A Review on Phase-type Distributions and their Use in Risk Theory
Work
Year: 2005
Type: review
Abstract: Phase-type distributions, defined as the distributions of absorption times of certain Markov jump processes, constitute a class of distributions on the positive real axis which seems to strike a balan... more
Source: Astin Bulletin
Author Mogens Bladt
Institution Universidad Nacional Autónoma de México
Cites: 16
Cited by: 39
Related to: 10
FWCI: 0.139
Citation percentile (by year/subfield): 77.92
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: bronze