Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis
| Year of publication: |
2013
|
|---|---|
| Authors: | Vatamidou, E. ; Adan, I.J.B.F. ; Vlasiou, M. ; Zwart, B. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 53.2013, 2, p. 366-378
|