Mogens Bladt
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-4795-2773
1 - 3 out of 3Page size: 10
- 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
ID: 141785158
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Matrix representations of life insurance payments
Research output: Contribution to journal › Journal article › Research › peer-review
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164
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Parisian types of ruin probabilities for a class of dependent risk-reserve processes
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155
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Phase-type distributions in population genetics
Research output: Contribution to journal › Journal article › Research › peer-review
Published