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Martin Bladt
Martin Bladt
Associate Professor at University of Copenhagen
Dirección de correo verificada de math.ku.dk - Página principal
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Año
Matrix Mittag–Leffler distributions and modeling heavy-tailed risks
H Albrecher, M Bladt, M Bladt
Extremes 23, 425-450, 2020
242020
Dividends: From refracting to ratcheting
H Albrecher, N Bäuerle, M Bladt
Insurance: Mathematics and Economics 83, 47-58, 2018
192018
Mortality modeling and regression with matrix distributions
H Albrecher, M Bladt, M Bladt, J Yslas
Insurance: Mathematics and Economics 107, 68-87, 2022
16*2022
Multivariate matrix Mittag–Leffler distributions
H Albrecher, M Bladt, M Bladt
Annals of the Institute of Statistical Mathematics 73, 369-394, 2021
132021
Flood occurrence change-point analysis in the paleoflood record from Lake Mondsee (NE Alps)
H Albrecher, M Bladt, D Kortschak, F Prettenthaler, T Swierczynski
Global and Planetary Change 178, 65-76, 2019
132019
Time series copula models using d-vines and v-transforms
M Bladt, AJ McNeil
Econometrics and Statistics 24, 27-48, 2022
12*2022
Combined tail estimation using censored data and expert information
M Bladt, H Albrecher, J Beirlant
Scandinavian Actuarial Journal 2020 (6), 503-525, 2020
112020
Multivariate fractional phase–type distributions
H Albrecher, M Bladt, M Bladt
Fractional Calculus and Applied Analysis 23 (5), 1431-1451, 2020
102020
Continuous scaled phase-type distributions
H Albrecher, M Bladt, M Bladt, J Yslas
Stochastic Models 39 (2), 293-322, 2023
92023
Threshold selection and trimming in extremes
M Bladt, H Albrecher, J Beirlant
Extremes 23, 629-665, 2020
9*2020
Phase-type distributions for claim severity regression modeling
M Bladt
ASTIN Bulletin: The Journal of the IAA 52 (2), 417-448, 2022
72022
Tail measures and regular variation
M Bladt, E Hashorva, G Shevchenko
Electronic Journal of Probability 27, 1-43, 2022
72022
Phase-type mixture-of-experts regression for loss severities
M Bladt, J Yslas
Scandinavian Actuarial Journal 2023 (4), 303-329, 2023
62023
Time series with infinite-order partial copula dependence
M Bladt, AJ McNeil
Dependence Modeling 10 (1), 87-107, 2022
6*2022
matrixdist: An R package for inhomogeneous phase-type distributions
M Bladt, J Yslas
arXiv preprint arXiv:2101.07987, 2021
62021
Matrixdist: Statistics for matrix distributions
M Bladt, J Yslas
R package version 1 (2), 2021
62021
On market share drivers in the swiss mandatory health insurance sector
D Daily-Amir, H Albrecher, M Bladt, J Wagner
Risks 7 (4), 114, 2019
52019
Characterisation of exchangeable sequences through empirical distributions
M Bladt, D Shaiderman
arXiv preprint arXiv:1903.07861, 2019
52019
Trimmed extreme value estimators for censored heavy-tailed data
M Bladt, H Albrecher, J Beirlant
Electronic Journal of Statistics 15 (1), 3112-3136, 2021
42021
A tractable class of multivariate phase-type distributions for loss modeling
M Bladt
North American Actuarial Journal, 1-21, 2023
32023
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20