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Continuous scaled phase-type distributions
Stochastic Models (SM), 2021
3 March 2021
Hansjoerg Albrecher
Martin Bladt
M. Bladt
Jorge Yslas
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Papers citing
"Continuous scaled phase-type distributions"
3 / 3 papers shown
A tractable class of multivariate phase-type distributions for loss modeling
North American Actuarial Journal (NAAJ), 2021
Martin Bladt
294
9
0
11 Oct 2021
Heavy-tailed phase-type distributions: A unified approach
Martin Bladt
Jorge Yslas
210
7
0
19 Jul 2021
matrixdist: An R Package for Statistical Analysis of Matrix Distributions
Annals of Actuarial Science (AAS), 2021
Martin Bladt
Alaric Mueller
Jorge Yslas
196
3
0
20 Jan 2021
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