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Albrecher, Hansjörg, Bladt, Martin, Bladt, Mogens and Yslas, Jorge
(2023)
Continuous scaled phase-type distributions.
Stochastic Models, 39 (2).
pp. 293-322.
Bladt, Martin and Yslas, Jorge
(2022)
Heavy-tailed phase-type distributions: a unified approach.
Extremes, 25 (3).
pp. 529-565.
Albrecher, Hansjörg, Bladt, Martin, Bladt, Mogens and Yslas, Jorge
(2022)
Mortality modeling and regression with matrix distributions.
Insurance: Mathematics and Economics, 107.
pp. 68-87.
Bladt, Martin and Yslas, Jorge
(2023)
Phase-type mixture-of-experts regression for loss severities.
Scandinavian Actuarial Journal, 2023 (4).
pp. 303-329.
Bladt, Martin and Yslas, Jorge
(2023)
Robust claim frequency modeling through phase-type mixture-of-experts regression.
Insurance: Mathematics and Economics, 111.
pp. 1-22.