Mogens Bladt
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-4795-2773
1 - 5 out of 5Page size: 10
- 2022
- 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
- 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
Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models
Asmussen, S. & Bladt, Mogens, 2022, In: Quantitative Finance. 22, 4, p. 675-689Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Moments and polynomial expansions in discrete matrix-analytic models
Asmussen, S. & Bladt, Mogens, 2022, In: Stochastic Processes and Their Applications. 150, p. 1165-1188Research 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
ID: 141785158
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235
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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
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
155
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Phase-type distributions in population genetics
Research output: Contribution to journal › Journal article › Research › peer-review
Published