A Review on Phase-type Distributions and their Use in Risk Theory

DOI10.2143/AST.35.1.583170zbMath1123.62013OpenAlexW4253891146MaRDI QIDQ5490583

Mogens Bladt

Publication date: 4 October 2006

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.35.1.583170

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10) Inference from stochastic processes (62M99)

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Cites Work

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