Publications
- Bladt, M., Mueller, A., & Yslas, J. (2021+). matrixdist: An R package for statistical analysis of matrix distributions. Preprint. arXiv:2101.07987.
- Yslas, J. (2021+). Fitting phase-type frailty models. Preprint. arXiv:2103.13142.
- Bladt, M., & Yslas, J.(2023). Robust claim frequency modeling through phase-type mixture-of-experts regression. Insurance: Mathematics and Economics, 111, 1-22. doi:10.1016/j.insmatheco.2023.02.008, ssrn.4310567.
- Bladt, M., & Yslas, J. (2023). Phase-type mixture-of-experts regression for loss severities. Scandinavian Actuarial Journal, 2023:4, 303-329. doi:10.1080/03461238.2022.2097019, arXiv:2111.00581.
- Albrecher, H., Bladt, M., Bladt, M., & Yslas, J. (2023). Continuous scaled phase-type distributions. Stochastic Models, 39:2, 293-322. doi:10.1080/15326349.2022.2089683, arXiv:2103.02457.
- Albrecher, H., Bladt, M., Bladt, M., & Yslas, J. (2022).Mortality modeling and regression with matrix distributions. Insurance: Mathematics and Economics, 107, 68-87. doi:10.1016/j.insmatheco.2022.08.001, arXiv:2011.03219.
- Bladt, M., & Yslas, J. (2022). Heavy-tailed phase-type distributions: A unified approach. Extremes, 25, 529-560. doi:10.1007/s10687-022-00436-8, arXiv:2107.09023.
- Albrecher, H., Bladt, M., & Yslas, J. (2022). Fitting inhomogeneous phase-type distributions to data: The univariate and the multivariate case. Scandinavian Journal of Statistics 49(1), 44-77. doi:10.1111/sjos.12505, arXiv:2006.13003.
- Heiny, J., Mikosch, T., & Yslas, J. (2021). Point process convergence for the off-diagonal entries of sample covariance matrices. Annals of Applied Probability 31(2), 538-560. doi:10.1214/20-AAP1597, arXiv:2002.07771.
- Mikosch, T., & Yslas, J. (2020). Gumbel and Fréchet convergence of the maxima of independent random walks. Advances in Applied Probability, 52(1), 213-236. doi:10.1017/apr.2019.57, arXiv:1904.04607.
- Alyafie, A., Constantinescu, C., & Yslas, J. (2023). An analysis of the current Saudi Arabian no-claim discount system and its adaptability for novice women drivers. CAS E-Forum, Spring (May). E-Forum. Winner manuscript of the 2023 CAS Ratemaking Call Paper Program.