Erlangian Approximations for Finite-Horizon Ruin Probabilities (Q4661663): Difference between revisions

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+Soren Asmussen
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+Q3713483
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+A multi-dimensional martingale for Markov additive processes and its applications
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@@ Property / cites work @@
+Simple approximations of ruin probabilities
@@ Property / cites work: Simple approximations of ruin probabilities / rank @@
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@@ Property / cites work @@
+Matrix‐analytic Models and their Analysis
@@ Property / cites work: Matrix‐analytic Models and their Analysis / rank @@
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+Stationary distributions for fluid flow models with or without brownian noise
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+Phase-type representations in random walk and queueing problems
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+The least variable phase type distribution is erlang
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+Q3945340
@@ Property / cites work: Q3945340 / rank @@
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+Q3961697
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+Q3866218
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+https://doi.org/10.2143/ast.32.2.1029
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+W2145929107
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