Mogens Bladt
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 2022
- 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
- 2021
- 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. 105-123Research output: Contribution to journal › Journal article › Research › peer-review
- 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 - 394Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- 2020
- 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
- Published
Matrix representations of life insurance payments
Bladt, Mogens, Asmussen, S. & Steffensen, Mogens, 2020, In: European Actuarial Journal. 10, 1, p. 29-67Research 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
- 2019
- 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. 32-61Research 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
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
ID: 141785158
Most downloads
-
235
downloads
Matrix representations of life insurance payments
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
164
downloads
Parisian types of ruin probabilities for a class of dependent risk-reserve processes
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
155
downloads
Phase-type distributions in population genetics
Research output: Contribution to journal › Journal article › Research › peer-review
Published