Matrix Mittag-Leffler distributions and modeling heavy-tailed risks (Q2198600): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Matrix Mittag-Leffler distributions and modeling heavy-tailed risks |
scientific article |
Statements
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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