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researcher

M. Bladt

19 papers hereh-index 221.6k citations76 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author4
  • middle author6
  • last author8

Across the 18 of 19 papers where every author was matched, so the position is known.

fields
  • math.PR7
  • math.ST7
  • stat.ME3
  • q-bio.PE1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20142024
most citedSimple simulation of diffusion bridges with application to likelihood inference for diffusions

58 citations · 76 across the 12 of their papers we have counts for

collaborators
Showing 2022 · math.PRShow all

1 paper · 2 filters

math.PR2022

Aggregate Markov models in life insurance: properties and valuation

Jamaal Ahmad, Mogens Bladt, Christian Furrer

In multi-state life insurance, an adequate balance between analytic tractability, computational efficiency, and statistical flexibility is of great importance. This might explain t…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.