Have experience of, have done

To tell about experiences, you can use the construct "-ta koto ga aru" or the word "keiken".

Have the experience of (-ta koto ga aru)

To say or ask about the experience of doing something, the construct "-ta koto ga aru" is used. The plain past tense followed by koto ga arimasu ka is equivalent to "Have you ever ...".

刺身を食べたことがありますか。
Sashimi o tabeta koto ga arimasu ka.
Have you ever eaten raw fish?

刺身を食べたことがありません。
Sashimi o tabeta koto ga arimasen.
I have never eaten Sashimi.

刺身を食べたこと (が) ない。
Sashimi o tabeta koto (ga) nai.
I have never eaten Sashimi.

経験 (keiken)

The word experience in English can be translated to  経験 (keiken), which gives a more strict or formal impression than using 〜た事があります (-ta koto ga arimasu).

クビになった経験がありません。
kubi ni natta keiken ga arimasen
I do not have the experience of being fired (from a job).