Author:
Albrecher Hansjörg,Bladt Martin,Bladt Mogens,Yslas Jorge
Funder
Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference56 articles.
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2. Inhomogeneous phase-type distributions and heavy tails;Albrecher;Journal of Applied Probability,2019
3. Albrecher, H., Bladt, M., Müller, A.J., 2022a. Penalised likelihood methods for phase-type dimension selection. Preprint.
4. Fitting inhomogeneous phase-type distributions to data: the univariate and the multivariate case;Albrecher;Scandinavian Journal of Statistics,2022
5. Old-age provision: past, present, future;Albrecher;European Actuarial Journal,2016
Cited by
9 articles.
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