A Tractable Class of Multivariate Phase-Type Distributions for Loss Modeling

DOI10.1080/10920277.2023.2167833arXiv2110.05179OpenAlexW4323825226MaRDI QIDQ6192613

Martin Bladt

Publication date: 13 February 2024

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.05179

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Cites Work

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