Pages that link to "Item:Q2978900"

The following pages link to Matrix-Exponential Distributions in Applied Probability (Q2978900):

Displaying 29 items.

• A NEW SHOCK MODEL WITH A CHANGE IN SHOCK SIZE DISTRIBUTION (Q5051913) (← links)
• Rate of strong convergence to Markov-modulated Brownian motion (Q5067208) (← links)
• Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models (Q5079360) (← links)
• Fractional inhomogeneous multi-state models in life insurance (Q5106336) (← links)
• Space Reduction for a Class of Multidimensional Markov Chains: A Summary and Some Applications (Q5131705) (← links)
• Explicit results on conditional distributions of generalized exponential mixtures (Q5139901) (← links)
• Computing minimal signature of coherent systems through matrix-geometric distributions (Q5152515) (← links)
• Inhomogeneous phase-type distributions and heavy tails (Q5205942) (← links)
• Building mean field ODE models using the generalized linear chain trick & Markov chain theory (Q5862035) (← links)
• PHASE-TYPE DISTRIBUTIONS FOR CLAIM SEVERITY REGRESSION MODELING (Q5866174) (← links)
• A Markov jump process associated with the matrix-exponential distribution (Q5880982) (← links)
• Continuous scaled phase-type distributions (Q6044276) (← links)
• On mixed censored \(\delta \)-shock models (Q6073148) (← links)
• A new mixed \(\delta \)-shock model with a change in shock distribution (Q6081608) (← links)
• Computing waiting time probabilities related to \((k_1, k_2, \dots, k_l)\) pattern (Q6089295) (← links)
• A boosting first-hitting-time model for survival analysis in high-dimensional settings (Q6103255) (← links)
• On a Dirichlet process mixture representation of phase-type distributions (Q6121778) (← links)
• A series expansion formula of the scale matrix with applications in CUSUM analysis (Q6123282) (← links)
• Phase-type mixture-of-experts regression for loss severities (Q6156007) (← links)
• Joint lifetime modeling with matrix distributions (Q6160718) (← links)
• Risk aggregation with FGM copulas (Q6171947) (← links)
• Aggregate Markov models in life insurance: properties and valuation (Q6193113) (← links)
• Distributions of random variables involved in discrete censored δ-shock models (Q6198066) (← links)
• Phase-type representations of stochastic interest rates with applications to life insurance (Q6201518) (← links)
• On the compound Poisson phase-type process and its application in shock models (Q6567276) (← links)
• On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes (Q6570498) (← links)
• The Markov discrete time \(\delta \)-shock reliability model and a waiting time problem (Q6580755) (← links)
• Performance analysis of work stealing strategies in large-scale multithreaded computing (Q6599362) (← links)
• A queueing model with \textit{BMAP} arrivals and heterogeneous phase type group services (Q6657866) (← links)