Martin Rainer Bladt
Associate Professor
Department of Mathematical Sciences
Universitetsparken 5, Building: 04-3-06, Matematik E
2100 København Ø
Member of:
- 2024
- 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. 171-200Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Expert Kaplan–Meier estimation
Bladt, Martin Rainer & Furrer, Christian, 2024, In: Scandinavian Actuarial Journal. 2024, 1, p. 1-27 27 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Informed censoring: The parametric combination of data and expert information
Albrecher, H. & Bladt, Martin Rainer, 2024, In: Journal of Statistical Planning and Inference. 233, 16 p., 106171.Research output: Contribution to journal › Journal article › Research › peer-review
- E-pub ahead of print
Strongly Convergent Homogeneous Approximations to Inhomogeneous Markov Jump Processes and Applications
Bladt, Martin Rainer & Peralta, O., 2024, (E-pub ahead of print) In: Mathematics of Operations Research.Research output: Contribution to journal › Journal article › Research › peer-review
- 2023
- Published
A Tractable Class of Multivariate Phase-Type Distributions for Loss Modeling
Bladt, Martin Rainer, 2023, In: North American Actuarial Journal. 27, 4, p. 710-730Research 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
Estimation of tail parameters with missing largest observations
Beirlant, J., Bladt, Martin Rainer, Maribe, G. & Verster, A., 2023, In: Electronic Journal of Statistics. 17, 2, p. 3728-3761Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Joint discrete and continuous matrix distribution modeling
Bladt, Martin Rainer & Gardner, C. B., 2023, In: Stochastic Models. 40, 1, p. 1-37 37 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On the characterization of exchangeable sequences through reverse-martingale empirical distributions
Bladt, Martin Rainer & Shaiderman, D., 2023, In: Electronic Communications in Probability. 28, p. 1-11 56.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Robust claim frequency modeling through phase-type mixture-of-experts regression
Bladt, Martin Rainer & Yslas, J., 2023, In: Insurance: Mathematics and Economics. 111, p. 1-22Research output: Contribution to journal › Journal article › Research › peer-review
ID: 154587721
Most downloads
-
28
downloads
Continuous scaled phase-type distributions
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
11
downloads
Robust claim frequency modeling through phase-type mixture-of-experts regression
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
11
downloads
Estimation of tail parameters with missing largest observations
Research output: Contribution to journal › Journal article › Research › peer-review
Published