| Publication | Date of Publication | Type |
|---|
| Estimating absorption time distributions of general Markov jump processes | 2024-03-15 | Paper |
| Phase-type representations of stochastic interest rates with applications to life insurance | 2024-02-21 | Paper |
| Aggregate Markov models in life insurance: properties and valuation | 2024-02-13 | Paper |
| Continuous scaled phase-type distributions | 2023-05-17 | Paper |
| Mortality modeling and regression with matrix distributions | 2023-02-01 | Paper |
| Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case | 2023-01-05 | Paper |
| Aggregate Markov models in life insurance: estimation via the EM algorithm | 2022-12-20 | Paper |
| Mortality modeling and regression with matrix distributions | 2022-11-01 | Paper |
| Moments and polynomial expansions in discrete matrix-analytic models | 2022-06-20 | Paper |
| From PH/MAP to ME/RAP | 2022-06-16 | Paper |
| Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models | 2022-05-27 | Paper |
| Multivariate phase-type theory for the site frequency spectrum | 2021-12-14 | Paper |
| Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon | 2021-11-03 | Paper |
| Multivariate matrix Mittag-Leffler distributions | 2021-07-20 | Paper |
| Multivariate fractional phase-type distributions | 2021-03-31 | Paper |
| Corrigendum to: ``Simple simulation of diffusion bridges with application to likelihood inference for diffusions | 2020-12-07 | Paper |
| Mortality modeling and regression with matrix distributions | 2020-11-06 | Paper |
| Matrix representations of life insurance payments | 2020-11-04 | Paper |
| Matrix Mittag-Leffler distributions and modeling heavy-tailed risks | 2020-09-10 | Paper |
| Fitting inhomogeneous phase-type distributions to data: the univariate and the multivariate case | 2020-06-23 | Paper |
| Inhomogeneous phase-type distributions and heavy tails | 2019-12-17 | Paper |
| Phase-type distributions in population genetics | 2019-06-27 | Paper |
| Simulation of Multivariate Diffusion Bridges | 2019-06-12 | Paper |
| Matrix calculations for inhomogeneous Markov reward processes, with applications to life insurance and point processes | 2019-05-11 | Paper |
| Parisian types of ruin probabilities for a class of dependent risk-reserve processes | 2018-12-14 | Paper |
| Fitting phase-type scale mixtures to heavy-tailed data and distributions | 2018-08-03 | Paper |
| Calculation of ruin probabilities for a dense class of heavy tailed distributions | 2018-07-11 | Paper |
| Matrix-Exponential Distributions in Applied Probability | 2017-05-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5740915 | 2016-07-20 | Paper |
| On the use of functional calculus for phase-type and related distributions | 2016-05-04 | Paper |
| Simple simulation of diffusion bridges with application to likelihood inference for diffusions | 2014-05-05 | Paper |
| Bilateral Matrix-Exponential Distributions | 2013-07-29 | Paper |
| Moment Distributions of Phase Type | 2012-01-25 | Paper |
| Fisher information and statistical inference for phase-type distributions | 2011-10-25 | Paper |
| On the Construction of Bivariate Exponential Distributions with an Arbitrary Correlation Coefficient | 2010-08-05 | Paper |
| Multivariate Matrix-Exponential Distributions | 2010-05-21 | Paper |
| Pricing Derivatives Incorporating Structural Market Changes and in Time Correlation | 2008-12-17 | Paper |
| A Review on Phase-type Distributions and their Use in Risk Theory | 2006-10-04 | Paper |
| The estimation of phase-type related functionals using Markov chain Monte Carlo methods | 2006-05-24 | Paper |
| Statistical Inference for Discretely Observed Markov Jump Processes | 2005-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4793332 | 2003-07-08 | Paper |
| Matrix‐Exponential Distributions: Calculus and Interpretations via Flows | 2003-03-18 | Paper |
| Point processes with finite-dimensional conditional probabilities | 2002-08-29 | Paper |
| A markov modulated financial model | 2000-04-03 | Paper |
| An actuarial approach to option pricing under the physical measure and without market assumptions | 1998-01-01 | Paper |
| Phase-type distributions and risk processes with state-dependent premiums | 1997-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5690364 | 1997-10-01 | Paper |
| The variance constant for the actual waiting time of the PH/PH/1 queue | 1997-01-28 | Paper |
| Poisson's equation for queues driven by a Markovian marked point process | 1995-03-28 | Paper |
| A sample path approach to mean busy periods for Markov-modulated queues and fluids | 1995-03-20 | Paper |
| Multivariate self-similar processes: second-order theory | 1994-10-10 | Paper |
