MOGENS BLADT PETERSEN
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ESTIMULOS, PROGRAMAS, PREMIOS Y RECONOCIMIENTOS
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| Firmas | |
| Bladt M. Bladt, M Bladt, M. Bladt, Mogens | |
 ID's SCOPUS |
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| 6602707364 55993630000 | |
 ORCID's |
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| 0000-0003-4795-2773 |
| Áreas de conocimiento | |
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Biology Business, finance Economics Mathematical and computational biology Mathematics Operations research and management science Statistics & probability Statistics and probability Agricultural and biological sciences (miscellaneous) Applied mathematics Computational theory and mathematics Ecology, evolution, behavior and systematics Economics and Econometrics Economics, econometrics and finance (miscellaneous) Engineering (miscellaneous) Mathematics (miscellaneous) Modeling and simulation Statistics and probability Statistics, Probability and Uncertainty |
Coautorías con entidades de la UNAM
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Revistas en las que ha publicado (20):
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Documentos indexados (WoS y Scopus)
| # | Título del documento | Autores | Año | Revista | Fuente | Citas WoS | Citas Scopus |
|---|---|---|---|---|---|---|---|
| 1 | Fitting inhomogeneous phase-type distributions to data: the univariate and the multivariate case | 2ᵒ autor: Bladt M., Albrecher H., Yslas J. | 2022 | SCAND J STAT | WoS-id: 000603603100001 Scopus-id: 2-s2.0-85098326659 | 14 | 11 |
| 2 | Gram?Charlier methods, regime-switching and stochastic volatility in exponential Lévy models | 2ᵒ autor y autor de correspondencia: Bladt M., Asmussen S. | 2022 | QUANTITATIVE FINANCE | WoS-id: 000728202400001 Scopus-id: 2-s2.0-85121350652 | 5 | 5 |
| 3 | From PH/MAP to ME/RAP | 2ᵒ autor y autor de correspondencia: Bladt M., Asmussen S. | 2022 | QUEUEING SYSTEMS | WoS-id: 000771861400001 Scopus-id: 2-s2.0-85126890970 | 0 | 0 |
| 4 | Moments and polynomial expansions in discrete matrix-analytic models | 2ᵒ autor y autor de correspondencia: Bladt M., Asmussen S. | 2022 | STOCHASTIC PROCESSES AND THEIR APPLICATIONS | WoS-id: 000822941400005 Scopus-id: 2-s2.0-85121784807 | 1 | 1 |
| 5 | Mortality modeling and regression with matrix distributions | Coautor: Bladt M., Albrecher H., Yslas J. | 2022 | INSURANCE MATHEMATICS & ECONOMICS | WoS-id: 000861090200001 Scopus-id: 2-s2.0-85136478979 | 7 | 7 |
| 6 | Erratum: Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Bernoulli (2014) 20 (645-675) DOI: 10.3150/12-BEJ501) | 1ᵉʳ autor: Bladt M., Mider M., Sørensen M. | 2021 | Bernoulli | WoS-id: 000592642200009 Scopus-id: 2-s2.0-85097457868 | 0 | 0 |
| 7 | Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon | 1ᵉʳ autor: Bladt M., Ivanovs J. | 2021 | STOCHASTIC PROCESSES AND THEIR APPLICATIONS | WoS-id: 000697748500004 Scopus-id: 2-s2.0-85114134362 | 3 | 3 |
| 8 | Multivariate phase-type theory for the site frequency spectrum | 2ᵒ autor: Bladt M., Hobolth A., Andersen L.N. | 2021 | JOURNAL OF MATHEMATICAL BIOLOGY | WoS-id: 000719335400001 Scopus-id: 2-s2.0-85119125733 | 3 | 3 |
| 9 | Matrix representations of life insurance payments | 1ᵉʳ autor: Bladt M., Asmussen S., Steffensen M. | 2020 | European Actuarial Journal | WoS-id: 000536753200005 Scopus-id: 2-s2.0-85077715096 | 13 | 13 |
| 10 | Matrix Mittag?Leffler distributions and modeling heavy-tailed risks | Coautor y autor de correspondencia: Bladt M., Albrecher H. | 2020 | Extremes | WoS-id: 000537403100001 Scopus-id: 2-s2.0-85085937155 | 15 | 16 |
