2013
Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis
Publication
Publication
Insurance: Mathematics and Economics , Volume 53 p. 366- 378
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Null option (theme 11) | |
Insurance: Mathematics and Economics | |
Organisation | Stochastics |
Vatamidou, E, Adan, I.J.B.F, Vlasiou, M, & Zwart, A.P. (2013). Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis. Insurance: Mathematics and Economics, 53, 366–378.
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