Matrix Mittag-Leffler distributions and modeling heavy-tailed risks (Q2198600)

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Matrix Mittag-Leffler distributions and modeling heavy-tailed risks
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    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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