Martin Bladt

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Person:1622508

Available identifiers

zbMath Open bladt.martinMaRDI QIDQ1622508

List of research outcomes





PublicationDate of PublicationType
Informed censoring: the parametric combination of data and expert information2024-08-26Paper
Estimating absorption time distributions of general Markov jump processes2024-03-15Paper
Expert Kaplan–Meier estimation2024-02-26Paper
A Tractable Class of Multivariate Phase-Type Distributions for Loss Modeling2024-02-13Paper
Joint discrete and continuous matrix distribution modeling2024-02-12Paper
On the characterization of exchangeable sequences through reverse-martingale empirical distributions2024-01-17Paper
Estimation of tail parameters with missing largest observations2024-01-05Paper
Pathwise and distributional approximations of semi-Markov processes2023-12-11Paper
Robust claim frequency modeling through phase-type mixture-of-experts regression2023-07-18Paper
Joint lifetime modeling with matrix distributions2023-06-26Paper
Phase-type mixture-of-experts regression for loss severities2023-06-09Paper
Continuous scaled phase-type distributions2023-05-17Paper
Mortality modeling and regression with matrix distributions2023-02-01Paper
Penalised likelihood methods for phase-type dimension selection2022-11-04Paper
Mortality modeling and regression with matrix distributions2022-11-01Paper
Fractional inhomogeneous multi-state models in life insurance2022-09-19Paper
Heavy-tailed phase-type distributions: a unified approach2022-07-26Paper
Time series models with infinite-order partial copula dependence2022-06-24Paper
Tail measures and regular variation2022-06-13Paper
PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING2022-06-13Paper
Strongly convergent homogeneous approximations to inhomogeneous Markov jump processes and applications2022-04-06Paper
Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails2022-01-07Paper
Trimmed extreme value estimators for censored heavy-tailed data2021-08-09Paper
Multivariate matrix Mittag-Leffler distributions2021-07-20Paper
Time series models with infinite-order partial copula dependence2021-07-02Paper
Threshold selection and trimming in extremes2021-05-21Paper
Multivariate fractional phase-type distributions2021-03-31Paper
Tail Measures and Regular Variation2021-03-07Paper
Mortality modeling and regression with matrix distributions2020-11-06Paper
Combined tail estimation using censored data and expert information2020-09-28Paper
Matrix Mittag-Leffler distributions and modeling heavy-tailed risks2020-09-10Paper
Dividends: from refracting to ratcheting2018-11-19Paper

Research outcomes over time

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