Martin Bladt

Available identifiers

zbMath Open bladt.martinMaRDI QIDQ1622508

List of research outcomes

Publication	Date of Publication	Type
Informed censoring: the parametric combination of data and expert information	2024-08-26	Paper
Estimating absorption time distributions of general Markov jump processes	2024-03-15	Paper
Expert Kaplan–Meier estimation	2024-02-26	Paper
A Tractable Class of Multivariate Phase-Type Distributions for Loss Modeling	2024-02-13	Paper
Joint discrete and continuous matrix distribution modeling	2024-02-12	Paper
On the characterization of exchangeable sequences through reverse-martingale empirical distributions	2024-01-17	Paper
Estimation of tail parameters with missing largest observations	2024-01-05	Paper
Pathwise and distributional approximations of semi-Markov processes	2023-12-11	Paper
Robust claim frequency modeling through phase-type mixture-of-experts regression	2023-07-18	Paper
Joint lifetime modeling with matrix distributions	2023-06-26	Paper
Phase-type mixture-of-experts regression for loss severities	2023-06-09	Paper
Continuous scaled phase-type distributions	2023-05-17	Paper
Mortality modeling and regression with matrix distributions	2023-02-01	Paper
Penalised likelihood methods for phase-type dimension selection	2022-11-04	Paper
Mortality modeling and regression with matrix distributions	2022-11-01	Paper
Fractional inhomogeneous multi-state models in life insurance	2022-09-19	Paper
Heavy-tailed phase-type distributions: a unified approach	2022-07-26	Paper
Time series models with infinite-order partial copula dependence	2022-06-24	Paper
Tail measures and regular variation	2022-06-13	Paper
PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING	2022-06-13	Paper
Strongly convergent homogeneous approximations to inhomogeneous Markov jump processes and applications	2022-04-06	Paper
Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails	2022-01-07	Paper
Trimmed extreme value estimators for censored heavy-tailed data	2021-08-09	Paper
Multivariate matrix Mittag-Leffler distributions	2021-07-20	Paper
Time series models with infinite-order partial copula dependence	2021-07-02	Paper
Threshold selection and trimming in extremes	2021-05-21	Paper
Multivariate fractional phase-type distributions	2021-03-31	Paper
Tail Measures and Regular Variation	2021-03-07	Paper
Mortality modeling and regression with matrix distributions	2020-11-06	Paper
Combined tail estimation using censored data and expert information	2020-09-28	Paper
Matrix Mittag-Leffler distributions and modeling heavy-tailed risks	2020-09-10	Paper
Dividends: from refracting to ratcheting	2018-11-19	Paper

Research outcomes over time

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