Equilibrium Distributions of Discrete Phase Type

DOI10.1080/15326349.2013.783288zbMath1271.60082OpenAlexW2016242198MaRDI QIDQ2841134

Xueyuan Wu

Publication date: 24 July 2013

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11343/55200

zbMATH Keywords

equilibrium distributiondiscrete phase-type distributionhigh-order equilibrium distributionlixmiting equilibrium distribution

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Renewal theory (60K05)

Related Items (1)

Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model

Cites Work

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• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Preservation of certain classes of life distributions under Poisson shock models
• On closure of some partial orderings under mixtures
• Equilibrium compound distributions and stop-loss moments
• On the Distribution of the Deficit at Ruin when Claims are Phase-type

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