Pages that link to "Item:Q5490583"

The following pages link to A Review on Phase-type Distributions and their Use in Risk Theory (Q5490583):

Displaying 29 items.

• Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall-Olkin law (Q277273) (← links)
• Fitting phase-type scale mixtures to heavy-tailed data and distributions (Q726126) (← links)
• Some results on optimal stopping under phase-type distributed implementation delay (Q784790) (← links)
• Ruin probabilities for Bayesian exchangeable claims processes (Q899543) (← links)
• On a discrete risk model with two-sided jumps (Q966097) (← links)
• Panjer recursion versus FFT for compound distributions (Q1028538) (← links)
• Discussion of ``Human life is unlimited -- but short'' by H. Rootzén and D. Zholud (Q1792623) (← links)
• Labor migrant networks: growth, saturation, and deflection to new labor markets (Q2005837) (← links)
• Phase type zero truncated Poisson Lindley distributions and their application in modeling secondary cancer cases (Q2097001) (← links)
• Optimal decisions in stochastic graphs with uncorrelated and correlated edge weights (Q2108190) (← links)
• Optimal dividend strategies in a renewal risk model with phase-type distributed interclaim times (Q2115138) (← links)
• Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
• Evaluating readmission rates and discharge planning by analyzing the length-of-stay of patients (Q2329891) (← links)
• Constant proportion portfolio insurance under a regime switching exponential Lévy process (Q2443230) (← links)
• A new class of models for heavy tailed distributions in finance and insurance risk (Q2444705) (← links)
• On the use of functional calculus for phase-type and related distributions (Q2803400) (← links)
• On the Construction of Bivariate Exponential Distributions with an Arbitrary Correlation Coefficient (Q3579004) (← links)
• Parisian types of ruin probabilities for a class of dependent risk-reserve processes (Q4562059) (← links)
• Calculation of ruin probabilities for a dense class of heavy tailed distributions (Q4576915) (← links)
• Efficient simulation of tail probabilities in a queueing model with heterogeneous servers (Q4643641) (← links)
• Ergodicity Analysis and Antithetic Integral Control of a Class of Stochastic Reaction Networks with Delays (Q4964232) (← links)
• The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model (Q5022555) (← links)
• Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times (Q5083399) (← links)
• The estimation of adopted mortality and morbidity rates using model and the phase type law: the Turkish case (Q5087529) (← links)
• Microdomain [Ca²⁺] Fluctuations Alter Temporal Dynamics in Models of Ca²⁺-Dependent Signaling Cascades and Synaptic Vesicle Release (Q5380401) (← links)
• Moment generating functions of compound renewal sums with discounted claims (Q5894381) (← links)
• Moment generating functions of compound renewal sums with discounted claims (Q5894382) (← links)
• A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (Q6200934) (← links)
• Identifying Markov chain models from time-to-event data: an algebraic approach (Q6661650) (← links)