13 results
PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 52 / Issue 2 / May 2022
- Published online by Cambridge University Press:
- 07 January 2022, pp. 417-448
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- May 2022
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Explicit results on conditional distributions of generalized exponential mixtures
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- Journal of Applied Probability / Volume 57 / Issue 3 / September 2020
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- 04 September 2020, pp. 760-774
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- September 2020
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A stochastic Expectation–Maximisation (EM) algorithm for construction of mortality tables
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- Journal:
- Annals of Actuarial Science / Volume 12 / Issue 1 / March 2018
- Published online by Cambridge University Press:
- 04 May 2017, pp. 1-22
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Ruin Probabilities and Deficit for the Renewal Risk Model with Phase-type Interarrival Times
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- ASTIN Bulletin: The Journal of the IAA / Volume 34 / Issue 2 / November 2004
- Published online by Cambridge University Press:
- 17 April 2015, pp. 315-332
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- November 2004
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A generic property of phase-type representations
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- Journal of Applied Probability / Volume 39 / Issue 4 / December 2002
- Published online by Cambridge University Press:
- 14 July 2016, pp. 775-785
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- December 2002
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Erlangian Approximations for Finite-Horizon Ruin Probabilities
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- ASTIN Bulletin: The Journal of the IAA / Volume 32 / Issue 2 / November 2002
- Published online by Cambridge University Press:
- 29 August 2014, pp. 267-281
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- November 2002
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Extreme values of phase-type and mixed random variables with parallel-processing examples
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- Journal of Applied Probability / Volume 36 / Issue 1 / March 1999
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- 14 July 2016, pp. 194-210
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- March 1999
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Superposition of Interacting Aggregated Continuous-Time Markov Chains
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- Advances in Applied Probability / Volume 29 / Issue 1 / March 1997
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- 01 July 2016, pp. 56-91
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- March 1997
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Recursive Methods for Computing Finite-Time Ruin Probabilities for Phase-Distributed Claim Sizes
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 24 / Issue 2 / November 1994
- Published online by Cambridge University Press:
- 29 August 2014, pp. 235-254
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- November 1994
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An interesting random walk on the non-negative integers
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- Journal of Applied Probability / Volume 31 / Issue 1 / March 1994
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- 14 July 2016, pp. 48-58
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- March 1994
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Perturbation analysis of a phase-type queue with weakly correlated arrivals
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- Advances in Applied Probability / Volume 20 / Issue 4 / December 1988
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- 01 July 2016, pp. 896-912
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- December 1988
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Algorithms for a continuous-review (s, S) inventory system
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- Journal of Applied Probability / Volume 18 / Issue 2 / June 1981
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- 14 July 2016, pp. 461-472
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- June 1981
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The N/G/1 queue and its detailed analysis
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- Advances in Applied Probability / Volume 12 / Issue 1 / March 1980
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- 01 July 2016, pp. 222-261
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- March 1980
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