Mogens Bladt

Mogens Bladt is a Professor of Applied Probability and Insurance Mathematics at the Department of Mathematical Sciences, University of Copenhagen. He has held positions since 2018 after 24 years as Principal Researcher at the National University of Mexico (1994-2018), with visiting professorships at Technical University of Denmark and University of Copenhagen since 2001.

• Research: Focuses on time-inhomogeneous phase-type distributions, matrix-oriented life insurance models, heavy-tailed distributions, and diffusion bridge simulation
• Teaching: Offers graduate/undergraduate courses in Applied Probability, Stochastic Processes, Risk Theory, and Numerical Analysis

Scientific Contributions: Developed R packages for Markov jump processes, phase-type distributions, and diffusion bridges. Holds grants from Mexico and Denmark, including Danish Research Council funding (2007–2008).

• Supervised 5 PhD, 8 Master’s, and 13 Bachelor’s theses
• Organized academic workshops and served as Associate Editor for Stochastic Models since 1997