2014
On the accuracy of phase-type approximations of heavy-tailed risk models.
Publication
Publication
Scandinavian Actuarial Journal p. 510- 534
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Scandinavian University Press | |
Scandinavian Actuarial Journal | |
Organisation | Stochastics |
Vatamidou, E., Adan, I. J. B. F., Vlasiou, M., & Zwart, B. (2014). On the accuracy of phase-type approximations of heavy-tailed risk models. Scandinavian Actuarial Journal, 510–534. |