Matrix Mittag-Leffler distributions and modeling heavy-tailed risks (Q2198600): Difference between revisions

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Property / author: Hansjoerg Albrecher / rank
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Latest revision as of 14:51, 23 July 2024

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Matrix Mittag-Leffler distributions and modeling heavy-tailed risks
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    Matrix Mittag-Leffler distributions and modeling heavy-tailed risks (English)
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    10 September 2020
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    matrix distributions
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    Mittag-Leffler functions
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    heavy tails
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    risk modeling
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    phase-type distributions
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    random scaling
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