Matrix Mittag-Leffler distributions and modeling heavy-tailed risks (Q2198600)
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scientific article; zbMATH DE number 7246200
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| English | Matrix Mittag-Leffler distributions and modeling heavy-tailed risks |
scientific article; zbMATH DE number 7246200 |
Statements
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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0.8846032023429871
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0.7496999502182007
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0.747664213180542
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0.727910578250885
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0.7129466533660889
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