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, A.P. (2014). On the accuracy of phase-type approximations of heavy-tailed risk models. Scandinavian Actuarial Journal, 510–534.
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