Fitting bivariate losses with phase-type distributions

DOI10.1080/03461238.2011.602196zbMath1306.62070OpenAlexW2014984078MaRDI QIDQ2868608

Amin Hassan Zadeh, Martin Bilodeau

Publication date: 17 December 2013

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2011.602196

zbMATH Keywords

EM algorithmgoodness-of-fitparametric bootstrapactuarial applicationsbivariate phase-type distribution

Mathematics Subject Classification ID

Related Items (3)

Optimal Control of Partially Observable Semi-Markovian Failing Systems: An Analysis Using a Phase Methodology ⋮ Parameter estimation of discrete multivariate phase-type distributions ⋮ Bayesian and Bühlmann credibility for phase-type distributions with a univariate risk parameter

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