Recursions for multivariate compound phase variables
type: Item
instance of: scholarly article
title: Recursions for multivariate compound phase variables
zbMATH Open document ID: 1141.91503
author: Karl-Theodor Eisele
published in: Insurance Mathematics \& Economics
publication date: 2008-08-22T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5315262
zbMATH Keywords: discrete multivariate phase variables
zbMATH Keywords: recursions for multivariate compound variables
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2006.12.006
OpenAlex ID: W3125357517
cites work: Computational methods in risk theory: a matrix-algorithmic approach
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cites work: Q4833240
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cites work: Speedy convolution algorithms and Panjer recursions for phase-type distributions
cites work: Recursions for Convolutions and Compound Distributions with Insurance Applications
DOI: 10.1016/J.INSMATHECO.2006.12.006
description: scientific article; zbMATH DE number 5315262