Conditional tail expectations for multivariate phase-type distributions (Q3367750): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 11:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional tail expectations for multivariate phase-type distributions |
scientific article |
Statements
Conditional tail expectations for multivariate phase-type distributions (English)
0 references
26 January 2006
0 references
order statistics
0 references
univariate phase-type distribution
0 references
multivariate phase-type distribution
0 references
continuous-time Markov chain
0 references
convolution
0 references
extreme value
0 references
Marshall-Olkin distribution
0 references
conditional tail expectation
0 references
excess loss
0 references
residual lifetime
0 references
