2014
On the accuracy of phase-type approximations of heavy-tailed risk models.
Publication
Publication
Scandinavian Actuarial Journal p. 510- 534
| Additional Metadata | |
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| Scandinavian University Press | |
| Scandinavian Actuarial Journal | |
| Organisation | Stochastics |
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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. |
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