Professeurs et Recherche

Martin Bladt

Coordonnées

Chercheur FNS senior
Département de sciences actuarielles

Assistant du professeur Hansjoerg Albrecher

Contact
Martin.Bladt@unil.ch
Tél 021.692.33.42

Adresse postale
Université de Lausanne
Quartier UNIL-Chamberonne
Bâtiment Extranef
1015 Lausanne

Publications

9 dernières publications

: Revue avec comité de lecture

In Press

	Albrecher H., Bladt M. ; Vatamidou E. (in press). Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails. Methodology and Computing in Applied Probability.

	Albrecher H., Bladt Martin ; Bladt Mogens (in press). Multivariate Matrix Mittag-Leffler distributions. Ann. Inst. Statist. Math.

2020

	Albrecher H., Bladt Martin ; Bladt Mogens (2020). Matrix Mittag-Leffler distributions and modeling heavy-tailed risks. Extremes, 23, 425–450.

	Albrecher Hansjoerg, Bladt Martin ; Bladt Mogens (2020). Multivariate fractional phase-type distributions. Fractional Calculus and Applied Analysis, 23, 1431-1451.

	Bladt M., Albrecher H. ; Beirlant J. (2020). Combined tail estimation using censored data and expert information. Scandinavian Actuarial Journal, 2020, 503-525.

	Bladt M., Albrecher H. ; Beirlant J. (2020). Trimming and threshold selection in extremes. Extremes, 23, 629-665.

	BLADT Martin, Albrecher Hansjörg (Dir.) (2020). Statistics of extremes, matrix distributions and applications in non-life insurance modeling. Université de Lausanne, Faculté des hautes études commerciales.

2019

	Albrecher H., Bladt M., Kortschak D., Prettenthaler F. ; Swierczynski T. (2019). Flood occurrence change-point analysis in the paleoflood record from Lake Mondsee (NE Alps). Global and Planetary Change, 178, 65-76.

	Daily-Amir D., Albrecher H., Bladt M. ; Wagner J. (2019). On market share drivers in the Swiss mandatory health insurance sector. Risks, 7, 114.