Mogens Bladt
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- E-pub ahead of print
Aggregate Markov models in life insurance: estimation via the EM algorithm
Ahmad, Jamaal & Bladt, Mogens, 2024, (E-pub ahead of print) In: Scandinavian Actuarial Journal. 28 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
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
- Published
Estimating absorption time distributions of general Markov jump processes
Ahmad, Jamaal, Bladt, Martin Rainer & Bladt, Mogens, 2024, In: Scandinavian Journal of Statistics. 51, 1, p. 171-200Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Aggregate Markov models in life insurance: Properties and valuation
Ahmad, Jamaal, Bladt, Mogens & Furrer, Christian, 2023, In: Insurance: Mathematics and Economics. 113, p. 50-69Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Inhomogeneous phase-type distributions and heavy tails
Albrecher, H. & Bladt, Mogens, 2019, In: Journal of Applied Probability. 56, 4, p. 1044-1064Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Fitting inhomogeneous phase-type distributions to data: the univariate and the multivariate case
Albrecher, H., Bladt, Mogens & Yslas, J., 2022, In: Scandinavian Journal of Statistics. 49, 1, p. 44-77Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Multivariate fractional phase–type distributions
Albrecher, H., Bladt, M. & Bladt, Mogens, 2020, In: Fractional Calculus and Applied Analysis. 23, 5, p. 1431-1451Research 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
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 journal › Journal article › Research › peer-review
- Published
Matrix Mittag–Leffler distributions and modeling heavy-tailed risks
Albrecher, H., Bladt, M. & Bladt, Mogens, 2020, In: Extremes. 23, 3, p. 425-450Research 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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