Joint densities of hitting times for finite state Markov processes (Q4634119): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: The least variable phase type distribution is erlang / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Probability and Queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3560912 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Point processes with finite-dimensional conditional probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Phase-Type Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On finite-time ruin probabilities with reinsurance cycles influenced by large claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Matrix-Exponential Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional tail expectations for multivariate phase-type distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5169724 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Density Approach in Modeling Successive Defaults / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling default contagion using multivariate phase-type distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized density approach in progressive enlargement of filtrations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matching moments to phase distributions: Mixtures of erlang distributions of common order / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Class of Multivariate Phase Type Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2959874 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3136186 / rank
 
Normal rank

Latest revision as of 04:38, 19 July 2024

scientific article; zbMATH DE number 7051484
Language Label Description Also known as
English
Joint densities of hitting times for finite state Markov processes
scientific article; zbMATH DE number 7051484

    Statements

    Joint densities of hitting times for finite state Markov processes (English)
    0 references
    0 references
    0 references
    0 references
    7 May 2019
    0 references
    0 references
    0 references
    0 references
    0 references
    finite state Markov processes
    0 references
    simultaneous hitting times
    0 references
    densities of singular parts
    0 references
    multiple first hitting times
    0 references
    generalized multivariate phase-type distributions
    0 references
    credit risk modeling
    0 references
    0 references