Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference27 articles.
1. Fitting inhomogeneous phase-type distributions to data: the univariate and the multivariate case;Albrecher;Scandinavian Journal of Statistics,2022
2. A tractable class of multivariate phase-type distributions for loss modeling;Bladt;North American Actuarial Journal,2023
3. Bladt, M., Yslas, J., 2022. matrixdist: Statistics for Matrix Distributions. R package version 1.1.5.
4. Phase-type mixture-of-experts regression for loss severities;Bladt;Scandinavian Actuarial Journal,2022