Joint densities of hitting times for finite state Markov processes (Q4634119)
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scientific article; zbMATH DE number 7051484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint densities of hitting times for finite state Markov processes |
scientific article; zbMATH DE number 7051484 |
Statements
Joint densities of hitting times for finite state Markov processes (English)
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7 May 2019
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finite state Markov processes
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simultaneous hitting times
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densities of singular parts
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multiple first hitting times
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generalized multivariate phase-type distributions
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credit risk modeling
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0.92927796
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0.91820675
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0.9151173
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0.91286695
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0.9037244
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