The following pages link to (Q5690364):
Displaying 21 items.
- A tollbooth tandem queue with heterogeneous servers (Q299866) (← links)
- A simple and complete computational analysis of MAP/R/1 queue using roots (Q370902) (← links)
- Padé approximants for finite time ruin probabilities (Q475654) (← links)
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
- Computational analysis of bulk service queue with Markovian arrival process: MAP/R\(^{(a,b)}/1\) queue (Q505201) (← links)
- Computing ruin probability in the classical risk model (Q845482) (← links)
- The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (Q882463) (← links)
- Moment characterization of matrix exponential and Markovian arrival processes (Q928200) (← links)
- Coxian approximations of matrix-exponential distributions (Q931320) (← links)
- Coxian representations of generalized Erlang distributions (Q1036929) (← links)
- Ruin probabilities for Erlang (2) risk processes (Q1265933) (← links)
- Finite time ruin probabilities with one Laplace inversion. (Q1413406) (← links)
- Point processes with finite-dimensional conditional probabilities (Q1613607) (← links)
- Constructing matrix exponential distributions by moments and behavior around zero (Q1718768) (← links)
- Approximations for solutions of renewal-type equations (Q1807279) (← links)
- The Algebraic Degree of Phase-Type Distributions (Q4933189) (← links)
- Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration (Q5014306) (← links)
- Fitting combinations of exponentials to probability distributions (Q5430334) (← links)
- A Markov jump process associated with the matrix-exponential distribution (Q5880982) (← links)
- A new mixed \(\delta \)-shock model with a change in shock distribution (Q6081608) (← links)
- On a Dirichlet process mixture representation of phase-type distributions (Q6121778) (← links)
