Pages that link to "Item:Q4576866"
From MaRDI portal
The following pages link to On the accuracy of phase-type approximations of heavy-tailed risk models (Q4576866):
Displaying 12 items.
- Approximation of ruin probabilities via Erlangized scale mixtures (Q1697232) (← links)
- Sensitivity of the stability bound for ruin probabilities to claim distributions (Q2176368) (← links)
- On corrected phase-type approximations of the time value of ruin with heavy tails (Q2291759) (← links)
- Evaluating readmission rates and discharge planning by analyzing the length-of-stay of patients (Q2329891) (← links)
- Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis (Q2513594) (← links)
- Optimizing dividends and capital injections limited by bankruptcy, and practical approximations for the Cramér-Lundberg process (Q2684917) (← links)
- Phase Transitions in Multiserver Queuing Systems (Q4690253) (← links)
- A Review on Phase-type Distributions and their Use in Risk Theory (Q5490583) (← links)
- Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)
- Building mean field ODE models using the generalized linear chain trick & Markov chain theory (Q5862035) (← links)
- PH approximation of two-barrier ruin probability for Lévy risk having two-sided PH jumps (Q6542688) (← links)
- Analysis of a dependent perturbed renewal risk model with heavy-tailed distributions (Q6544208) (← links)