1. Continuous scaled phase-type distributions. Issue 2 (3rd April 2023) Authors: Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens; Yslas, Jorge Journal: Stochastic models Issue: Volume 39:Issue 2(2023) Page Start: 293 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Corrigendum to 'Simulation of multivariate diffusion bridges'. (26th April 2022) Authors: Bladt, Mogens; Finch, Samuel; Sørensen, Michael Journal: Journal of the Royal Statistical Society Issue: Volume 84:Number 4(2022) Page Start: 1581 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case. (31st December 2020) Authors: Albrecher, Hansjörg; Bladt, Mogens; Yslas, Jorge Journal: Scandinavian journal of statistics Issue: Volume 49:Number 1(2022) Page Start: 44 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models. Issue 4 (3rd April 2022) Authors: Asmussen, Søren; Bladt, Mogens Journal: Quantitative finance Issue: Volume 22:Issue 4(2022) Page Start: 675 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Inhomogeneous phase-type distributions and heavy tails. (December 2019) Authors: Albrecher, Hansjörg; Bladt, Mogens Journal: Journal of applied probability Issue: Volume 56:Number 4(2019) Page Start: 1044 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Matrix-exponential distributions in applied probability. (2017) Authors: Bladt, Mogens; Nielsen, Bo Friis Record Type: Book Extent: 1 online resource (xvii, 736 pages), illustrations (some color) View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. On the use of functional calculus for phase-type and related distributions. Issue 1 (2nd January 2016) Authors: Bladt, Mogens; Navarro, Azucena Campillo; Nielsen, Bo Friis Journal: Stochastic models Issue: Volume 32:Issue 1(2016) Page Start: 1 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Parisian types of ruin probabilities for a class of dependent risk-reserve processes. Issue 1 (2nd January 2019) Authors: Bladt, Mogens; Nielsen, Bo Friis; Peralta, Oscar Journal: Scandinavian actuarial journal Issue: Volume 2019:Issue 1(2019) Page Start: 32 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Simulation of multivariate diffusion bridges. (21st May 2015) Authors: Bladt, Mogens; Finch, Samuel; Sørensen, Michael Journal: Journal of the Royal Statistical Society Issue: Volume 78:Number 2(2016:Mar.) Page Start: 343 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