Mogens Bladt
Mogens Bladt

Professor

Primary fields of research

Applied Probability with special regards to applications in insurance mathematics, finance and operations research.

Current research

Time-inhomogeneous phase-type distributions; matrix oriented approach to life insurance modelling; heavy tailed distributions; Matrix Mittag-Leffler distributions; Multivariate phase-type distributions; diffusion bridge simulation.

Teaching

Applied Probability and insurance mathematics. Numerical Analysis.

Fields of interest

Same as research areas.

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