Continuous scaled phase-type distributions

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Continuous scaled phase-type distributions

3 March 2021

Hansjoerg Albrecher

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Papers citing "Continuous scaled phase-type distributions"

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Title
Matrix Mittag--Leffler distributions and modeling heavy-tailed risks Hansjoerg Albrecher Martin Bladt M. Bladt 27 20 0 12 Jun 2019
Fitting phase--type scale mixtures to heavy--tailed data and distributions M. Bladt L. Rojas-Nandayapa 33 19 0 11 May 2017
Asymptotics of supremum distribution of a Gaussian process over a Weibullian time M. Arendarczyk Krzysztof Dcebicki 69 54 0 21 Sep 2009
Inverse problems for regular variation of linear filters, a cancellation property for $σ$ -finite measures and identification of stable laws M. Jacobsen T. Mikosch J. Rosiñski G. Samorodnitsky 103 29 0 04 Dec 2007