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20172024
most citedFitting phase--type scale mixtures to heavy--tailed data and distributions

3 citations · 5 across the 7 of their papers we have counts for

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stat.ME2020

Mortality modeling and regression with matrix distributions

Hansjoerg Albrecher, Martin Bladt, Mogens Bladt +1

In this paper we investigate the flexibility of matrix distributions for the modeling of mortality. Starting from a simple Gompertz law, we show how the introduction of matrix-valu…