| 11 | Multivariate fractional phase-type distributions | Coautor y autor de correspondencia: Bladt M., Albrecher H. | 2020 | Fractional Calculus and Applied Analysis | WoS-id: 000591380900010 Scopus-id: 2-s2.0-85096337987 | 7 | 7 |
| 12 | Phase-type distributions in population genetics | Coautor y autor de correspondencia: Bladt M., Hobolth A., Siri-Jégousse A. | 2019 | THEORETICAL POPULATION BIOLOGY | WoS-id: 000470801000003 Scopus-id: 2-s2.0-85063079391 | 25 | 23 |
| 13 | Inhomogeneous phase-type distributions and heavy tails | 2ᵒ autor y autor de correspondencia: Bladt M., Albrecher H. | 2019 | JOURNAL OF APPLIED PROBABILITY | WoS-id: 000502164200006 Scopus-id: 2-s2.0-85076416784 | 21 | 22 |
| 14 | Fitting phase?type scale mixtures to heavy?tailed data and distributions | 1ᵉʳ autor: Bladt, Mogens, Rojas-Nandayapa, Leonardo | 2018 | Extremes | WoS-id: 000431870400005 Scopus-id: 2-s2.0-85040678060 | 13 | 17 |
| 15 | Preface | 1ᵉʳ autor: Bladt M., Nielsen B.F. | 2017 | Probability Theory And Stochastic Modelling | Scopus-id: 2-s2.0-85130874228 | 0 | 0 |
| 16 | Matrix-Exponential Distributions in Applied Probability | 1ᵉʳ autor: Bladt M., Nielsen B.F. | 2017 | Probability Theory And Stochastic Modelling | Scopus-id: 2-s2.0-85130886775 | 0 | 105 |
| 17 | Simulation of multivariate diffusion bridges | 1ᵉʳ autor: Bladt, Mogens, Finch, Samuel, Sorensen, Michael | 2016 | JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY | WoS-id: 000369136600002 Scopus-id: 2-s2.0-84956573633 | 25 | 23 |
| 18 | On the use of functional calculus for phase-type and related distributions | 1ᵉʳ autor: Bladt, Mogens, Navarro, Azucena Campillo, Nielsen, Bo Friis | 2016 | STOCHASTIC MODELS | WoS-id: 000370972000001 Scopus-id: 2-s2.0-84957433067 | 4 | 4 |
| 19 | Saddlepoint approximation to gamma convolutions | Coautor: Bladt M., Choi Y.-H., Cho J.-R., Ha H.-T. | 2016 | Proceedings of the Jangjeon Mathematical Society | Scopus-id: 2-s2.0-84958254335 | 0 | 0 |
| 20 | Calculation of ruin probabilities for a dense class of heavy tailed distributions | 1ᵉʳ autor: Bladt M., Nielsen B.F., Samorodnitsky G. | 2015 | SCANDINAVIAN ACTUARIAL JOURNAL | WoS-id: 000361479300002 Scopus-id: 2-s2.0-84942198534 | 20 | 22 |
| 21 | Simple simulation of diffusion bridges with application to likelihood inference for diffusions | 1ᵉʳ autor: Bladt M., Sorensen, M | 2014 | Bernoulli | WoS-id: 000333440800010 Scopus-id: 2-s2.0-84899101300 | 28 | 27 |
| 22 | Bilateral Matrix-Exponential Distributions | 1ᵉʳ autor: Bladt M., Esparza L.J.R., Nielsen B.F. | 2013 | Springer Proceedings in Mathematics & Statistics | Scopus-id: 2-s2.0-84883323372 | 0 | 8 |
| 23 | MOMENT DISTRIBUTIONS OF PHASE TYPE | 1ᵉʳ autor: Bladt M., Nielsen B.F. | 2011 | STOCHASTIC MODELS | WoS-id: 000299783900013 Scopus-id: 2-s2.0-84855796458 | 6 | 7 |
| 24 | FISHER INFORMATION AND STATISTICAL INFERENCE FOR PHASE-TYPE DISTRIBUTIONS | 1ᵉʳ autor: Bladt M., Esparza, LJR, Nielsen B.F. | 2011 | JOURNAL OF APPLIED PROBABILITY | WoS-id: 000311870100022 Scopus-id: 2-s2.0-84880650143 | 13 | 17 |
| 25 | MULTIVARIATE MATRIX-EXPONENTIAL DISTRIBUTIONS | 1ᵉʳ autor: Bladt M., Nielsen B.F. | 2010 | STOCHASTIC MODELS | WoS-id: 000276102500001 Scopus-id: 2-s2.0-77951250024 | 19 | 24 |
| 26 | ON THE CONSTRUCTION OF BIVARIATE EXPONENTIAL DISTRIBUTIONS WITH AN ARBITRARY CORRELATION COEFFICIENT | 1ᵉʳ autor: Bladt M., Nielsen B.F. | 2010 | STOCHASTIC MODELS | WoS-id: 000280873800007 Scopus-id: 2-s2.0-77952008504 | 18 | 21 |
