Conditional Joint Probability Distributions of First Exit Times to Overlapping Absorbing Sets of the Mixture of Markov Jump Processes-Reference-Cited by-同舟云学术

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Conditional Joint Probability Distributions of First Exit Times to Overlapping Absorbing Sets of the Mixture of Markov Jump Processes

Published:2018 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Surya Budhi

Publisher

Elsevier BV

Reference40 articles.

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2. Phase type distributions in survival analysis;O O Aalen;Scand. J. Stat,1995

3. Extreme behavior of multivariate phase-type distributions;A V Asimit;Insurance Math. Econom,2007

4. Explicit formulas for the exponential matrix e At;T Apostol;Am. Math. Mon,1969

5. Russian and American put options under exponential phase-type L�vy models;S Asmussen;Stoch. Proc. Appl,2004

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