research
∙
10/31/2021
Phase-type mixture-of-experts regression for loss severities
The task of modeling claim severities is addressed when data is not cons...
share
research
∙
07/19/2021
Heavy-tailed phase-type distributions: A unified approach
Heavy-tailed phase-type random variables have mathematically tractable d...
research
∙
03/24/2021
Fitting phase-type frailty models
Frailty models are survival analysis models which account for heterogene...
research
∙
03/03/2021
Continuous scaled phase-type distributions
We study random variables arising as the product of phase-type distribut...
research
∙
01/20/2021
matrixdist: An R Package for Inhomogeneous Phase-Type Distributions
Inhomogeneous phase-type distributions (IPH) are a broad class of laws w...
research
∙
11/06/2020
Inhomogeneous Markov Survival Regression Models
We propose new regression models in survival analysis based on homogeneo...
research
∙
06/23/2020