A tractable class of multivariate phase-type distributions for loss modeling

11 October 2021

Papers citing "A tractable class of multivariate phase-type distributions for loss modeling"

4 / 4 papers shown

Title
Continuous scaled phase-type distributions Hansjoerg Albrecher Martin Bladt M. Bladt Jorge Yslas 28 5 0 03 Mar 2021
$Multivariate fractional phase--type distributions$ Multivariate fractional phase--type distributions Hansjoerg Albrecher Martin Bladt M. Bladt 52 10 0 24 Mar 2020
Multivariate Matrix Mittag--Leffler distributions Hansjoerg Albrecher Martin Bladt M. Bladt 54 11 0 23 Mar 2020
Matrix Mittag--Leffler distributions and modeling heavy-tailed risks Hansjoerg Albrecher Martin Bladt M. Bladt 20 20 0 12 Jun 2019