Phase-type distributions for claim severity regression modeling
by Martin Bladt
| Year of publication: |
2022
|
|---|---|
| Authors: | Bladt, Martin |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 52.2022, 2, p. 417-448
|
| Subject: | claim severity modeling | heavy-tailed regression | Phase-type distributions | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2021.40 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013270073