activity
20192021
collaborators

9 papers

math.PR2021

Fractional Inhomogeneous Multi-state Models in Life Insurance

Martin Bladt

In this paper, we demonstrate through the use of matrix calculus a transparent analysis of fractional inhomogeneous Markov models for life insurance where transition matrices commu…

stat.ME2021

Time series models with infinite-order partial copula dependence

Martin Bladt, Alexander J. McNeil

Stationary and ergodic time series can be constructed using an s-vine decomposition based on sets of bivariate copula functions. The extension of such processes to infinite copula…

math.ST2021

Trimmed extreme value estimators for censored heavy-tailed data

Martin Bladt, Hansjoerg Albrecher, Jan Beirlant

We consider estimation of the extreme value index and extreme quantiles for heavy-tailed data that are right-censored. We study a general procedure of removing low importance obser…

math.PR2020

Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails

Hansjörg Albrecher, Martin Bladt, Eleni Vatamidou

We consider the classical Cramér-Lundberg risk model with claim sizes that are mixtures of phase-type and subexponential variables. Exploiting a specific geometric compound represe…

math.PR2020

Multivariate fractional phase--type distributions

Hansjoerg Albrecher, Martin Bladt, Mogens Bladt

We extend the Kulkarni class of multivariate phase--type distributions in a natural time--fractional way to construct a new class of multivariate distributions with heavy-tailed Mi…

math.PR2020

Multivariate Matrix Mittag--Leffler distributions

Hansjoerg Albrecher, Martin Bladt, Mogens Bladt

We extend the construction principle of multivariate phase-type distributions to establish an analytically tractable class of heavy-tailed multivariate random variables whose margi…