Multivariate risk model of phase type

Inequalities: Theory of Majorization and its Applications.

Barry C. Arnold, Albert W. Marshall, Ingram Olkin · Journal of the American Statistical Association · 1981 · 5K citations

Natural Sciences, Mathematics, Optimization +14

Matrix-Geometric Solutions in Stochastic Models. An Algorithmic Approach.

C. C. Heyde, Marcel F. Neuts · Journal of the American Statistical Association · 1982 · 3.3K citations

Engineering, Mathematics, Probability Theory +12

A Multivariate Exponential Distribution

Albert W. Marshall, Ingram Olkin · Journal of the American Statistical Association · 1967 · 1.6K citations

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Natural Sciences, Mathematics, Decision Theory +5

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Mark Anthony McComb · Technometrics · 2003 · 1.3K citations

Business, Risk Management, Risk Analysis +9