A new class of models for heavy tailed distributions in finance and insurance risk (Q2444705): Difference between revisions

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-Joseph H. T. Kim
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+Joseph H. T. Kim
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+W2052408851
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+Bilateral Phase Type Distributions
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+Q3838095
@@ Property / cites work: Q3838095 / rank @@
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@@ Property / cites work @@
+A Review on Phase-type Distributions and their Use in Risk Theory
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@@ Property / cites work @@
+Conditional tail expectations for multivariate phase-type distributions
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+Q4343010
@@ Property / cites work: Q4343010 / rank @@
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@@ Property / cites work @@
+Variance vs downside risk: Is there really that much difference?
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@@ Property / cites work @@
+Q4679848
@@ Property / cites work: Q4679848 / rank @@
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@@ Property / cites work @@
+Introduction to Matrix Analytic Methods in Stochastic Modeling
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+Q3923308
@@ Property / cites work: Q3923308 / rank @@
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@@ Property / cites work @@
+Phase-type distributions and invariant polytopes
@@ Property / cites work: Phase-type distributions and invariant polytopes / rank @@
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+Stochastic-Process Limits
@@ Property / cites work: Stochastic-Process Limits / rank @@
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+Publication:2444705