Search Results - subject:"Phase-type distributions"

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A flexible and optimal approach for appointment scheduling in healthcare

Kuiper, Alex; Mandjes, Michel; De Mast, Jeroen; … - In: Decision sciences 54 (2023) 1, pp. 85-100

Persistent link: https://www.econbiz.de/10014280010

Phase-type mixture-of-experts regression for loss severities

Bladt, Martin; Yslas, Jorge - In: Scandinavian actuarial journal 2023 (2023) 4, pp. 303-329

Persistent link: https://www.econbiz.de/10014336386

Phase-type distributions for claim severity regression modeling

Bladt, Martin - In: ASTIN bulletin : the journal of the International … 52 (2022) 2, pp. 417-448

Persistent link: https://www.econbiz.de/10013270073

Mortality modeling and regression with matrix distributions

Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens; … - In: Insurance / Mathematics & economics 107 (2022), pp. 68-87

Persistent link: https://www.econbiz.de/10013471186

Aggregate Markov models in life insurance : estimation via the EM algorithm

Ahmad, Jamaal; Bladt, Mogens - In: Scandinavian actuarial journal 2024 (2024) 6, pp. 533-560

Persistent link: https://www.econbiz.de/10015052468

Robust claim frequency modeling through phase-type mixture-of-experts regression

Bladt, Martin; Yslas, Jorge - In: Insurance / Mathematics & economics 111 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014316657

Randomization and the valuation of guaranteed minimum death benefits

Deelstra, Griselda; Hieber, Peter - In: European journal of operational research : EJOR 309 (2023) 3, pp. 1218-1236

Persistent link: https://www.econbiz.de/10014435008

Aggregate Markov models in life insurance : properties and valuation

Ahmad, Jamaal; Bladt, Mogens; Furrer, Christian - In: Insurance / Mathematics & economics 113 (2023), pp. 50-69

Persistent link: https://www.econbiz.de/10014466204

Some results on optimal stopping under phase-type distributed implementation delay

Lempa, Jukka - In: Mathematical methods of operations research : ZOR 91 (2020) 3, pp. 559-583

Persistent link: https://www.econbiz.de/10012301640

Penalised likelihood methods for phase-type dimension selection

Albrecher, Hansjörg; Bladt, Martin; Müller, Alaric J. A. - In: Statistics & Risk Modeling 39 (2022) 3-4, pp. 75-92

Abstract Phase-type distributions are dense in the class of distributions on the positive real line, and their …. This paper proposes a new method for selecting the dimension of phase-type distributions via penalisation of the likelihood …

Persistent link: https://www.econbiz.de/10014621290

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