., 2023, In: Insurance: Mathematics and Economics. 111, p. 1-22Research output: Contribution to journal › Journal article › Research › peer-review
ID: 154587721
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Continuous scaled phase-type distributions
Research output: Contribution to journal › Journal article › Research › peer-review
Published