Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis (Q2513594): Difference between revisions

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+Computing Laplace Transforms for Numerical Inversion Via Continued Fractions
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+Explicit M/G/1 waiting-time distributions for a class of long-tail service-time distributions
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+Performance analysis with truncated heavy-tailed distributions
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+Power tailed ruin probabilities in the presence of risky investments.
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+Loss Models
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+Heavy-Tail Phenomena
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+The class of subexponential distributions
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+On the accuracy of phase-type approximations of heavy-tailed risk models
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