The estimation of phase-type related functionals using Markov chain Monte Carlo methods (Q5467677)
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scientific article; zbMATH DE number 5026201
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The estimation of phase-type related functionals using Markov chain Monte Carlo methods |
scientific article; zbMATH DE number 5026201 |
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The estimation of phase-type related functionals using Markov chain Monte Carlo methods (English)
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24 May 2006
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Bayesian analysis
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Markov chain Monte Carlo
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phase-type distribution
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ruin probability
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