| 27 | Efficient estimation of transition rates between credit ratings from observations at discrete time points | 1ᵉʳ autor: Bladt M., Sorensen, M | 2009 | QUANTITATIVE FINANCE | WoS-id: 000265409000003 Scopus-id: 2-s2.0-67651250716 | 30 | 33 |
| 28 | PRICING DERIVATIVES INCORPORATING STRUCTURAL MARKET CHANGES AND IN TIME CORRELATION | 1ᵉʳ autor: Bladt, M, Mendez, E, Padilla, P | 2008 | STOCHASTIC MODELS | WoS-id: 000261383400004 Scopus-id: 2-s2.0-55849150963 | 2 | 1 |
| 29 | Stochastic Models: Preface | 1ᵉʳ autor: Bladt M., Mimbela J.A.L., Ruiz De Chavez J., Navarro R. | 2006 | STOCHASTIC MODELS | WoS-id: 000240436000001 Scopus-id: 2-s2.0-33748674006 | 0 | 0 |
| 30 | Statistical inference for discretely observed Markov jump processes | 1ᵉʳ autor: Bladt M., Sørensen M. | 2005 | JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY | WoS-id: 000229902600005 Scopus-id: 2-s2.0-20744455048 | 93 | 98 |
| 31 | A Review on Phase-type Distributions and their Use in Risk Theory | 1ᵉʳ autor y autor de correspondencia: Bladt, M. | 2005 | ASTIN BULL | WoS-id: 000238124500009 Scopus-id: 2-s2.0-85011452717 | 54 | 62 |
| 32 | Matrix-exponential distributions: Calculus and interpretations via flows | 1ᵉʳ autor: Bladt M., Neuts M.F. | 2003 | STOCHASTIC MODELS | WoS-id: 000182103700004 Scopus-id: 2-s2.0-0037263505 | 34 | 49 |
| 33 | Point processes with finite-dimensional conditional probabilities | 2ᵒ autor y autor de correspondencia: Bladt M., Asmussen S. | 1999 | STOCHASTIC PROCESSES AND THEIR APPLICATIONS | WoS-id: 000080962800007 Scopus-id: 2-s2.0-0013069912 | 32 | 46 |
| 34 | An actuarial approach to option pricing under the physical measure and without market assumptions | 1ᵉʳ autor: Bladt M., Rydberg T.H. | 1998 | INSURANCE MATHEMATICS & ECONOMICS | WoS-id: 000074096400007 Scopus-id: 2-s2.0-0032523515 | 34 | 44 |
| 35 | The variance constant for the actual waiting time of the PH/PH/1 queue | 1ᵉʳ autor y autor de correspondencia: Bladt M. | 1996 | ANNALS OF APPLIED PROBABILITY | Scopus-id: 2-s2.0-0030523635 | 0 | 7 |
Capítulos de libros (WoS y Scopus)
| # | Título del capítulo | Título del libro | Autores | Alcance | Año | ISBN | Fuente |
|---|---|---|---|---|---|---|---|
| 1 | Preliminaries on Stochastic Processes | Matrix-Exponential Distributions In Applied Probability | Bladt, Mogens, Nielsen, Bo Friis, | Article | 2017 | 9781493970490 | WoS-id: 000434008100002 |
| 2 | Matrix-Exponential Distributions in Applied Probability Preface | Matrix-Exponential Distributions In Applied Probability | Bladt, Mogens, Nielsen, Bo Friis, | Editorial Material | 2017 | 9781493970490 | WoS-id: 000434008100001 |
| 3 | Martingales and More General Markov Processes | Matrix-Exponential Distributions In Applied Probability | Bladt, Mogens, Nielsen, Bo Friis, | Article | 2017 | 9781493970490 | WoS-id: 000434008100003 Scopus-id: 2-s2.0-85130922716 |
| 4 | Phase-Type Distributions | Matrix-Exponential Distributions In Applied Probability | Bladt, Mogens, Nielsen, Bo Friis, | Article | 2017 | 9781493970490 | WoS-id: 000434008100004 Scopus-id: 2-s2.0-85130975576 |
| 5 | Matrix-Exponential Distributions | Matrix-Exponential Distributions In Applied Probability | Bladt, Mogens, Nielsen, Bo Friis, | Article | 2017 | 9781493970490 | WoS-id: 000434008100005 Scopus-id: 2-s2.0-85130958465 |
| 6 | Renewal Theory | Matrix-Exponential Distributions In Applied Probability | Bladt, Mogens, Nielsen, Bo Friis, | Article | 2017 | 9781493970490 | WoS-id: 000434008100006 Scopus-id: 2-s2.0-85130907463 |
| 7 | Random Walks | Matrix-Exponential Distributions In Applied Probability | Bladt, Mogens, Nielsen, Bo Friis, | Article | 2017 | 9781493970490 | WoS-id: 000434008100007 Scopus-id: 2-s2.0-85130914645 |
