Matrix Mittag–Leffler distributions and modeling heavy-tailed risks H Albrecher, M Bladt, M Bladt Extremes 23, 425-450, 2020 | 23 | 2020 |
Mortality modeling and regression with matrix distributions H Albrecher, M Bladt, M Bladt, J Yslas Insurance: Mathematics and Economics 107, 68-87, 2022 | 17* | 2022 |
Dividends: From refracting to ratcheting H Albrecher, N Bäuerle, M Bladt Insurance: Mathematics and Economics 83, 47-58, 2018 | 16 | 2018 |
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 | 13 | 2019 |
Multivariate matrix Mittag–Leffler distributions H Albrecher, M Bladt, M Bladt Annals of the Institute of Statistical Mathematics 73, 369-394, 2021 | 12 | 2021 |
Multivariate fractional phase–type distributions H Albrecher, M Bladt, M Bladt Fractional Calculus and Applied Analysis 23 (5), 1431-1451, 2020 | 10 | 2020 |
Combined tail estimation using censored data and expert information M Bladt, H Albrecher, J Beirlant Scandinavian Actuarial Journal 2020 (6), 503-525, 2020 | 10 | 2020 |
Time series copula models using d-vines and v-transforms M Bladt, AJ McNeil Econometrics and Statistics 24, 27-48, 2022 | 8* | 2022 |
Threshold selection and trimming in extremes M Bladt, H Albrecher, J Beirlant Extremes 23, 629-665, 2020 | 8* | 2020 |
Phase-type mixture-of-experts regression for loss severities M Bladt, J Yslas Scandinavian Actuarial Journal 2023 (4), 303-329, 2023 | 7 | 2023 |
Phase-type distributions for claim severity regression modeling M Bladt ASTIN Bulletin: The Journal of the IAA 52 (2), 417-448, 2022 | 6 | 2022 |
Matrixdist: an R package for inhomogeneous phase-type distributions M Bladt, J Yslas arXiv preprint arXiv:2101.07987, 2021 | 6 | 2021 |
Matrixdist: Statistics for matrix distributions M Bladt, J Yslas R package version 1 (2), 2021 | 6 | 2021 |
Tail measures and regular variation M Bladt, E Hashorva, G Shevchenko Electronic Journal of Probability 27, 1-43, 2022 | 5 | 2022 |
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 | 5 | 2019 |
Continuous scaled phase-type distributions H Albrecher, M Bladt, M Bladt, J Yslas Stochastic Models 39 (2), 293-322, 2023 | 4 | 2023 |
A tractable class of multivariate phase-type distributions for loss modeling M Bladt North American Actuarial Journal, 1-21, 2023 | 4 | 2023 |
Penalised likelihood methods for phase-type dimension selection H Albrecher, M Bladt, AJA Müller Statistics & Risk modeling 39 (3-4), 75-92, 2022 | 4 | 2022 |
Characterisation of exchangeable sequences through empirical distributions M Bladt arXiv preprint arXiv:1903.07861, 2019 | 4 | 2019 |
Time series with infinite-order partial copula dependence M Bladt, AJ McNeil Dependence Modeling 10 (1), 87-107, 2022 | 3* | 2022 |