Mogens Bladt

Mogens Bladt

Professor

ORCID: 0000-0003-4795-2773

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  1. Published

    Phase-type distributions in mathematical population genetics: An emerging framework

    Hobolth, A., Rivas-González, I., Bladt, Mogens & Futschik, A., 2024, In: Theoretical Population Biology. 157, p. 14-32

    Research output: Contribution to journal › Review › Research › peer-review

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. Published

    Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models

    Asmussen, S. & Bladt, Mogens, 2022, In: Quantitative Finance. 22, 4, p. 675-689

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

  9. Published

    From PH/MAP to ME/RAP

    Asmussen, S. & Bladt, Mogens, Apr 2022, In: Queueing Systems. 100, 3-4, p. 173-175 3 p.

    Research output: Contribution to journal › Letter › Research › peer-review

  10. Published

    Moments and polynomial expansions in discrete matrix-analytic models

    Asmussen, S. & Bladt, Mogens, 2022, In: Stochastic Processes and Their Applications. 150, p. 1165-1188

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

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