Explicit results on conditional distributions of generalized exponential mixtures

DOI10.1017/jpr.2020.26zbMath1454.62066OpenAlexW3083241623WikidataQ115563648 ScholiaQ115563648MaRDI QIDQ5139901

Miriam Isabel Seifert, Claudia Klüppelberg

Publication date: 11 December 2020

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://mediatum.ub.tum.de/doc/1485000/document.pdf

zbMATH Keywords

convolutionexponential distributiontail behaviorreliability theoryconditional distributionrisk managementphase-type distributionsgeneralized exponential mixture distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Reliability, availability, maintenance, inspection in operations research (90B25) Characterization and structure theory of statistical distributions (62E10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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• EMpht

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