A New Class of Multivariate Phase Type Distributions
From MaRDI portal
Publication:3819769
DOI10.1287/opre.37.1.151zbMath0667.60019OpenAlexW2065531367MaRDI QIDQ3819769
Publication date: 1989
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.37.1.151
Probability distributions: general theory (60E05) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (36)
Analysis of a multivariate claim process ⋮ Multilevel rationing policy for spare parts when demand is state dependent ⋮ Dependence properties and bounds for ruin probabilities in multivariate compound risk models ⋮ On Some Properties of Bivariate Exponential Distributions ⋮ Characterisation of multivariate phase type distributions ⋮ Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path ⋮ CMPH: a multivariate phase-type aggregate loss distribution ⋮ Parameter estimation of discrete multivariate phase-type distributions ⋮ Queues and Risk Processes with Dependencies ⋮ Parisian types of ruin probabilities for a class of dependent risk-reserve processes ⋮ ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS ⋮ Multivariate matrix-exponential affine mixtures and their applications in risk theory ⋮ Multivariate fractional phase-type distributions ⋮ Ruin problems for risk processes with dependent phase-type claims ⋮ Markov Renewal Methods in Restart Problems in Complex Systems ⋮ Approximating discrete multivariate distributions prom known moments ⋮ Joint discrete and continuous matrix distribution modeling ⋮ Association of multivariate phase-type distributions, with applications to shock models. ⋮ A Tractable Class of Multivariate Phase-Type Distributions for Loss Modeling ⋮ Multivariate finite-support phase-type distributions ⋮ On a Construction of Stationary Processes via Bilateral Matrix-Exponential Distributions ⋮ Joint densities of hitting times for finite state Markov processes ⋮ Multivariate Matrix-Exponential Distributions ⋮ On the Construction of Bivariate Exponential Distributions with an Arbitrary Correlation Coefficient ⋮ Multivariate risk model of phase type ⋮ Symmetric PH and EP distributions and their applications to the probability Hough transform ⋮ Convolutions of multivariate phase-type distributions ⋮ Unfinished work for the queue under \(D\)-policy with incomplete information on service times ⋮ Conditional tail expectations for multivariate phase-type distributions ⋮ Multivariate matrix Mittag-Leffler distributions ⋮ Dependent Risk Models with Bivariate Phase-Type Distributions ⋮ On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays ⋮ A semi-explicit density function for Kulkarni's bivariate phase-type distribution ⋮ Concomitants of order statistics from bivariate phase-type distributions with continuous density functions ⋮ Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times ⋮ Fitting bivariate losses with phase-type distributions
This page was built for publication: A New Class of Multivariate Phase Type Distributions