Equilibrium distributions of discrete phase type

DOI10.1080/15326349.2013.783288MaRDI QIDQ2841134zbMATH OpenOpenAlexFDO

Authors X. Wu

Publication date 24 July 2013

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11343/55200

zbMATH Keywords

discrete phase-type distributionequilibrium distributionhigh-order equilibrium distributionlixmiting equilibrium distribution

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Renewal theory (60K05)

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Cites work

• A closure characterisation of phase-type distributions
• Analysis of a defective renewal equation arising in ruin theory
• Equilibrium compound distributions and stop-loss moments
• scientific article; zbMATH DE number 3138903 (Why is no real title available?)
• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• scientific article; zbMATH DE number 502871 (Why is no real title available?)
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Moment distributions of phase type
• On closure of some partial orderings under mixtures
• On the Distribution of the Deficit at Ruin when Claims are Phase-type
• Phase-type representations in random walk and queueing problems
• Preservation of certain classes of life distributions under Poisson shock models
• The abscissa of convergence of the laplace-stieltjes transform of a ph-distribution
• The equilibrium distribution of counting random variables
• The moments of the time of ruin, the surplus before ruin, and the deficit at ruin

Cited in

(5)

• A closure characterisation of phase-type distributions
• Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model
• Equilibrium distributions of discrete non-autonomous graphs
• Continuous scaled phase-type distributions
• K th-order equilibrium Weibull distribution: properties, simulation, and its applications

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