Mogens Bladt

Mogens Bladt

Professor

ORCID: 0000-0003-4795-2773

Publication year:
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1 - 10 out of 21Page size: 10
  1. 2018

  2. Fitting phase-type scale mixtures to heavy-tailed data and distributions

    Bladt, Mogens & Rojas-Nandayapa, L., 2018, In: Extremes. 21, 2, p. 285-313

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. 2019
  4. Published

    Inhomogeneous phase-type distributions and heavy tails

    Albrecher, H. & Bladt, Mogens, 2019, In: Journal of Applied Probability. 56, 4, p. 1044-1064

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. Published

    Phase-type distributions in population genetics

    Hobolth, A., Siri-Jégousse, A. & Bladt, Mogens, 2019, In: Theoretical Population Biology. 127, p. 16-32 17 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  6. Published

    Parisian types of ruin probabilities for a class of dependent risk-reserve processes

    Bladt, Mogens, Nielsen, B. F. & Peralta, O., 2 Jan 2019, In: Scandinavian Actuarial Journal. 2019, 1, p. 32-61

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. 2020
  8. Published

    Matrix Mittag–Leffler distributions and modeling heavy-tailed risks

    Albrecher, H., Bladt, M. & Bladt, Mogens, 2020, In: Extremes. 23, 3, p. 425-450

    Research output: Contribution to journal › Journal article › Research › peer-review

  9. Published

    Matrix representations of life insurance payments

    Bladt, Mogens, Asmussen, S. & Steffensen, Mogens, 2020, In: European Actuarial Journal. 10, 1, p. 29-67

    Research output: Contribution to journal › Journal article › Research › peer-review

  10. Published

    Multivariate fractional phase–type distributions

    Albrecher, H., Bladt, M. & Bladt, Mogens, 2020, In: Fractional Calculus and Applied Analysis. 23, 5, p. 1431-1451

    Research output: Contribution to journal › Journal article › Research › peer-review

  11. 2021
  12. Published

    Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon

    Bladt, Mogens & Ivanovs, J., 2021, In: Stochastic Processes and Their Applications. 142, p. 105-123

    Research output: Contribution to journal › Journal article › Research › peer-review

  13. Published

    Multivariate matrix Mittag–Leffler distributions

    Albrecher, H., Bladt, M. & Bladt, Mogens, 2021, In: Annals of the Institute of Statistical Mathematics. 73, 2, p. 369 - 394

    Research output: Contribution to journal › Journal article › Research › peer-review

  14. Published

    Multivariate phase-type theory for the site frequency spectrum

    Hobolth, A., Bladt, Mogens & Andersen, L. N., 2021, In: Journal of Mathematical Biology. 83, 6-7, 63.

    Research output: Contribution to journal › Journal article › Research › peer-review

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