Mogens Bladt
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-4795-2773
1 - 3 out of 3Page size: 10
- 2023
- 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
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
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
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
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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