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Bladt, Mogens
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1

Phase-type distributions in mathematical population genetic..:

Hobolth, Asger ; Rivas-González, Iker ; Bladt, Mogens.
Theoretical Population Biology.  157 (2024)  - p. 14-32 , 2024
Link: https://doi.org/10.1016/..
 
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2

Phase-type representations of stochastic interest rates wit..:

Ahmad, Jamaal ; Bladt, Mogens
European Actuarial Journal.  13 (2023)  2 - p. 571-606 , 2023
Link: https://doi.org/10.1007/..
 
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3

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/..
 
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4

Aggregate Markov models in life insurance: estimation via t..:

Ahmad, Jamaal ; Bladt, Mogens
Scandinavian Actuarial Journal.  2024 (2023)  6 - p. 533-560 , 2023
Link: https://doi.org/10.1080/..
 
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5

Aggregate Markov models in life insurance: Properties and v..:

Ahmad, Jamaal ; Bladt, Mogens ; Furrer, Christian
Insurance: Mathematics and Economics.  113 (2023)  - p. 50-69 , 2023
Link: https://doi.org/10.1016/..
 
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6

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/..
 
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7

Corrigendum to 'Simulation of Multivariate Diffusion Bridge..:

Bladt, Mogens ; Finch, Samuel ; Sørensen, Michael
Journal of the Royal Statistical Society Series B: Statistical Methodology.  84 (2022)  4 - p. 1581-1585 , 2022
Link: https://doi.org/10.1111/..
 
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8

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/..
 
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9

Moments and polynomial expansions in discrete matrix-analyt..:

Asmussen, Søren ; Bladt, Mogens
Stochastic Processes and their Applications.  150 (2022)  - p. 1165-1188 , 2022
Link: https://doi.org/10.1016/..
 
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10

From PH/MAP to ME/RAP:

Asmussen, Søren ; Bladt, Mogens
Queueing Systems.  100 (2022)  3-4 - p. 173-175 , 2022
Link: https://doi.org/10.1007/..
 
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11

Multivariate phase-type theory for the site frequency spect..:

Hobolth, Asger ; Bladt, Mogens ; Andersen, Lars Nørvang
Journal of Mathematical Biology.  83 (2021)  6-7 - p. , 2021
Link: https://doi.org/10.1007/..
 
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12

Fluctuation theory for one-sided Lévy processes with a matr..:

Bladt, Mogens ; Ivanovs, Jevgenijs
Stochastic Processes and their Applications.  142 (2021)  - p. 105-123 , 2021
Link: https://doi.org/10.1016/..
 
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13

Gram–Charlier methods, regime-switching and stochastic vola..:

Asmussen, Søren ; Bladt, Mogens
Quantitative Finance.  22 (2021)  4 - p. 675-689 , 2021
Link: https://doi.org/10.1080/..
 
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14

Multivariate Fractional Phase—Type Distributions:

Albrecher, Hansjörg ; Bladt, Martin ; Bladt, Mogens
Fractional Calculus and Applied Analysis.  23 (2020)  5 - p. 1431-1451 , 2020
Link: https://doi.org/10.1515/..
 
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15

Multivariate matrix Mittag–Leffler distributions:

Albrecher, Hansjörg ; Bladt, Martin ; Bladt, Mogens
Annals of the Institute of Statistical Mathematics.  73 (2020)  2 - p. 369-394 , 2020
Link: https://doi.org/10.1007/..
 
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