Conditional tail expectations for multivariate phase type distributions.

被引：0
|
作者：
Cai, J
Li, H
机构：
来源：
INSURANCE MATHEMATICS & ECONOMICS | 2005年 / 37卷 / 02期
关键词：
conditional tail expectation; convolution extreme value; Markovian property; multivariate phase; type distribution;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
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页码：387 / 387
页数：1
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