Fitting inhomogeneous phase-type distributions to data: the univariate
and the multivariate case

v1v2 (latest)

Fitting inhomogeneous phase-type distributions to data: the univariate and the multivariate case

23 June 2020

Hansjoerg Albrecher

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Papers citing "Fitting inhomogeneous phase-type distributions to data: the univariate and the multivariate case"

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Title
Bivariate phase-type distributions for experience rating in disability insurance Christian Furrer Jacob Juhl Sorensen Jorge Yslas 81 1 0 29 May 2024
Aggregate Markov models in life insurance: estimation via the EM algorithm Jamaal Ahmad M. Bladt 14 3 0 20 Dec 2022
Estimating absorption time distributions of general Markov jump processes Jamaal Ahmad Martin Bladt M. Bladt 8 0 0 22 Jul 2022
Phase-type mixture-of-experts regression for loss severities Martin Bladt Jorge Yslas 13 10 0 31 Oct 2021
Heavy-tailed phase-type distributions: A unified approach Martin Bladt Jorge Yslas 110 4 0 19 Jul 2021
matrixdist: An R Package for Statistical Analysis of Matrix Distributions Martin Bladt Alaric Mueller Jorge Yslas 19 1 0 20 Jan 2021
Mortality modeling and regression with matrix distributions Hansjoerg Albrecher Martin Bladt M. Bladt Jorge Yslas 29 18 0 06 Nov 2020