PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING

DOI10.1017/ASB.2021.40zbMath1493.62457arXiv2110.05207OpenAlexW3205263156MaRDI QIDQ5866174

Martin Bladt

Publication date: 13 June 2022

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.05207

zbMATH Keywords

phase-type distributionsclaim severity modelingheavy-tailed regression

Mathematics Subject Classification ID

Linear inference, regression (62J99) Actuarial mathematics (91G05)

Related Items (1)

Joint discrete and continuous matrix distribution modeling

Uses Software

• EMpht
• ReIns
• matrixdist

Cites Work

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