Conditional tail expectations for multivariate phase-type distributions (Q3367750): Difference between revisions
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Revision as of 21:04, 19 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)
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26 January 2006
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order statistics
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univariate phase-type distribution
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multivariate phase-type distribution
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continuous-time Markov chain
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convolution
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extreme value
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Marshall-Olkin distribution
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conditional tail expectation
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excess loss
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residual lifetime
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