Mogens Bladt
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-4795-2773
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Phase-type representations of stochastic interest rates with applications to life insurance
Ahmad, Jamaal & Bladt, Mogens, 2023, In: European Actuarial Journal. 13, p. 571–606Research output: Contribution to journal › Journal article › Research › peer-review
ID: 141785158
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Matrix representations of life insurance payments
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Parisian types of ruin probabilities for a class of dependent risk-reserve processes
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Phase-type distributions in population genetics
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