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12/20/2022
Aggregate Markov models in life insurance: estimation via the EM algorithm
In this paper, we consider statistical estimation of time-inhomogeneous ...
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07/22/2022
Estimating absorption time distributions of general Markov jump processes
The estimation of absorption time distributions of Markov jump processes...
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03/03/2021
Continuous scaled phase-type distributions
We study random variables arising as the product of phase-type distribut...
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01/13/2021
Multivariate phase-type theory for the site frequency spectrum
Linear functions of the site frequency spectrum (SFS) play a major role ...
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06/23/2020
Fitting inhomogeneous phase-type distributions to data: the univariate and the multivariate case
The class of inhomogeneous phase-type distributions was recently introdu...
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03/24/2020
Multivariate fractional phase–type distributions
We extend the Kulkarni class of multivariate phase–type distributions in...
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03/23/2020
Multivariate Matrix Mittag–Leffler distributions
We extend the construction principle of multivariate phase-type distribu...
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06/12/2019
Matrix Mittag--Leffler distributions and modeling heavy-tailed risks
In this paper we define the class of matrix Mittag-Leffler distributions...
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06/04/2018