Mogens Bladt
- Simulation of multivariate diffusion bridge
2014/05/29 by Mogens Bladt, Samuel Finch, Bladt, Mogens +3 · 3 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #Bayesian Methods and Mixture Models #Financial Risk and Volatility Modeling #Statistical Methods and Bayesian Inference #math.ST #stat.ME #stat.TH
- Mortality modeling and regression with matrix distributions
2020/11/06 by Hansjörg Albrecher, Albrecher, Hansjoerg, Martin Bladt +5 · 2 citations
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
- Fitting phase--type scale mixtures to heavy--tailed data and\n distributions
2017/05/11 by Mogens Bladt, Bladt, Mogens, Leonardo Rojas‐Nandayapa +1 · 1 citation
Computer Science · Decision Sciences · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Probability and Risk Models #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST) #Stochastic processes and statistical mechanics
- Multivariate Matrix Mittag--Leffler distributions
2020/03/23 by Hansjörg Albrecher, Albrecher, Hansjoerg, Martin Bladt +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Probability and Risk Models #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST)