Mogens Bladt
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 2024
- Published
Aggregate Markov models in life insurance: estimation via the EM algorithm
Ahmad, Jamaal & Bladt, Mogens, 2024, In: Scandinavian Actuarial Journal. 2024, 6, p. 533-560Research output: Contribution to journal › Journal article › Research › peer-review
- 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
Phase-type distributions in mathematical population genetics: An emerging framework
Hobolth, A., Rivas-González, I., Bladt, Mogens & Futschik, A., 2024, In: Theoretical Population Biology. 157, p. 14-32Research output: Contribution to journal › Review › Research › peer-review
- 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
- 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
ID: 141785158
Most downloads
-
226
downloads
Matrix representations of life insurance payments
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
162
downloads
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
downloads
Phase-type distributions in population genetics
Research output: Contribution to journal › Journal article › Research › peer-review
Published