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Multivariate Matrix Mittag--Leffler distributions

Multivariate Matrix Mittag--Leffler distributions

Annals of the Institute of Statistical Mathematics (AISM), 2020
23 March 2020
Hansjoerg Albrecher
Martin Bladt
M. Bladt
ArXiv (abs)PDFHTML

Papers citing "Multivariate Matrix Mittag--Leffler distributions"

4 / 4 papers shown
A tractable class of multivariate phase-type distributions for loss
  modeling
A tractable class of multivariate phase-type distributions for loss modelingNorth American Actuarial Journal (NAAJ), 2021
Martin Bladt
309
9
0
11 Oct 2021
Heavy-tailed phase-type distributions: A unified approach
Heavy-tailed phase-type distributions: A unified approach
Martin Bladt
Jorge Yslas
217
7
0
19 Jul 2021
Fitting inhomogeneous phase-type distributions to data: the univariate
  and the multivariate case
Fitting inhomogeneous phase-type distributions to data: the univariate and the multivariate caseScandinavian Journal of Statistics (Scand. J. Stat.), 2020
Hansjoerg Albrecher
M. Bladt
Jorge Yslas
104
32
0
23 Jun 2020
Multivariate fractional phase--type distributions
Multivariate fractional phase--type distributionsFractional Calculus and Applied Analysis (FCAA), 2020
Hansjoerg Albrecher
Martin Bladt
M. Bladt
106
12
0
24 Mar 2020
1
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