| 8 | Regeneration and Harris Chains | Matrix-Exponential Distributions In Applied Probability | Bladt, Mogens, Nielsen, Bo Friis, | Article | 2017 | 9781493970490 | WoS-id: 000434008100008 |
| 9 | Multivariate Distributions | Matrix-Exponential Distributions In Applied Probability | Bladt, Mogens, Nielsen, Bo Friis, | Article | 2017 | 9781493970490 | WoS-id: 000434008100009 Scopus-id: 2-s2.0-85130899584 |
| 10 | Markov Additive Processes | Matrix-Exponential Distributions In Applied Probability | Bladt, Mogens, Nielsen, Bo Friis, | Article | 2017 | 9781493970490 | WoS-id: 000434008100010 Scopus-id: 2-s2.0-85130936216 |
| 11 | Markovian Point Processes | Matrix-Exponential Distributions In Applied Probability | Bladt, Mogens, Nielsen, Bo Friis, | Article | 2017 | 9781493970490 | WoS-id: 000434008100011 Scopus-id: 2-s2.0-85130932639 |
| 12 | Some Applications to Risk Theory | Matrix-Exponential Distributions In Applied Probability | Bladt, Mogens, Nielsen, Bo Friis, | Article | 2017 | 9781493970490 | WoS-id: 000434008100012 Scopus-id: 2-s2.0-85130893888 |
| 13 | Statistical Methods for Markov Processes | Matrix-Exponential Distributions In Applied Probability | Bladt, Mogens, Nielsen, Bo Friis, | Article | 2017 | 9781493970490 | WoS-id: 000434008100013 Scopus-id: 2-s2.0-85130915884 |
| 14 | Estimation of Phase-Type Distributions | Matrix-Exponential Distributions In Applied Probability | Bladt, Mogens, Nielsen, Bo Friis, | Article | 2017 | 9781493970490 | WoS-id: 000434008100014 |
| 15 | Matrix-Exponential Distributions in Applied Probability Appendix A | Matrix-Exponential Distributions In Applied Probability | Bladt, Mogens, Nielsen, Bo Friis, | Article | 2017 | 9781493970490 | WoS-id: 000434008100015 |
No se encuentran registros en la base de datos de obras con ISBN (Indautor).
No se encuentran registros en la base de datos de proyectos.
Participación en Comités de Tesis
Docencia Impartida
| # | Entidad | Nivel | Asignatura | Año | Semestre | Alumnos |
|---|---|---|---|---|---|---|
| 1 | Instituto de Investigaciones en Matemáticas Aplicadas y en Sistemas | Maestría | CURSO AVANZADO DE PROBABILIDAD,PROBABILIDAD APLICADA | 2017 | 2018-1 | 7 |
| 2 | Instituto de Investigaciones en Matemáticas Aplicadas y en Sistemas | Maestría | TEORIA DE RIESGO | 2015 | 2015-2 | 4 |
| 3 | Facultad de Ciencias | Licenciatura | SEM MATEMATICAS APLICADAS I | 2014 | 2014-2 | 13 |
| 4 | Instituto de Investigaciones en Matemáticas Aplicadas y en Sistemas | Maestría | PROBABILIDAD II | 2013 | 2013-2 | 4 |
| 5 | Instituto de Investigaciones en Matemáticas Aplicadas y en Sistemas | Maestría | CURSO AVANZADO DE PROBABILIDAD | 2012 | 2012-2 | 7 |
| 6 | Facultad de Ciencias | Licenciatura | TEORIA DEL RIESGO | 2011 | 2011-2 | 48 |
| 7 | Facultad de Ciencias | Licenciatura | TEORIA DEL RIESGO | 2010 | 2010-2 | 22 |
| 8 | Instituto de Investigaciones en Matemáticas Aplicadas y en Sistemas | Maestría | TEORIA DE RIESGO | 2010 | 2010-2 | 6 |
| 9 | Instituto de Investigaciones en Matemáticas Aplicadas y en Sistemas | Maestría | CURSO AVANZADO DE ESTADISTICA | 2009 | 2009-2 | 7 |
| 10 | Instituto de Investigaciones en Matemáticas Aplicadas y en Sistemas | Maestría | CURSO AVANZADO DE PROBABILIDAD | 2008 | 2009-1 | 12 |
No se encuentran registros en la base de datos de patentes.
No se encuentran registros en la base de datos de libros completos (Humanindex).
Capítulos de libros (Humanindex)
| # | Título del libro | Título del capítulo | ISBN | Editorial | Año | Fuente |
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