E-LIB Suche - Ergebnisse für: Bladt, Martin

1

Informed censoring: The parametric combination of data and ..:

Albrecher, Hansjörg ; Bladt, Martin
Journal of Statistical Planning and Inference. 233 (2024) - p. 106171 , 2024

Link: https://doi.org/10.1016/..

2

Strongly Convergent Homogeneous Approximations to Inhomogen..:

Bladt, Martin ; Peralta, Oscar
Mathematics of Operations Research. , 2024

Link: https://doi.org/10.1287/..

3

Joint discrete and continuous matrix distribution modeling:

Bladt, Martin ; Gardner, Clara Brimnes
Stochastic Models. 40 (2023) 1 - p. 1-37 , 2023

Link: https://doi.org/10.1080/..

4

Estimating absorption time distributions of general Markov ..:

Ahmad, Jamaal ; Bladt, Martin ; Bladt, Mogens
Scandinavian Journal of Statistics. 51 (2023) 1 - p. 171-200 , 2023

Link: https://doi.org/10.1111/..

5

Expert Kaplan–Meier estimation:

Bladt, Martin ; Furrer, Christian
Scandinavian Actuarial Journal. 2024 (2023) 1 - p. 1-27 , 2023

Link: https://doi.org/10.1080/..

6

A Tractable Class of Multivariate Phase-Type Distributions ..:

Bladt, Martin
North American Actuarial Journal. , 2023

Link: https://doi.org/10.1080/..

7

Joint lifetime modeling with matrix distributions:

Albrecher, Hansjörg ; Bladt, Martin ; Müller, Alaric J. A.
Dependence Modeling. 11 (2023) 1 - p. , 2023

Link: https://doi.org/10.1515/..

8

Robust claim frequency modeling through phase-type mixture-..:

Bladt, Martin ; Yslas, Jorge
Insurance: Mathematics and Economics. 111 (2023) - p. 1-22 , 2023

Link: https://doi.org/10.1016/..

9

Mortality modeling and regression with matrix distributions:

Albrecher, Hansjörg ; Bladt, Martin ; Bladt, Mogens.
Insurance: Mathematics and Economics. 107 (2022) - p. 68-87 , 2022

Link: https://doi.org/10.1016/..

10

Phase-type mixture-of-experts regression for loss severitie:

Bladt, Martin ; Yslas, Jorge
Scandinavian Actuarial Journal. 2023 (2022) 4 - p. 303-329 , 2022

Link: https://doi.org/10.1080/..

11

Heavy-tailed phase-type distributions: a unified approach:

Bladt, Martin ; Yslas, Jorge
Extremes. 25 (2022) 3 - p. 529-565 , 2022

Link: https://doi.org/10.1007/..

12

Time series copula models using d-vines and v-transforms:

Bladt, Martin ; McNeil, Alexander J.
Econometrics and Statistics. 24 (2022) - p. 27-48 , 2022

Link: https://doi.org/10.1016/..

13

Modelling the burden of long-term care for institutionalise..:

Bladt, Martin ; Fuino, Michel ; Shemendyuk, Aleksandr.
Annals of Actuarial Science. 17 (2022) 1 - p. 83-117 , 2022

Link: https://doi.org/10.1017/..

14

Continuous scaled phase-type distributions:

Albrecher, Hansjörg ; Bladt, Martin ; Bladt, Mogens.
Stochastic Models. 39 (2022) 2 - p. 293-322 , 2022

Link: https://doi.org/10.1080/..

15

Time series with infinite-order partial copula dependence:

Bladt, Martin ; McNeil, Alexander J.
Dependence Modeling. 10 (2022) 1 - p. 87-107 , 2022

Link: https://doi.org/10.1515/..