Multivariate matrix Mittag-Leffler distributions (Q2042437): Difference between revisions

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-Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
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+Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
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+MaRDI publication profile
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+W3013005830
@@ Property / OpenAlex ID: W3013005830 / rank @@
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@@ Property / arXiv ID @@
+.10517
@@ Property / arXiv ID: 2003.10517 / rank @@
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@@ Property / cites work @@
+Reinsurance
@@ Property / cites work: Reinsurance / rank @@
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@@ Property / cites work @@
+Matrix Mittag-Leffler distributions and modeling heavy-tailed risks
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+A multivariate Linnik distribution
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+Marked point processes as limits of Markovian arrival streams
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+Statistics of Extremes
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+Generalized Pareto copulas: a key to multivariate extremes
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+Mittag-Leffler Functions, Related Topics and Applications
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+On Some Properties of Bivariate Exponential Distributions
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+Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution
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+Tail risk of multivariate regular variation
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+A New Class of Multivariate Phase Type Distributions
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+Simulating Copulas
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+Copulas: Tales and facts (with discussion)
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+Hidden regular variation, second order regular variation and asymptotic independence
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+Threshold selection for multivariate heavy-tailed data
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@@ links / mardi / name / links / mardi / name @@
+Publication:2042437