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Characterisation of multivariate phase type distributions

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  • Bo Friis Nielsen

    (Technical University of Denmark)

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  • Bo Friis Nielsen, 2022. "Characterisation of multivariate phase type distributions," Queueing Systems: Theory and Applications, Springer, vol. 100(3), pages 229-231, April.
    • Handle: RePEc:spr:queues:v:100:y:2022:i:3:d:10.1007_s11134-022-09802-6
    DOI: 10.1007/s11134-022-09802-6
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    References listed on IDEAS

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    1. Hobolth, Asger & Siri-Jégousse, Arno & Bladt, Mogens, 2019. "Phase-type distributions in population genetics," Theoretical Population Biology, Elsevier, vol. 127(C), pages 16-32.
    2. V. G. Kulkarni, 1989. "A New Class of Multivariate Phase Type Distributions," Operations Research, INFORMS, vol. 37(1), pages 151-158, February.
    3. Cai, Jun & Li, Haijun, 2005. "Multivariate risk model of phase type," Insurance: Mathematics and Economics, Elsevier, vol. 36(2), pages 137-152, April.
    4. David Assaf & Naftali A. Langberg & Thomas H. Savits & Moshe Shaked, 1984. "Multivariate Phase-Type Distributions," Operations Research, INFORMS, vol. 32(3), pages 688-702, June.
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