Pages that link to "Item:Q3223657"

The following pages link to Multivariate Phase-Type Distributions (Q3223657):

Displaying 46 items.

• Analysis of a multivariate claim process (Q267900) (← links)
• Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall-Olkin law (Q277273) (← links)
• Parameter estimation of discrete multivariate phase-type distributions (Q340108) (← links)
• Modelling default contagion using multivariate phase-type distributions (Q539143) (← links)
• Transient flows in queueing systems via closure approximations (Q688659) (← links)
• Recursions for multivariate compound phase variables (Q939328) (← links)
• The throughput rate of interchangeable parallel two-stage tandem queue with correlated service times (Q1356839) (← links)
• Association of multivariate phase-type distributions, with applications to shock models. (Q1423110) (← 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)
• Heavy-tailed phase-type distributions: a unified approach (Q2158816) (← links)
• Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
• The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
• Convolutions of multivariate phase-type distributions (Q2276244) (← links)
• Matched queueing systems with a double input (Q2367934) (← links)
• Dependence properties and bounds for ruin probabilities in multivariate compound risk models (Q2370525) (← links)
• Extreme behavior of multivariate phase-type distributions (Q2384448) (← links)
• Multivariate mixtures of Erlangs for density estimation under censoring (Q2398460) (← 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)
• Continuous-time Markov chain bivariate Log-PH type distribution (Q2924050) (← links)
• CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION (Q2941063) (← links)
• Queues and Risk Processes with Dependencies (Q3191886) (← links)
• Conditional tail expectations for multivariate phase-type distributions (Q3367750) (← links)
• Multivariate Matrix-Exponential Distributions (Q3562369) (← links)
• Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151) (← links)
• Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures (Q3632830) (← links)
• The least variable phase type distribution is erlang (Q3774684) (← links)
• A New Class of Multivariate Phase Type Distributions (Q3819769) (← 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)
• Bayesian and Bühlmann credibility for phase-type distributions with a univariate risk parameter (Q4576972) (← links)
• Joint densities of hitting times for finite state Markov processes (Q4634119) (← links)
• (Q4980021) (← links)
• Multivariate finite-support phase-type distributions (Q5139929) (← links)
• A Survey of Dynamic Representations and Generalizations of the Marshall–Olkin Distribution (Q5272895) (← links)
• On the Limitations of Multivariate Phase-Type Families (Q5748661) (← links)
• Ruin problems for risk processes with dependent phase-type claims (Q6087242) (← links)