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

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+Bilateral Phase Type Distributions
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+Q3838095
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+A Review on Phase-type Distributions and their Use in Risk Theory
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+Conditional tail expectations for multivariate phase-type distributions
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+Variance vs downside risk: Is there really that much difference?
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+Phase-type distributions and invariant polytopes
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+Stochastic-Process Limits
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