On the accuracy of phase-type approximations of heavy-tailed risk models

Title
On the accuracy of phase-type approximations of heavy-tailed risk models
Authors
Keywords
-
Journal
Scandinavian Actuarial Journal
Volume 2014, Issue 6, Pages 510-534
Publisher
Informa UK Limited
Online
2012-12-12
DOI
10.1080/03461238.2012.729154

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