Mogens Bladt

Mogens Bladt

Professor


  1. 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 journalJournal articleResearchpeer-review

  2. 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 journalJournal articleResearchpeer-review

  3. 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 journalJournal articleResearchpeer-review

  4. Published

    Mortality modeling and regression with matrix distributions

    Albrecher, H., Bladt, Martin Rainer, Bladt, Mogens & Yslas, J., 2022, In: Insurance: Mathematics and Economics. 107, p. 68-87 20 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. 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 journalJournal articleResearchpeer-review

  6. 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 journalJournal articleResearchpeer-review

  7. 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 journalJournal articleResearchpeer-review

  8. 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 journalJournal articleResearchpeer-review

  9. 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 journalReviewResearchpeer-review

  10. 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 journalJournal articleResearchpeer-review

ID: 141785158