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