Extreme behavior of multivariate phase-type distributions (Q2384448): Difference between revisions

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-.1016/j.insmatheco.2006.10.016
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@@ Property / cites work @@
+Phase-type representations in random walk and queueing problems
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@@ Property / cites work @@
+Multivariate Phase-Type Distributions
@@ Property / cites work: Multivariate Phase-Type Distributions / rank @@
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+Max-infinite divisibility
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+Statistics of Extremes
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+Multivariate risk model of phase type
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+Conditional tail expectations for multivariate phase-type distributions
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+On the Distribution of the Deficit at Ruin when Claims are Phase-type
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+Limit theory for multivariate sample extremes
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+Matrix Analysis
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+Extreme values of phase-type and mixed random variables with parallel-processing examples
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+A Multivariate Exponential Distribution
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+Domains of attraction of multivariate extreme value distributions
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2006.10.016
@@ Property / DOI: 10.1016/J.INSMATHECO.2006.10.016 / rank @@
+Normal rank