Ahmad, Jamaal; Bladt, Mogens; Furrer, Christian Aggregate Markov models in life insurance: properties and valuation. (English) Zbl 07804000 Insur. Math. Econ. 113, 50-69 (2023). MSC: 91G05 60J20 PDFBibTeX XMLCite \textit{J. Ahmad} et al., Insur. Math. Econ. 113, 50--69 (2023; Zbl 07804000) Full Text: DOI arXiv
Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens; Yslas, Jorge Mortality modeling and regression with matrix distributions. (English) Zbl 1515.62096 Insur. Math. Econ. 107, 68-87 (2022). Reviewer: Tamás Mátrai (Edinburgh) MSC: 62P05 62N02 60J28 91D20 91G05 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Insur. Math. Econ. 107, 68--87 (2022; Zbl 1515.62096) Full Text: DOI arXiv
Asmussen, Søren; Bladt, Mogens Moments and polynomial expansions in discrete matrix-analytic models. (English) Zbl 1489.60027 Stochastic Processes Appl. 150, 1165-1188 (2022). MSC: 60E10 60E05 60G51 60G55 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{M. Bladt}, Stochastic Processes Appl. 150, 1165--1188 (2022; Zbl 1489.60027) Full Text: DOI
Bladt, Mogens; Rojas-Nandayapa, Leonardo Fitting phase-type scale mixtures to heavy-tailed data and distributions. (English) Zbl 1396.60017 Extremes 21, No. 2, 285-313 (2018). MSC: 60E05 60G70 60J22 62F10 62M05 62P05 PDFBibTeX XMLCite \textit{M. Bladt} and \textit{L. Rojas-Nandayapa}, Extremes 21, No. 2, 285--313 (2018; Zbl 1396.60017) Full Text: DOI arXiv
Bladt, Mogens; Navarro, Azucena Campillo; Nielsen, Bo Friis On the use of functional calculus for phase-type and related distributions. (English) Zbl 1348.60120 Stoch. Models 32, No. 1, 1-19 (2016). MSC: 60J75 47A60 60E05 60J27 PDFBibTeX XMLCite \textit{M. Bladt} et al., Stoch. Models 32, No. 1, 1--19 (2016; Zbl 1348.60120) Full Text: DOI Link
Bladt, Mogens; Nielsen, Bo Friis Moment distributions of phase type. (English) Zbl 1232.60013 Stoch. Models 27, No. 4, 651-663 (2011). MSC: 60E05 60K05 62P20 91B82 PDFBibTeX XMLCite \textit{M. Bladt} and \textit{B. F. Nielsen}, Stoch. Models 27, No. 4, 651--663 (2011; Zbl 1232.60013) Full Text: DOI Link
Bladt, Mogens; Neuts, Marcel F. Matrix-exponential distributions: Calculus and interpretations via flows. (English) Zbl 1020.60005 Stoch. Models 19, No. 1, 113-124 (2003). MSC: 60E05 60K05 PDFBibTeX XMLCite \textit{M. Bladt} and \textit{M. F. Neuts}, Stoch. Models 19, No. 1, 113--124 (2003; Zbl 1020.60005) Full Text: DOI
Asmussen, Søren; Bladt, Mogens Point processes with finite-dimensional conditional probabilities. (English) Zbl 0997.60077 Stochastic Processes Appl. 82, No. 1, 127-142 (1999). Reviewer: Viktor Beneš (Praha) MSC: 60J25 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{M. Bladt}, Stochastic Processes Appl. 82, No. 1, 127--142 (1999; Zbl 0997.60077) Full Text: DOI
Bladt, Mogens The variance constant for the actual waiting time of the PH/PH/1 queue. (English) Zbl 0881.60079 Ann. Appl. Probab. 6, No. 3, 766-777 (1996). Reviewer: V.Thangaraj (Madras) MSC: 60K25 60K05 60G42 PDFBibTeX XMLCite \textit{M. Bladt}, Ann. Appl. Probab. 6, No. 3, 766--777 (1996; Zbl 0881.60079) Full Text: DOI
Asmussen, Søren; Bladt, Mogens Phase-type distributions and risk processes with state-dependent premiums. (English) Zbl 0876.62089 Scand. Actuarial J. 1996, No. 1, 19-36 (1996). MSC: 62P05 91B30 62M99 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{M. Bladt}, Scand. Actuarial J. 1996, No. 1, 19--36 (1996; Zbl 0876.62089) Full Text: DOI
Asmussen, Søren; Bladt, Mogens Poisson’s equation for queues driven by a Markovian marked point process. (English) Zbl 0809.60093 Queueing Syst. 17, No. 1-2, 235-274 (1994). Reviewer: E.Pancheva (Sofia) MSC: 60K25 60G55 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{M. Bladt}, Queueing Syst. 17, No. 1--2, 235--274 (1994; Zbl 0809.60093) Full Text: DOI