Mogens Bladt

Mogens Bladt

Professor


  1. 2024
  2. Published

    Estimating absorption time distributions of general Markov jump processes

    Ahmad, Jamaal, Bladt, Martin & Bladt, Mogens, 2024, In: Scandinavian Journal of Statistics. 51, 1, p. 171-200

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. 2023
  4. Published

    Aggregate Markov models in life insurance: Properties and valuation

    Ahmad, Jamaal, Bladt, Mogens & Furrer, Christian, 2023, In: Insurance: Mathematics and Economics. 113, p. 50-69

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. E-pub ahead of print

    Aggregate Markov models in life insurance: estimation via the EM algorithm

    Ahmad, Jamaal & Bladt, Mogens, 2023, (E-pub ahead of print) In: Scandinavian Actuarial Journal.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Continuous scaled phase-type distributions

    Albrecher, H., Bladt, Martin, Bladt, Mogens & Yslas, J., 2023, In: Stochastic Models. 39, 2, p. 293-322

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Phase-type representations of stochastic interest rates with applications to life insurance

    Ahmad, Jamaal & Bladt, Mogens, 2023, In: European Actuarial Journal. 13, p. 571–606

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. 2022
  9. 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 journalLetterResearchpeer-review

  10. 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. 44-77

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models

    Asmussen, S. & Bladt, Mogens, 2022, In: Quantitative Finance. 22, 4, p. 675-689

    Research output: Contribution to journalJournal articleResearchpeer-review

  12. Published

    Moments and polynomial expansions in discrete matrix-analytic models

    Asmussen, S. & Bladt, Mogens, 2022, In: Stochastic Processes and Their Applications. 150, p. 1165-1188

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. Published

    Mortality modeling and regression with matrix distributions

    Albrecher, H., Bladt, Martin, Bladt, Mogens & Yslas, J., 2022, In: Insurance: Mathematics and Economics. 107, p. 68-87 20 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

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