A characterisation of phase type distributions

Wolstenholme, L. C. (1997). A characterisation of phase type distributions (Report No. Statistical Research Paper No. 18). London, UK: Faculty of Actuarial Science & Insurance, City University London.

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Item Type: Monograph (Working Paper)
Subjects: H Social Sciences > HG Finance
Divisions: Cass Business School > Faculty of Actuarial Science & Insurance > Faculty of Actuarial Science & Insurance Statistical Research Reports
URI: http://openaccess.city.ac.uk/id/eprint/2365

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