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Homogeneous semi-Markov reliability models for credit risk management 2003 D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
Non-homogeneous semi-Markov reliability transition credit risk models 2004 D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
Downward credit risk problem and non-homogeneous semi-markov reliability transition models 2004 D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
Statistical Inference for a Semi-Markovian model of Interest Term Structure 2004 D'Amico, Guglielmo
Credit Default Swap: A semi-Markov approach 2004 D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
Statistical Inference for Max-min discrete time Markov Reward Processes 2005 D'Amico, Guglielmo
Non-homogeneous backward semi-Markov reliability approach to Downward migration credit risk problem 2005 D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
Credit risk migration semi-Markov models: a reliability approach 2005 D'Amico, Guglielmo; Jacques, Janssen; Raimondo, Manca
Starting and Ending backward and forward non-homogeneous semi-Markov recurrence times processes 2005 D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
Homogeneous semi-Markov reliability models for credit risk management 2005 D'Amico, Guglielmo; Janssen, J; Manca, R.
Backward and Forward non-Homogeneous semi-Markov Models for Credit Default Swap Evaluation 2006 D'Amico, Guglielmo
Continuous Time Final and Initial Backward-Forward Homogeneous semi-Markov Processes and Credit Risk Migration Models 2006 Manca, Raimondo; D'Amico, Guglielmo; Janssen, Jacques
Statistical Inference for Markov Chain European Option: estimating the price, the bare risk and the theta by historical distributions of Markov chain 2006 D'Amico, Guglielmo
A semi-Markov maintenance model: application to the credit rating problem 2006 D'Amico, Guglielmo
Semi-Markov Models with Recurrence Time Processes: Application to the Credit Rating Problem 2007 D'Amico, Guglielmo; Manca, Raimondo; Ventura, Giuseppina
Initial and Final Backward and Forward discrete time non-homogeneous semi-Markov Credit Risk Models 2007 D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
A 13-state homogeneous semi-Markov model for predicting the HIV disease evolution: a case study 2007 DI BIASE, Giuseppe; D'Amico, Guglielmo; DI GIROLAMO, A; Janssen, J; Iacobelli, Stefano; Tinari, Nicola; Manca, R.
Valuing Credit Default Swap in a Semi-Markovian rating-based Model 2007 D'Amico, Guglielmo; Janssen, J; Manca, R.
A Stochastic Model for the HIV/AIDS Dynamic Evolution 2007 DI BIASE, Giuseppe; D'Amico, Guglielmo; DI GIROLAMO, A; Janssen, J; Iacobelli, Stefano; Tinari, Nicola; Manca, R.
An accumulated consumer's utility measure for multi-state systems 2008 DI BIASE, Giuseppe; D'Amico, Guglielmo; Manca, R.
Mostrati risultati da 1 a 20 di 223
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