Matrix-Form Recursions for a Family of Compound Distributions (Q3569720): Difference between revisions

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+Recursions for compound phase distributions
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+Q3158278
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+Phase-type representations in random walk and queueing problems
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+Recursive evaluation of aggregate claims distributions.
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+Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model
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+Q3923308
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+Speedy convolution algorithms and Panjer recursions for phase-type distributions
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+Publication:3569720