Convolutions of multivariate phase-type distributions
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Publication:2276244
DOI10.1016/j.insmatheco.2011.01.004zbMath1223.60015MaRDI QIDQ2276244
Publication date: 1 August 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.01.004
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Cites Work
- Multivariate risk model of phase type
- Multivariate Phase-Type Distributions
- Multivariate Matrix-Exponential Distributions
- On the Construction of Bivariate Exponential Distributions with an Arbitrary Correlation Coefficient
- A New Class of Multivariate Phase Type Distributions
- On the Limitations of Multivariate Phase-Type Families