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Continuous scaled phase-type distributions - MaRDI portal

Continuous scaled phase-type distributions (Q6044276)

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scientific article; zbMATH DE number 7686815
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English
Continuous scaled phase-type distributions
scientific article; zbMATH DE number 7686815

    Statements

    title
    Continuous scaled phase-type distributions (English)
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    author
    Hansjoerg Albrecher
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    Martin Bladt
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    Mogens Bladt
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    Jorge Yslas
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    publication date
    17 May 2023
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    zbMATH Keywords
    heavy tails
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    parameter estimation
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    phase-type
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    scale mixtures
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    cites work
    Reinsurance
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    Q3838095
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    Q4285328
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    Q5525727
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    Q3771313
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    Q3860550
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    Functions of Matrices
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    Q3838096
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    Q4340161
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    Identifiers

    arXiv ID
    2103.02457
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    Mathematics Subject Classification ID
    60E05
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    60G70
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    60J22
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    62F10
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    62N01
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    62P05
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    zbMATH DE Number
    7686815
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    OpenAlex ID
    W3134540330
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