Mogens Bladt

Københavns Universitet

Denmark

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Articles (14)

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2024

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2024

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2023

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2023

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2023

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2023

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2022

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2022

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2022

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2022

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2022

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2021

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2021

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2021

Collaborators (6)

Jamaal Ahmad

Københavns Universitet

DENMARK

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Hansjoerg Albrecher

University of Lausanne

SWITZERLAND

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Lars Nørvang Andersen

Aarhus University

DENMARK

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Christian Furrer

Københavns Universitet

DENMARK

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Asger Hobolth

Professor

Aarhus University

DENMARK

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Jevgenijs Ivanovs

Aarhus University

DENMARK

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Mogens Bladt

Research Interests

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Articles (14)

Estimating absorption time distributions of general Markov jump processes

Aggregate Markov models in life insurance: estimation via the EM algorithm

Aggregate Markov models in life insurance: Properties and valuation

Continuous scaled phase-type distributions

Aggregate Markov models in life insurance: Properties and valuation

Phase-type representations of stochastic interest rates with applications to life insurance

From PH/MAP to ME/RAP

Fitting inhomogeneous phase-type distributions to data

Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models

Moments and polynomial expansions in discrete matrix-analytic models

Mortality modeling and regression with matrix distributions

Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon

Multivariate matrix Mittag–Leffler distributions

Multivariate phase-type theory for the site frequency spectrum

Collaborators (6)

Jamaal Ahmad

Hansjoerg Albrecher

Lars Nørvang Andersen

Christian Furrer

Asger Hobolth

Jevgenijs Ivanovs

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