Extreme behavior of multivariate phase-type distributions

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Publication:2384448

DOI10.1016/j.insmatheco.2006.10.016zbMath1125.60047OpenAlexW3122310405MaRDI QIDQ2384448

Alexandru V. Asimit, Bruce L. Jones

Publication date: 21 September 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://openaccess.city.ac.uk/id/eprint/13144/1/Asimit_Jones_2006_revised.pdf




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