Fitting bivariate losses with phase-type distributions (Q2868608)

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scientific article; zbMATH DE number 6239147
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Fitting bivariate losses with phase-type distributions
scientific article; zbMATH DE number 6239147

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    Fitting bivariate losses with phase-type distributions (English)
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    17 December 2013
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    bivariate phase-type distribution
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    EM algorithm
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    parametric bootstrap
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    goodness-of-fit
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    actuarial applications
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