A new class of models for heavy tailed distributions in finance and insurance risk (Q2444705): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2012.02.002
+Normal rank
@@ Property / OpenAlex ID @@
+W2052408851
@@ Property / OpenAlex ID: W2052408851 / rank @@
+Normal rank
@@ Property / cites work @@
+Bilateral Phase Type Distributions
@@ Property / cites work: Bilateral Phase Type Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3838095
@@ Property / cites work: Q3838095 / rank @@
+Normal rank
@@ Property / cites work @@
+A Review on Phase-type Distributions and their Use in Risk Theory
+Normal rank
@@ Property / cites work @@
+Conditional tail expectations for multivariate phase-type distributions
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Variance vs downside risk: Is there really that much difference?
+Normal rank
@@ Property / cites work @@
+Q4679848
@@ Property / cites work: Q4679848 / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Matrix Analytic Methods in Stochastic Modeling
+Normal rank
@@ Property / cites work @@
+Q3923308
@@ Property / cites work: Q3923308 / rank @@
+Normal rank
@@ Property / cites work @@
+Phase-type distributions and invariant polytopes
@@ Property / cites work: Phase-type distributions and invariant polytopes / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic-Process Limits
@@ Property / cites work: Stochastic-Process Limits / rank @@
+Normal rank