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A Tractable Class of Multivariate Phase-Type Distributions for Loss Modeling
North American Actuarial Journal Pub Date : 2023-03-10 , DOI: 10.1080/10920277.2023.2167833 Martin Bladt 1
North American Actuarial Journal Pub Date : 2023-03-10 , DOI: 10.1080/10920277.2023.2167833 Martin Bladt 1
Affiliation
Phase-type (PH) distributions are a popular tool for the analysis of univariate risks in numerous actuarial applications. Their multivariate counterparts (MPH∗), however, have not seen such a proli...
中文翻译:
用于损失建模的一类易处理的多元相型分布
相位型 (PH) 分布是众多精算应用中分析单变量风险的常用工具。然而,他们的多元对应物(MPH*)却没有看到如此多的...
更新日期:2023-03-10
中文翻译:
用于损失建模的一类易处理的多元相型分布
相位型 (PH) 分布是众多精算应用中分析单变量风险的常用工具。然而,他们的多元对应物(MPH*)却没有看到如此多的...