Statistical inference for discretely observed Markov jump processes M Bladt, M Sørensen Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2005 | 222 | 2005 |

Matrix-exponential distributions in applied probability M Bladt, BF Nielsen Springer 81, 1-736, 2017 | 208 | 2017 |

An actuarial approach to option pricing under the physical measure and without market assumptions M Bladt, TH Rydberg Insurance: Mathematics and Economics 22 (1), 65-73, 1998 | 205 | 1998 |

Renewal theory and queueing algorithms for matrix-exponential distributions S Asmussen, M Bladt Lecture notes in pure and applied mathematics, 313-342, 1996 | 171 | 1996 |

A review on phase-type distributions and their use in risk theory M Bladt ASTIN Bulletin: The Journal of the IAA 35 (1), 145-161, 2005 | 134 | 2005 |

Point processes with finite-dimensional conditional probabilities S Asmussen, M Bladt Stochastic Processes and their Applications 82 (1), 127-142, 1999 | 74 | 1999 |

Simple simulation of diffusion bridges with application to likelihood inference for diffusions M Bladt, M Sørensen | 70 | 2014 |

Efficient estimation of transition rates between credit ratings from observations at discrete time points M Bladt, M Sørensen Quantitative Finance 9 (2), 147-160, 2009 | 67 | 2009 |

The estimation of Phase-type related functionals using Markov chain Monte Carlo methods M Bladt, A Gonzalez, SL Lauritzen Scandinavian Actuarial Journal 2003 (4), 280-300, 2003 | 65 | 2003 |

Matrix‐exponential distributions: calculus and interpretations via flows M Bladt, MF Neuts Taylor & Francis Group 19 (1), 113-124, 2003 | 65 | 2003 |

Simulation of multivariate diffusion bridges M Bladt, S Finch, M Sørensen Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2016 | 47 | 2016 |

Multivariate matrix-exponential distributions M Bladt, BF Nielsen Stochastic models 26 (1), 1-26, 2010 | 44 | 2010 |

Phase-type distributions in population genetics A Hobolth, A Siri-Jegousse, M Bladt Theoretical population biology 127, 16-32, 2019 | 42 | 2019 |

Inhomogeneous phase-type distributions and heavy tails H Albrecher, M Bladt Journal of Applied Probability 56 (4), 1044-1064, 2019 | 39 | 2019 |

Phase-type distributions and risk processes with state-dependent premiums S Asmussen, M Bladt Scandinavian Actuarial Journal 1996 (1), 19-36, 1996 | 37 | 1996 |

Calculation of ruin probabilities for a dense class of heavy tailed distributions M Bladt, BF Nielsen, G Samorodnitsky Scandinavian Actuarial Journal 2015 (7), 573-591, 2015 | 34 | 2015 |

On the construction of bivariate exponential distributions with an arbitrary correlation coefficient M Bladt, BF Nielsen Stochastic Models 26 (2), 295-308, 2010 | 32 | 2010 |

Distributions of reward functions on continuous-time Markov chains M Bladt, B Meini, MF Neuts, B Sericola Matrix-analytic Methods: Theory and Applications, 39-62, 2002 | 30 | 2002 |

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 | 28 | 2022 |

Maximum likelihood estimation of phase-type distributions LJR Esparza Technical University of Denmark, 2011 | 28 | 2011 |