Publications

Submitted manuscripts

  1. Bladt, M., & Yslas, J. (2026+). Cure models: from mixture to matrix distributions. Preprint. arXiv:2601.19774.
  2. Alyafie, A., Constantinescu, C., & Yslas, J. (2025+). Designing optimal bonus-malus systems under frequency-severity dependence via phase-type distributions. Preprint.

Published peer-reviewed articles

  1. Furrer, C., Sørensen, J.J., & Yslas, J. (2025). Bivariate phase-type distributions for experience rating in disability insurance. European Actuarial Journal. 1-37. doi:10.1007/s13385-025-00439-2,  arXiv:2405.19248.
  2. Bladt, M., Peralta, O., & Yslas, J. (2025). Assessing continuous common-shock risk through matrix distributions. 1-38. doi:10.1080/03461238.2025.2596025, arXiv:2507.15637.
  3. Bladt, M., Mueller, A., & Yslas, J. (2025). matrixdist: An R package for statistical analysis of matrix distributions. Annals of Actuarial Science, 1-35. doi:10.1017/S1748499525100134, arXiv:2101.07987.
  4. Yslas, J. (2025). Phase-type frailty models: a flexible approach to modeling unobserved heterogeneity in survival analysis. Scandinavian Actuarial Journal, 1-29. doi:10.1080/03461238.2025.2520586, arXiv:2103.13142.
  5. Alyafie, A., Constantinescu, C., & Yslas, J. (2025). Evaluating transition rules for enhancing fairness in bonus-malus systems: An application to the Saudi Arabian auto insurance market. Risks, 13(1), 18. doi:10.3390/risks13010018.
  6. 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, ssrn.4310567.
  7. 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, arXiv:2111.00581.
  8. 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, arXiv:2103.02457.
  9. 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, arXiv:2011.03219.
  10. Bladt, M., & Yslas, J. (2022). Heavy-tailed phase-type distributions: A unified approach. Extremes, 25, 529-560. doi:10.1007/s10687-022-00436-8, arXiv:2107.09023.
  11. 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, arXiv:2006.13003.
  12. Heiny, J., Mikosch, T., & Yslas, J. (2021). Point process convergence for the off-diagonal entries of sample covariance matrices. Annals of Applied Probability, 31(2), 538-560. doi:10.1214/20-AAP1597, arXiv:2002.07771.
  13. 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, arXiv:1904.04607.

In professional journals

  1. Alyafie, A., Constantinescu, C., & Yslas, J. (2023). An analysis of the current Saudi Arabian no-claim discount system and its adaptability for novice women drivers. CAS E-Forum, Spring (May). E-Forum. Winner manuscript of the 2023 CAS Ratemaking Call Paper Program.