| Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case H Albrecher, M Bladt, J Yslas Scandinavian Journal of Statistics 49 (1), 44-77, 2022 | 27 | 2022 |
| Mortality modeling and regression with matrix distributions H Albrecher, M Bladt, M Bladt, J Yslas Insurance: Mathematics and Economics 107, 68-87, 2022 | 14 | 2022 |
| Continuous scaled phase-type distributions H Albrecher, M Bladt, M Bladt, J Yslas Stochastic Models 39 (2), 293-322, 2023 | 9 | 2023 |
| Point process convergence for the off-diagonal entries of sample covariance matrices J Heiny, T Mikosch, J Yslas | 8 | 2021 |
| Matrixdist: Statistics for matrix distributions M Bladt, J Yslas R package version 1 (2), 2021 | 7 | 2021 |
| matrixdist: An R package for inhomogeneous phase-type distributions M Bladt, J Yslas arXiv e-prints, arXiv: 2101.07987, 2021 | 7 | 2021 |
| Inhomogeneous Markov survival regression models M Bladt, J Yslas arXiv preprint arXiv:2011.03219, 2020 | 7 | 2020 |
| Phase-type mixture-of-experts regression for loss severities M Bladt, J Yslas Scandinavian Actuarial Journal 2023 (4), 303-329, 2023 | 6 | 2023 |
| Gumbel and Fréchet convergence of the maxima of independent random walks T Mikosch, J Yslas Advances in Applied Probability 52 (1), 213-236, 2020 | 4 | 2020 |
| Heavy-tailed phase-type distributions: a unified approach M Bladt, J Yslas Extremes 25 (3), 529-565, 2022 | 2 | 2022 |
| Package ‘matrixdist’ MM Bladt, S Asmussen, O Nerman, M Olsson, H Albrecher, M Bladt, ... | | 2023 |
| CAS Research Review Q&A: Analysis of The Current Saudi Arabian No-Claim Discount System A Alyafie, C Constantinescu, J Yslas | | 2023 |
| An Analysis of the Current Saudi Arabian No-Claim Discount System and Its Adaptability For Novice Women Drivers A Alyafie, C Constantinescu, J Yslas E-Forum, 2023 | | 2023 |
| Robust Claim Frequency Modeling Through Phase-Type Mixture-of-Experts Regression M Bladt, J Yslas Available at SSRN 4310567, 2022 | | 2022 |
| Package ‘matrixdist’ M Bladt, J Yslas | | 2021 |
| Fitting phase-type frailty models J Yslas arXiv preprint arXiv:2103.13142, 2021 | | 2021 |
| matrixdist: An R Package for Statistical Analysis of Matrix Distributions M Bladt, A Mueller, J Yslas arXiv preprint arXiv:2101.07987, 2021 | | 2021 |
| Point process convergence of random walks and the estimation of multivariate heavy–tailed distributions J Yslas University of Copenhagen, 2020 | | 2020 |
| Heavy-tailed Phase-type Distributions J Yslas-Altamirano Department of Mathematical Sciences, University of Copenhagen, 2017 | | 2017 |
Martin BladtAssociate Professor at University of CopenhagenBestätigte E-Mail-Adresse bei math.ku.dk
