Prof. Mogens Bladt
Professor, Applied Probability and Insurance Mathematics, University of Copenhagen, Denmark

Mogens graduated as a statistician from the University of Aarhus in 1991 and received his PhD from Alborg University in 1993. He then moved to the Institute for Applied Mathematics at the Universidad Nacional Autonoma de Mexico (UNAM) where he has done research in and taught applied probability with a view to insurance mathematics and mathematical finance.

Mogens has preserved a professional relation to Denmark working together with researches such as Søren Asmussen, Steffen Lauritzen, Michael Sørensen and Bo Friis Nielsen, and he has visited departments at both the University of Copenhagen and the Technical University of Denmark for longer periods. He was a visiting professor here at MATH in 2015-2017.

Mogens has published articles in finance and statistical inference for stochastic processes, but his main area is within applied probability calculations, especially for phase-type distributions and matrix exponential allocations and their applications in operations analysis, insurance mathematics and finance. Recently, Mogens has published a book with Bo Friis Nielsen titled “Matrix-Exponential Distributions in Applied Probability” on Springer-Verlag.

The reason the department recruits a professor more in this field is mainly due to the greatly increased number of insurance mathematicians we teach each year. You can find Mogens in office 04.1.16.