Mogens Bladt

Mogens Bladt

Professor

ORCID: 0000-0003-4795-2773

Publication year:
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1 - 21 out of 21Page size: 50
  1. 2024
  2. 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

  3. 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. 171-200

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

  4. 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

  5. 2023
  6. Published

    Aggregate Markov models in life insurance: Properties and valuation

    Ahmad, Jamaal, Bladt, Mogens & Furrer, Christian, 2023, In: Insurance: Mathematics and Economics. 113, p. 50-69

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

  7. Published

    Continuous scaled phase-type distributions

    Albrecher, H., Bladt, Martin Rainer, Bladt, Mogens & Yslas, J., 2023, In: Stochastic Models. 39, 2, p. 293-322

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

  8. Published

    Phase-type representations of stochastic interest rates with applications to life insurance

    Ahmad, Jamaal & Bladt, Mogens, 2023, In: European Actuarial Journal. 13, p. 571–606

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

  9. 2022
  10. 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

  11. 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. 44-77

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

  12. 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

  13. 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

  14. 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

  15. 2021
  16. 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

  17. 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

  18. 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

  19. 2020
  20. 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

  21. 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

  22. 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

  23. 2019
  24. 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

  25. 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

  26. 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

  27. 2018

  28. 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

ID: 141785158