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