The following pages link to Mogens Bladt (Q726125):
Displaying 26 items.
- Mortality modeling and regression with matrix distributions (Q59392) (← links)
- Fitting phase-type scale mixtures to heavy-tailed data and distributions (Q726126) (← links)
- An actuarial approach to option pricing under the physical measure and without market assumptions (Q1265918) (← links)
- Poisson's equation for queues driven by a Markovian marked point process (Q1339064) (← links)
- Point processes with finite-dimensional conditional probabilities (Q1613607) (← links)
- Phase-type distributions in population genetics (Q1999481) (← links)
- Multivariate matrix Mittag-Leffler distributions (Q2042437) (← links)
- Multivariate phase-type theory for the site frequency spectrum (Q2059526) (← links)
- Moments and polynomial expansions in discrete matrix-analytic models (Q2145823) (← links)
- From PH/MAP to ME/RAP (Q2146379) (← links)
- Matrix Mittag-Leffler distributions and modeling heavy-tailed risks (Q2198600) (← links)
- Matrix representations of life insurance payments (Q2209784) (← links)
- Corrigendum to: ``Simple simulation of diffusion bridges with application to likelihood inference for diffusions'' (Q2214244) (← links)
- Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon (Q2239255) (← links)
- Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707) (← links)
- The variance constant for the actual waiting time of the PH/PH/1 queue (Q2564689) (← links)
- Multivariate fractional phase-type distributions (Q2660621) (← links)
- On the use of functional calculus for phase-type and related distributions (Q2803400) (← links)
- Bilateral Matrix-Exponential Distributions (Q2841721) (← links)
- Matrix-Exponential Distributions in Applied Probability (Q2978900) (← links)
- Fisher information and statistical inference for phase-type distributions (Q3094491) (← links)
- Moment Distributions of Phase Type (Q3113807) (← links)
- Simulation of Multivariate Diffusion Bridges (Q5378357) (← links)
- Aggregate Markov models in life insurance: properties and valuation (Q6193113) (← links)
- Estimating absorption time distributions of general Markov jump processes (Q6196798) (← links)
- Phase-type representations of stochastic interest rates with applications to life insurance (Q6201518) (← links)