| Publication | Date of Publication | Type |
|---|
Informed censoring: the parametric combination of data and expert information
Journal of Statistical Planning and Inference | 2024-08-26 | Paper |
Estimating absorption time distributions of general Markov jump processes
Scandinavian Journal of Statistics | 2024-03-15 | Paper |
Expert Kaplan–Meier estimation
Scandinavian Actuarial Journal | 2024-02-26 | Paper |
A Tractable Class of Multivariate Phase-Type Distributions for Loss Modeling
North American Actuarial Journal | 2024-02-13 | Paper |
Joint discrete and continuous matrix distribution modeling
Stochastic Models | 2024-02-12 | Paper |
On the characterization of exchangeable sequences through reverse-martingale empirical distributions
Electronic Communications in Probability | 2024-01-17 | Paper |
Estimation of tail parameters with missing largest observations
Electronic Journal of Statistics | 2024-01-05 | Paper |
| Pathwise and distributional approximations of semi-Markov processes | 2023-12-11 | Paper |
Robust claim frequency modeling through phase-type mixture-of-experts regression
Insurance Mathematics & Economics | 2023-07-18 | Paper |
Joint lifetime modeling with matrix distributions
Dependence Modeling | 2023-06-26 | Paper |
Phase-type mixture-of-experts regression for loss severities
Scandinavian Actuarial Journal | 2023-06-09 | Paper |
Continuous scaled phase-type distributions
Stochastic Models | 2023-05-17 | Paper |
Mortality modeling and regression with matrix distributions
Insurance Mathematics & Economics | 2023-02-01 | Paper |
Penalised likelihood methods for phase-type dimension selection
Statistics & Risk Modeling | 2022-11-04 | Paper |
Mortality modeling and regression with matrix distributions
Insurance Mathematics & Economics | 2022-11-01 | Paper |
Fractional inhomogeneous multi-state models in life insurance
Scandinavian Actuarial Journal | 2022-09-19 | Paper |
Heavy-tailed phase-type distributions: a unified approach
Extremes | 2022-07-26 | Paper |
Time series with infinite-order partial copula dependence
Dependence Modeling | 2022-06-24 | Paper |
Tail measures and regular variation
Electronic Journal of Probability | 2022-06-13 | Paper |
Phase-type distributions for claim severity regression modeling
ASTIN Bulletin | 2022-06-13 | Paper |
| Strongly convergent homogeneous approximations to inhomogeneous Markov jump processes and applications | 2022-04-06 | Paper |
Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails
Methodology and Computing in Applied Probability | 2022-01-07 | Paper |
Trimmed extreme value estimators for censored heavy-tailed data
Electronic Journal of Statistics | 2021-08-09 | Paper |
Multivariate matrix Mittag-Leffler distributions
Annals of the Institute of Statistical Mathematics | 2021-07-20 | Paper |
Time series with infinite-order partial copula dependence
Dependence Modeling | 2021-07-02 | Paper |
Threshold selection and trimming in extremes
Extremes | 2021-05-21 | Paper |
Multivariate fractional phase-type distributions
Fractional Calculus \ Applied Analysis | 2021-03-31 | Paper |
Tail Measures and Regular Variation
(available as arXiv preprint) | 2021-03-07 | Paper |
Mortality modeling and regression with matrix distributions
(available as arXiv preprint) | 2020-11-06 | Paper |
Combined tail estimation using censored data and expert information
Scandinavian Actuarial Journal | 2020-09-28 | Paper |
Matrix Mittag-Leffler distributions and modeling heavy-tailed risks
Extremes | 2020-09-10 | Paper |
Dividends: from refracting to ratcheting
Insurance Mathematics & Economics | 2018-11-19 | Paper |
