Statistical inference for discretely observed Markov jump processes M Bladt, M Sørensen Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2005 | 204 | 2005 |

An actuarial approach to option pricing under the physical measure and without market assumptions M Bladt, TH Rydberg Insurance: Mathematics and Economics 22 (1), 65-73, 1998 | 203 | 1998 |

Matrix-exponential distributions in applied probability M Bladt, BF Nielsen Springer, 2017 | 172 | 2017 |

Renewal theory and queueing algorithms for matrix-exponential distributions S Asmussen, M Bladt Lecture notes in pure and applied mathematics, 313-342, 1996 | 164 | 1996 |

A review on phase-type distributions and their use in risk theory M Bladt ASTIN Bulletin: The Journal of the IAA 35 (1), 145-161, 2005 | 123 | 2005 |

Point processes with finite-dimensional conditional probabilities S Asmussen, M Bladt Stochastic Processes and their Applications 82 (1), 127-142, 1999 | 73 | 1999 |

Matrix‐exponential distributions: calculus and interpretations via flows M Bladt, MF Neuts Taylor & Francis Group 19 (1), 113-124, 2003 | 65 | 2003 |

The estimation of Phase-type related functionals using Markov chain Monte Carlo methods M Bladt, A Gonzalez, SL Lauritzen Scandinavian Actuarial Journal 2003 (4), 280-300, 2003 | 63 | 2003 |

Efficient estimation of transition rates between credit ratings from observations at discrete time points M Bladt, M Sørensen Quantitative Finance 9 (2), 147-160, 2009 | 61 | 2009 |

Simple simulation of diffusion bridges with application to likelihood inference for diffusions M Bladt, M Sørensen | 60 | 2014 |

Simulation of multivariate diffusion bridges M Bladt, S Finch, M Sørensen Journal of the Royal Statistical Society: Series B: Statistical Methodology …, 2016 | 40 | 2016 |

Multivariate matrix-exponential distributions M Bladt, BF Nielsen Stochastic models 26 (1), 1-26, 2010 | 38 | 2010 |

Phase-type distributions and risk processes with state-dependent premiums S Asmussen, M Bladt Scandinavian Actuarial Journal 1996 (1), 19-36, 1996 | 36 | 1996 |

Inhomogeneous phase-type distributions and heavy tails H Albrecher, M Bladt Journal of applied probability 56 (4), 1044-1064, 2019 | 33 | 2019 |

Phase-type distributions in population genetics A Hobolth, A Siri-Jegousse, M Bladt Theoretical population biology 127, 16-32, 2019 | 32 | 2019 |

On the construction of bivariate exponential distributions with an arbitrary correlation coefficient M Bladt, BF Nielsen Stochastic Models 26 (2), 295-308, 2010 | 29 | 2010 |

Distributions of reward functions on continuous-time Markov chains M Bladt, B Meini, MF Neuts, B Sericola Matrix-Analytic Methods: Theory and Applications, 39-62, 2002 | 29 | 2002 |

Calculation of ruin probabilities for a dense class of heavy tailed distributions M Bladt, BF Nielsen, G Samorodnitsky Scandinavian Actuarial Journal 2015 (7), 573-591, 2015 | 28 | 2015 |

Maximum likelihood estimation of phase-type distributions LJR Esparza, BF Nielsen, M Bladt DTU Informatics, 2010 | 28 | 2010 |

Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case H Albrecher, M Bladt, J Yslas Scandinavian Journal of Statistics 49 (1), 44-77, 2022 | 24 | 2022 |