Ahmad, Jamaal; Bladt, Martin; Bladt, Mogens Estimating absorption time distributions of general Markov jump processes. (English) Zbl 07819226 Scand. J. Stat. 51, No. 1, 171-200 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Ahmad} et al., Scand. J. Stat. 51, No. 1, 171--200 (2024; Zbl 07819226) Full Text: DOI arXiv OA License
Ahmad, Jamaal; Bladt, Mogens Phase-type representations of stochastic interest rates with applications to life insurance. (English) Zbl 07807623 Eur. Actuar. J. 13, No. 2, 571-606 (2023). MSC: 91G05 91G30 62M05 PDFBibTeX XMLCite \textit{J. Ahmad} and \textit{M. Bladt}, Eur. Actuar. J. 13, No. 2, 571--606 (2023; Zbl 07807623) Full Text: DOI arXiv OA License
Ahmad, Jamaal; Bladt, Mogens; Furrer, Christian Aggregate Markov models in life insurance: properties and valuation. (English) Zbl 07804000 Insur. Math. Econ. 113, 50-69 (2023). MSC: 91G05 60J20 PDFBibTeX XMLCite \textit{J. Ahmad} et al., Insur. Math. Econ. 113, 50--69 (2023; Zbl 07804000) Full Text: DOI arXiv
Ahmad, Jamaal; Buchardt, Kristian; Furrer, Christian Computation of bonus in multi-state life insurance. (English) Zbl 1484.91364 ASTIN Bull. 52, No. 1, 291-331 (2022). MSC: 91G05 PDFBibTeX XMLCite \textit{J. Ahmad} et al., ASTIN Bull. 52, No. 1, 291--331 (2022; Zbl 1484.91364) Full Text: DOI arXiv