Analysis of a multivariate claim process (Q267900): Difference between revisions

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+Simple approximations of ruin probabilities
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+Normal rank
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+Marked point processes as limits of Markovian arrival streams
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+Multivariate Phase-Type Distributions
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+Multivariate risk model of phase type
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+Normal rank
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+Queues with marked customers
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+Markov chains with marked transitions
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+Normal rank
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+Modelling default contagion using multivariate phase-type distributions
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+A New Class of Multivariate Phase Type Distributions
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+Transient Markov arrival processes
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+Normal rank
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+New results on the single server queue with a batch markovian arrival process
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+Discrete-Time Risk Processes with After-Effects and Association
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+A versatile Markovian point process
@@ Property / cites work: A versatile Markovian point process / rank @@
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+Q3923308
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+On the Limitations of Multivariate Phase-Type Families
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+Risk Processes with Interest Force in Markovian Environment
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+The Erlangization method for Markovian fluid flows
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