Extreme behavior of multivariate phase-type distributions

Insurance: Mathematics and Economics 2007 Vol. 41; Iss. 2

Extreme behavior of multivariate phase-type distributions

Alexandru V. Asimit, Bruce L. Jones
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Volume:
41
Year:
2007
Language:
english
Pages:
11
DOI:
10.1016/j.insmatheco.2006.10.016
File:
PDF, 398 KB
english, 2007
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