City Research Online

A characterisation of phase type distributions

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

Publication Type: Monograph (Working Paper)
Subjects: H Social Sciences > HG Finance
Departments: Bayes Business School > Actuarial Science & Insurance > Statistical Research Reports
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