Edit Profile (opens in new tab) Bladt, Martin Co-Author Distance Author ID: bladt.martin Published as: Bladt, Martin Documents Indexed: 27 Publications since 2018, including 2 Additional arXiv Preprints Co-Authors: 18 Co-Authors with 24 Joint Publications 396 Co-Co-Authors all top 5 Co-Authors 3 single-authored 12 Albrecher, Hansjörg 6 Bladt, Mogens 5 Yslas, Jorge 4 Beirlant, Jan 2 Müller, Alaric J. A. 2 Peralta, Oscar 1 Ahmad, Jamaal 1 Bäuerle, Nicole 1 Furrer, Christian 1 Gardner, Clara Brimnes 1 Hashorva, Enkelejd 1 Maribe, Gao 1 McNeil, Alexander J. 1 Minca, Andreea 1 Shaiderman, Dimitry 1 Shevchenko, Georgiy M. 1 Vatamidou, Eleni 1 Verster, Andréhette all top 5 Serials 4 Scandinavian Actuarial Journal 3 Insurance Mathematics & Economics 3 Extremes 2 Stochastic Models 2 Electronic Journal of Statistics 2 Dependence Modeling 1 Scandinavian Journal of Statistics 1 Annals of the Institute of Statistical Mathematics 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 Fractional Calculus & Applied Analysis 1 Methodology and Computing in Applied Probability 1 ASTIN Bulletin 1 North American Actuarial Journal 1 Statistics & Risk Modeling all top 5 Fields 20 Statistics (62-XX) 13 Probability theory and stochastic processes (60-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 12 Publications have been cited 55 times in 36 Documents Cited by ▼ Year ▼ Matrix Mittag-Leffler distributions and modeling heavy-tailed risks. Zbl 1450.62044 Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens 11 2020 Dividends: from refracting to ratcheting. Zbl 1417.91260 Albrecher, Hansjörg; Bäuerle, Nicole; Bladt, Martin 10 2018 Multivariate matrix Mittag-Leffler distributions. Zbl 1469.62258 Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens 9 2021 Multivariate fractional phase-type distributions. Zbl 1474.60025 Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens 6 2020 Combined tail estimation using censored data and expert information. Zbl 1448.91255 Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan 4 2020 Mortality modeling and regression with matrix distributions. Zbl 1515.62096 Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens; Yslas, Jorge 4 2022 Threshold selection and trimming in extremes. Zbl 1466.62318 Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan 3 2020 Penalised likelihood methods for phase-type dimension selection. Zbl 1509.60004 Albrecher, Hansjörg; Bladt, Martin; Müller, Alaric J. A. 3 2022 Heavy-tailed phase-type distributions: a unified approach. Zbl 1493.60027 Bladt, Martin; Yslas, Jorge 2 2022 Phase-type distributions for claim severity regression modeling. Zbl 1493.62457 Bladt, Martin 1 2022 Tail measures and regular variation. Zbl 1514.60063 Bladt, Martin; Hashorva, Enkelejd; Shevchenko, Georgiy 1 2022 Continuous scaled phase-type distributions. Zbl 1514.60018 Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens; Yslas, Jorge 1 2023 Continuous scaled phase-type distributions. Zbl 1514.60018 Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens; Yslas, Jorge 1 2023 Mortality modeling and regression with matrix distributions. Zbl 1515.62096 Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens; Yslas, Jorge 4 2022 Penalised likelihood methods for phase-type dimension selection. Zbl 1509.60004 Albrecher, Hansjörg; Bladt, Martin; Müller, Alaric J. A. 3 2022 Heavy-tailed phase-type distributions: a unified approach. Zbl 1493.60027 Bladt, Martin; Yslas, Jorge 2 2022 Phase-type distributions for claim severity regression modeling. Zbl 1493.62457 Bladt, Martin 1 2022 Tail measures and regular variation. Zbl 1514.60063 Bladt, Martin; Hashorva, Enkelejd; Shevchenko, Georgiy 1 2022 Multivariate matrix Mittag-Leffler distributions. Zbl 1469.62258 Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens 9 2021 Matrix Mittag-Leffler distributions and modeling heavy-tailed risks. Zbl 1450.62044 Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens 11 2020 Multivariate fractional phase-type distributions. Zbl 1474.60025 Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens 6 2020 Combined tail estimation using censored data and expert information. Zbl 1448.91255 Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan 4 2020 Threshold selection and trimming in extremes. Zbl 1466.62318 Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan 3 2020 Dividends: from refracting to ratcheting. Zbl 1417.91260 Albrecher, Hansjörg; Bäuerle, Nicole; Bladt, Martin 10 2018 all cited Publications top 5 cited Publications all top 5 Cited by 42 Authors 18 Bladt, Martin 12 Albrecher, Hansjörg 5 Bladt, Mogens 5 Yslas, Jorge 4 Beirlant, Jan 3 Azcue, Pablo 3 Muler, Nora E. 2 Müller, Alaric J. A. 1 Ahmad, Jamaal 1 Angoshtari, Bahman 1 Araujo-Acuna, José Carlos 1 Avanzi, Benjamin 1 Barabesi, Lucio 1 Bayraktar, Erhan 1 Bi, Junna 1 Cerioli, Andrea 1 Eisenberg, Julia 1 Falden, Debbie Kusch 1 Finkelstein, Maxim 1 Furrer, Christian 1 Gao, Hui 1 Gardner, Clara Brimnes 1 Goffard, Pierre-Olivier 1 Goyal, Dheeraj 1 Hainaut, Donatien 1 Hazra, Nil Kamal 1 Krühner, Paul 1 Landriault, David 1 Last, Günter 1 Lkabous, Mohamed Amine 1 Maribe, Gao 1 Meng, Qingbin 1 Song, Zhanjie 1 Steffensen, Mogens 1 Sun, Fuyun 1 Torricelli, Lorenzo 1 Verster, Andréhette 1 Wang, Zijia 1 Worms, Julien 1 Worms, Rym 1 Yin, Chuancun 1 Young, Virginia R. all top 5 Cited in 22 Serials 5 Scandinavian Actuarial Journal 3 Insurance Mathematics & Economics 3 Extremes 3 Electronic Journal of Statistics 2 Communications in Statistics. Theory and Methods 2 Stochastic Models 2 ASTIN Bulletin 2 SIAM Journal on Financial Mathematics 1 Advances in Applied Probability 1 Scandinavian Journal of Statistics 1 Annals of the Institute of Statistical Mathematics 1 Journal of Computational and Applied Mathematics 1 SIAM Journal on Control and Optimization 1 Probability and Mathematical Statistics 1 Statistics 1 Finance and Stochastics 1 Fractional Calculus & Applied Analysis 1 Quantitative Finance 1 North American Actuarial Journal 1 Statistics & Risk Modeling 1 Dependence Modeling 1 Mathematical Foundations of Computing all top 5 Cited in 11 Fields 23 Statistics (62-XX) 20 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 18 Probability theory and stochastic processes (60-XX) 7 Systems theory; control (93-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) 1 Mathematics education (97-XX) Citations by Year