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"Inhomogeneous phase-type distributions and heavy tails."

Hansjörg Albrecher, Mogens Bladt (2019)

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DOI: 10.1017/JPR.2019.60

access: closed

type: Journal Article

metadata version: 2020-10-26

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  - https://dblp.org/rec/journals/jap/AlbrecherB19
Hansjörg Albrecher, Mogens Bladt:
Inhomogeneous phase-type distributions and heavy tails. J. Appl. Probab. 56(4): 1044-1064 (2019)

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