Publications
2024
2023
Robust claim frequency modeling through phase-type mixture-of-experts regression
Bladt, M., & Yslas, J. (2023). Robust claim frequency modeling through phase-type mixture-of-experts regression. Insurance: Mathematics and Economics, 111, 1-22. doi:10.1016/j.insmatheco.2023.02.008
An Analysis of the Current Saudi Arabian No-Claim Discount System and Its Adaptability For Novice Women Drivers
Alyafie, A., Constantinescu, C., & Yslas Altamirano, J. (2023). An Analysis of the Current Saudi Arabian No-Claim Discount Systemand Its Adaptability For Novice Women Drivers. CAS E-Forum.
Phase-type mixture-of-experts regression for loss severities
Bladt, M., & Yslas, J. (2023). Phase-type mixture-of-experts regression for loss severities. Scandinavian Actuarial Journal, 2023(4), 303-329. doi:10.1080/03461238.2022.2097019
Continuous scaled phase-type distributions
Albrecher, H., Bladt, M., Bladt, M., & Yslas, J. (2023). Continuous scaled phase-type distributions. Stochastic Models, 39(2), 293-322. doi:10.1080/15326349.2022.2089683
2022
Mortality modeling and regression with matrix distributions
Albrecher, H., Bladt, M., Bladt, M., & Yslas, J. (2022). Mortality modeling and regression with matrix distributions. Insurance: Mathematics and Economics, 107, 68-87. doi:10.1016/j.insmatheco.2022.08.001
Fitting inhomogeneous phase-type distributions to data: the univariate and the multivariate case
Albrecher, H., Bladt, M., & Yslas, J. (2022). Fitting inhomogeneous phase-type distributions to data: the univariate and the multivariate case. SCANDINAVIAN JOURNAL OF STATISTICS, 49(1), 44-77. doi:10.1111/sjos.12505
Heavy-tailed phase-type distributions: a unified approach.
Bladt, M., & Yslas, J. (2022). Heavy-tailed phase-type distributions: a unified approach.. Extremes, 25(3), 529-565. doi:10.1007/s10687-022-00436-8
2021
Point process convergence for the off-diagonal entries of sample covariance matrices
Heiny, J., Mikosch, T., & Yslas, J. (2021). Point process convergence for the off-diagonal entries of sample covariance matrices. The Annals of Applied Probability, 31(2). doi:10.1214/20-aap1597
2020
Gumbel and Fréchet convergence of the maxima of independent random walks
Mikosch, T., & Yslas, J. (2020). Gumbel and Fréchet convergence of the maxima of independent random walks. Advances in Applied Probability, 52(1), 213-236. doi:10.1017/apr.2019.57