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  • Search: subject:"Phase-Type Distributions"
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Year of publication
Subject
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Phase-type distributions 14 Theorie 13 Theory 13 Stochastic process 11 Stochastischer Prozess 11 phase-type distributions 9 Markov chain 8 Markov-Kette 8 Statistical distribution 7 Statistische Verteilung 7 Estimation theory 5 Schätztheorie 5 Phase type distributions 4 Queueing theory 4 Regression analysis 4 Regressionsanalyse 4 Scheduling problem 4 Scheduling-Verfahren 4 Warteschlangentheorie 4 CDS-correlation 3 Lebensversicherung 3 Life insurance 3 Markov jump processes 3 Mathematical programming 3 Mathematische Optimierung 3 Portfolio credit risk 3 Probability theory 3 Wahrscheinlichkeitsrechnung 3 Algorithm 2 Algorithmus 2 Bayesian networks 2 Compound distributions 2 Computational learning 2 Conditional phase-type distribution 2 Coxian phase-type distributions 2 Credit derivative 2 Credit migrations models 2 Credit risk 2 Default contagion 2 Dynamic dependence modelling 2
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Online availability
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Undetermined 21 Free 7
Type of publication
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Article 34 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 27 Aufsatz in Zeitschrift 27 Article 1 Conference paper 1 Konferenzbeitrag 1 research-article 1
Language
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English 29 Undetermined 6
Author
All
Bladt, Martin 6 Akhavan-Tabatabaei, Raha 4 Bladt, Mogens 4 Buchholz, Peter 3 Dohndorf, Iryna 3 Herbertsson, Alexander 3 Kuiper, Alex 3 Mandjes, Michel 3 Yslas, Jorge 3 Ahmad, Jamaal 2 Albrecher, Hansjörg 2 Medaglia, Andrés L. 2 Otero, Daniel F. 2 Peralta, Oscar 2 Shaw, Barry 2 Asghari, Naser M. 1 Brokkelkamp, Ruben 1 Cabrera, Nicolás 1 Corredor-Montenegro, David 1 De Mast, Jeroen 1 Deelstra, Griselda 1 Elmaghraby, Salah E. 1 Eryilmaz, Serkan 1 Furrer, Christian 1 Gue, Kevin R. 1 Gómez, Andrés 1 HAINAUT, DONATIEN 1 Hainaut, Donatien 1 Hieber, Peter 1 Kim, Hyun Ho 1 Koutras, Markos V. 1 Koutras, Vasileios M. 1 Lee, Robert H. 1 Lempa, Jukka 1 Maguluri, Siva Theja 1 Mariño, Ricardo 1 Marshall, Adele 1 Marshall, Adele H. 1 Mast, Jeroen de 1 Mendoza Cota, Jorge Eduardo 1
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Institution
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Nationalekonomiska institutionen, Handelshögskolan 1
Published in...
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Insurance / Mathematics & economics 5 Computers & operations research : and their applications to problems of world concern ; an international journal 3 Scandinavian actuarial journal 3 European journal of operational research : EJOR 2 Mathematics of operations research 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Computational Management Science 1 Computational Management Science : CMS 1 Decision sciences 1 European Journal of Operational Research 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of project organisation & management : IJPOM 1 International journal of theoretical and applied finance 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Mathematical Methods of Operations Research 1 Mathematical methods of operations research : ZOR 1 Operations research letters 1 Review of Derivatives Research 1 Review of derivatives research 1 Statistics & Risk Modeling 1 Stochastics and Quality Control 1 The journal of computational finance 1 Top : an official journal of the Spanish Society of Statistics and Operations Research 1 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 1 Working Papers in Economics 1
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Source
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ECONIS (ZBW) 27 RePEc 5 Other ZBW resources 2 EconStor 1
Showing 1 - 10 of 35
Cover Image
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
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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
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Strongly convergent homogeneous approximations to inhomogeneous Markov jump processes and applications
Bladt, Martin; Peralta, Oscar - In: Mathematics of operations research 50 (2025) 1, pp. 334-355
Persistent link: https://www.econbiz.de/10015211698
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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
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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
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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
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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
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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
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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
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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
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