Mogens Bladt
Københavns Universitet
H-index: 22
Europe-Denmark
Top articles of Mogens Bladt
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Estimating absorption time distributions of general Markov jump processes | Scandinavian Journal of Statistics | Jamaal Ahmad Martin Bladt Mogens Bladt | 2023 |
Phase-type representations of stochastic interest rates with applications to life insurance | European Actuarial Journal | Jamaal Ahmad Mogens Bladt | 2023/5/22 |
Aggregate Markov models in life insurance: estimation via the EM algorithm | Scandinavian Actuarial Journal | Jamaal Ahmad Mogens Bladt | 2023/11/10 |
Aggregate Markov models in life insurance: Properties and valuation | Insurance: Mathematics and Economics | Jamaal Ahmad Mogens Bladt Christian Furrer | 2023/11/1 |
Continuous scaled phase-type distributions | Stochastic Models | Hansjörg Albrecher Martin Bladt Mogens Bladt Jorge Yslas | 2023/4/3 |
Corrigendum to ‘Simulation of multivariate diffusion bridges’ | Journal of the Royal Statistical Society Series B: Statistical Methodology | Mogens Bladt Samuel Finch Michael Sørensen | 2022/9 |
Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case | Scandinavian Journal of Statistics | Hansjörg Albrecher Mogens Bladt Jorge Yslas | 2022/3 |
Simulation of multivariate diffusion bridges (vol 78, pg 343, 2016) | JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY | Mogens Bladt Samuel Finch Michael Sorensen | 2022/9/1 |
Moments and polynomial expansions in discrete matrix-analytic models | Stochastic Processes and their Applications | Søren Asmussen Mogens Bladt | 2022/8/1 |
Aggregated Markov chain models in life insurance: properties and valuation | The Eleventh International Conference on Matrix-Analytic Methods in Stochastic Models (MAM11) Proceedings | Jamaal Ahmad Mogens Bladt Christian Furrer | 2022/6/29 |
Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models | Quantitative Finance | Søren Asmussen Mogens Bladt | 2022/4/3 |
Mortality modeling and regression with matrix distributions | Insurance: Mathematics and Economics | Hansjörg Albrecher Martin Bladt Mogens Bladt Jorge Yslas | 2022/11/1 |
From PH/MAP to ME/RAP | Queueing Systems | Søren Asmussen Mogens Bladt | 2022/4 |
Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon | Stochastic Processes and their Applications | Mogens Bladt Jevgenijs Ivanovs | 2021/12/1 |
Multivariate phase-type theory for the site frequency spectrum | Journal of Mathematical Biology | Asger Hobolth Mogens Bladt Lars Nørvang Andersen | 2021/12 |
Multivariate matrix Mittag–Leffler distributions | Annals of the Institute of Statistical Mathematics | Hansjörg Albrecher Martin Bladt Mogens Bladt | 2021/4 |
Corrigendum to “Simple simulation of diffusion bridges with application to likelihood inference for diffusions” | Mogens Bladt Marcin Mider Michael Sørensen | 2021/2/1 | |
Multivariate fractional phase–type distributions | Fractional Calculus and Applied Analysis | Hansjörg Albrecher Martin Bladt Mogens Bladt | 2020/10/27 |
Matrix Mittag–Leffler distributions and modeling heavy-tailed risks | 22nd European Young Statisticians Meeting | Martin Bladt | 2021 |
Matrix representations of life insurance payments | European Actuarial Journal | Mogens Bladt Søren Asmussen Mogens Steffensen | 2020/6 |
