Risk assessment woth matrix-analytic methods

Azucena Campillo Navarro: Phase-type distributions are defined as distributions of the absorbing time of a Markov jump process with a finite number of transient states and one absorbing state.
Updated by Jakob Mikael Espersen on 12 June 2023

PhD project Azucena Campillo Navarro

Section: Statistics and data analysis

Principal supervisor: Bo Friis Nielsen
Co-supervisors: Mogens Bladt

Title of project: Risk assessment woth matrix-analytic methods

Effective start/end date 15/07/2015 → 14/10/2018

Report published: Order statistics and multivariate discrete phase-type distributions.

Contact

Bo Friis Nielsen
Professor
DTU Compute
+45 45 25 33 97
Updated by Jakob Mikael Espersen on 12 June 2023