Matrix Mittag-Leffler distributions and modeling heavy-tailed risks (Q2198600)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Matrix Mittag-Leffler distributions and modeling heavy-tailed risks |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Matrix Mittag-Leffler distributions and modeling heavy-tailed risks |
scientific article |
Statements
Matrix Mittag-Leffler distributions and modeling heavy-tailed risks (English)
0 references
10 September 2020
0 references
matrix distributions
0 references
Mittag-Leffler functions
0 references
heavy tails
0 references
risk modeling
0 references
phase-type distributions
0 references
random scaling
0 references
0 references
0 references
0.8846032023429871
0 references
0.7496999502182007
0 references
0.747664213180542
0 references
0.727910578250885
0 references
0.7129466533660889
0 references
