Bladt, Martin
- Informed censoring: the parametric combination of data and expert information
2022/06/27 by Hansjörg Albrecher, Albrecher, Hansjörg, Martin Bladt +1 · 2 citations
Decision Sciences · Mathematics · #FOS: Computer and information sciences #Methodology (stat.ME) #Probabilistic and Robust Engineering Design #Statistical Distribution Estimation and Applications #Statistical Methods and Inference
- Expert Kaplan--Meier estimation
2022/06/27 by Bladt, Martin, Furrer, Christian · 2 citations
#FOS: Computer and information sciences #Methodology (stat.ME)
- Mortality modeling and regression with matrix distributions
2020/11/06 by Hansjörg Albrecher, Martin Bladt, Albrecher, Hansjoerg +5 · 1 citation
Decision Sciences · Health Professions · Social Sciences · #FOS: Computer and information sciences #FOS: Mathematics #Global Health Care Issues #Insurance, Mortality, Demography, Risk Management #Methodology (stat.ME) #Statistics Theory (math.ST) #demographic modeling and climate adaptation
- Heavy-tailed phase-type distributions: A unified approach
2021/07/19 by Bladt, Martin, Yslas, Jorge · 1 citation
#FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Strongly convergent homogeneous approximations to inhomogeneous Markov jump processes and applications
2022/04/06 by Bladt, Martin, Peralta, Oscar · 1 citation
#FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Probability (math.PR)
- Estimating absorption time distributions of general Markov jump processes
2022/07/22 by Ahmad, Jamaal, Bladt, Martin, Bladt, Mogens · 1 citation
#FOS: Mathematics #Statistics Theory (math.ST)
- Conditional Aalen--Johansen estimation
2023/03/03 by Martin Bladt, Christian Furrer, Bladt, Martin +1 · 1 citation
Mathematics · Decision Sciences · #Statistical Distribution Estimation and Applications #Statistical Methods and Bayesian Inference #Efficiency Analysis Using DEA
- Censored extreme value estimation
2023/12/16 by Martin Bladt, I. V. Rodionov, Bladt, Martin +1 · 1 citation
Economics, Econometrics and Finance · Environmental Science · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Methodology (stat.ME) #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST)
- Matrix Mittag--Leffler distributions and modeling heavy-tailed risks
2019/06/12 by Albrecher, Hansjoerg, Bladt, Martin, Bladt, Mogens · 1 citation
#FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Combined Tail Estimation Using Censored Data and Expert Information
2019/08/09 by Bladt, Martin, Albrecher, Hansjoerg, Beirlant, Jan · 2 citations
#Applications (stat.AP) #FOS: Computer and information sciences #Methodology (stat.ME)
- Multivariate Matrix Mittag--Leffler distributions
2020/03/23 by Albrecher, Hansjoerg, Bladt, Martin, Bladt, Mogens · 1 citation
#FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Multivariate fractional phase--type distributions
2020/03/24 by Albrecher, Hansjoerg, Bladt, Martin, Bladt, Mogens · 1 citation
#FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Time series copula models using d-vines and v-transforms
2020/06/19 by Bladt, Martin, McNeil, Alexander J. · 1 citation
#FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME) #Statistical Finance (q-fin.ST)