Mogens Bladt

Available identifiers

zbMath Open bladt.mogensWikidataQ102399438 ScholiaQ102399438MaRDI QIDQ726125

List of research outcomes

Publication	Date of Publication	Type
Estimating absorption time distributions of general Markov jump processes	2024-03-15	Paper
Phase-type representations of stochastic interest rates with applications to life insurance	2024-02-21	Paper
Aggregate Markov models in life insurance: properties and valuation	2024-02-13	Paper
Continuous scaled phase-type distributions	2023-05-17	Paper
Mortality modeling and regression with matrix distributions	2023-02-01	Paper
Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case	2023-01-05	Paper
Aggregate Markov models in life insurance: estimation via the EM algorithm	2022-12-20	Paper
Mortality modeling and regression with matrix distributions	2022-11-01	Paper
Moments and polynomial expansions in discrete matrix-analytic models	2022-06-20	Paper
From PH/MAP to ME/RAP	2022-06-16	Paper
Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models	2022-05-27	Paper
Multivariate phase-type theory for the site frequency spectrum	2021-12-14	Paper
Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon	2021-11-03	Paper
Multivariate matrix Mittag-Leffler distributions	2021-07-20	Paper
Multivariate fractional phase-type distributions	2021-03-31	Paper
Corrigendum to: ``Simple simulation of diffusion bridges with application to likelihood inference for diffusions	2020-12-07	Paper
Mortality modeling and regression with matrix distributions	2020-11-06	Paper
Matrix representations of life insurance payments	2020-11-04	Paper
Matrix Mittag-Leffler distributions and modeling heavy-tailed risks	2020-09-10	Paper
Fitting inhomogeneous phase-type distributions to data: the univariate and the multivariate case	2020-06-23	Paper
Inhomogeneous phase-type distributions and heavy tails	2019-12-17	Paper
Phase-type distributions in population genetics	2019-06-27	Paper
Simulation of Multivariate Diffusion Bridges	2019-06-12	Paper
Matrix calculations for inhomogeneous Markov reward processes, with applications to life insurance and point processes	2019-05-11	Paper
Parisian types of ruin probabilities for a class of dependent risk-reserve processes	2018-12-14	Paper
Fitting phase-type scale mixtures to heavy-tailed data and distributions	2018-08-03	Paper
Calculation of ruin probabilities for a dense class of heavy tailed distributions	2018-07-11	Paper
Matrix-Exponential Distributions in Applied Probability	2017-05-02	Paper
https://portal.mardi4nfdi.de/entity/Q5740915	2016-07-20	Paper
On the use of functional calculus for phase-type and related distributions	2016-05-04	Paper
Simple simulation of diffusion bridges with application to likelihood inference for diffusions	2014-05-05	Paper
Bilateral Matrix-Exponential Distributions	2013-07-29	Paper
Moment Distributions of Phase Type	2012-01-25	Paper
Fisher information and statistical inference for phase-type distributions	2011-10-25	Paper
On the Construction of Bivariate Exponential Distributions with an Arbitrary Correlation Coefficient	2010-08-05	Paper
Multivariate Matrix-Exponential Distributions	2010-05-21	Paper
Pricing Derivatives Incorporating Structural Market Changes and in Time Correlation	2008-12-17	Paper
A Review on Phase-type Distributions and their Use in Risk Theory	2006-10-04	Paper
The estimation of phase-type related functionals using Markov chain Monte Carlo methods	2006-05-24	Paper
Statistical Inference for Discretely Observed Markov Jump Processes	2005-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q4793332	2003-07-08	Paper
Matrix‐Exponential Distributions: Calculus and Interpretations via Flows	2003-03-18	Paper
Point processes with finite-dimensional conditional probabilities	2002-08-29	Paper
A markov modulated financial model	2000-04-03	Paper
An actuarial approach to option pricing under the physical measure and without market assumptions	1998-01-01	Paper
Phase-type distributions and risk processes with state-dependent premiums	1997-12-01	Paper
https://portal.mardi4nfdi.de/entity/Q5690364	1997-10-01	Paper
The variance constant for the actual waiting time of the PH/PH/1 queue	1997-01-28	Paper
Poisson's equation for queues driven by a Markovian marked point process	1995-03-28	Paper
A sample path approach to mean busy periods for Markov-modulated queues and fluids	1995-03-20	Paper
Multivariate self-similar processes: second-order theory	1994-10-10	Paper

Research outcomes over time

Doctoral students

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