We present a coarse-grained model for n-alkanes in a supercritical solution, which is exemplified by a mixture of hexadecane and CO2. For pure hexadecane, the Monte Carlo simulations of the coarse-grained model reproduce the experimental phase diagram and the interfacial tension with good accuracy. For the mixture, the phase behavior sensitively depends on the compatibility of the polymer with the solvent. We present a global phase diagram with critical lines, which is in semiquantitative agreement with experiments. In this context we developed two computational schemes: The first adopts Wang-Landau sampling to the off-lattice grand canonical ensemble, the second combines umbrella sampling with an extrapolation scheme to determine the weight function. Additionally, we use Wertheim's theory (TPT1) to obtain the equation of state for our coarse-grained model of supercritical mixtures and discuss the behavior for longer alkanes. (C) 2004 American Institute of Physics.