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

页码：387 / 387

页数：1

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