Pages that link to "Item:Q3819769"
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The following pages link to A New Class of Multivariate Phase Type Distributions (Q3819769):
Displaying 34 items.
- Analysis of a multivariate claim process (Q267900) (← links)
- Parameter estimation of discrete multivariate phase-type distributions (Q340108) (← links)
- Association of multivariate phase-type distributions, with applications to shock models. (Q1423110) (← links)
- Multilevel rationing policy for spare parts when demand is state dependent (Q1621837) (← links)
- CMPH: a multivariate phase-type aggregate loss distribution (Q1648668) (← links)
- Symmetric PH and EP distributions and their applications to the probability Hough transform (Q1767797) (← links)
- Multivariate matrix Mittag-Leffler distributions (Q2042437) (← links)
- Characterisation of multivariate phase type distributions (Q2146389) (← links)
- Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path (Q2146463) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Convolutions of multivariate phase-type distributions (Q2276244) (← links)
- Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times (Q2347095) (← links)
- Dependence properties and bounds for ruin probabilities in multivariate compound risk models (Q2370525) (← links)
- Multivariate risk model of phase type (Q2485539) (← links)
- Unfinished work for the queue under \(D\)-policy with incomplete information on service times (Q2512582) (← links)
- On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays (Q2520463) (← links)
- Multivariate fractional phase-type distributions (Q2660621) (← links)
- A semi-explicit density function for Kulkarni's bivariate phase-type distribution (Q2816627) (← links)
- Fitting bivariate losses with phase-type distributions (Q2868608) (← links)
- On Some Properties of Bivariate Exponential Distributions (Q2904310) (← links)
- Markov Renewal Methods in Restart Problems in Complex Systems (Q2956068) (← links)
- Queues and Risk Processes with Dependencies (Q3191886) (← links)
- On a Construction of Stationary Processes via Bilateral Matrix-Exponential Distributions (Q3296436) (← links)
- Conditional tail expectations for multivariate phase-type distributions (Q3367750) (← links)
- Multivariate Matrix-Exponential Distributions (Q3562369) (← links)
- On the Construction of Bivariate Exponential Distributions with an Arbitrary Correlation Coefficient (Q3579004) (← links)
- Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151) (← links)
- Parisian types of ruin probabilities for a class of dependent risk-reserve processes (Q4562059) (← links)
- ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733) (← links)
- Joint densities of hitting times for finite state Markov processes (Q4634119) (← links)
- Approximating discrete multivariate distributions prom known moments (Q4856067) (← links)
- Concomitants of order statistics from bivariate phase-type distributions with continuous density functions (Q4988560) (← links)
- Multivariate finite-support phase-type distributions (Q5139929) (← links)
- Ruin problems for risk processes with dependent phase-type claims (Q6087242) (← links)
