Pages that link to "Item:Q4576915"
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The following pages link to Calculation of ruin probabilities for a dense class of heavy tailed distributions (Q4576915):
Displaying 9 items.
- Fitting phase-type scale mixtures to heavy-tailed data and distributions (Q726126) (← links)
- Approximation of ruin probabilities via Erlangized scale mixtures (Q1697232) (← links)
- Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures (Q1707042) (← links)
- On scale functions for Lévy processes with negative phase-type jumps (Q2052939) (← links)
- Heavy-tailed phase-type distributions: a unified approach (Q2158816) (← links)
- Matrix Mittag-Leffler distributions and modeling heavy-tailed risks (Q2198600) (← links)
- On the use of functional calculus for phase-type and related distributions (Q2803400) (← links)
- Inhomogeneous phase-type distributions and heavy tails (Q5205942) (← links)
- Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)
