Sfoglia per Autore
Homogeneous semi-Markov reliability models for credit risk management
2003-01-01 D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
Non-homogeneous semi-Markov reliability transition credit risk models
2004-01-01 D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
Downward credit risk problem and non-homogeneous semi-markov reliability transition models
2004-01-01 D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
Credit Default Swap: A semi-Markov approach
2004-01-01 D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
Statistical Inference for a Semi-Markovian model of Interest Term Structure
2004-01-01 D'Amico, Guglielmo
Non-homogeneous backward semi-Markov reliability approach to Downward migration credit risk problem
2005-01-01 D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
Statistical Inference for Max-min discrete time Markov Reward Processes
2005-01-01 D'Amico, Guglielmo
Credit risk migration semi-Markov models: a reliability approach
2005-01-01 D'Amico, Guglielmo; Jacques, Janssen; Raimondo, Manca
Starting and Ending backward and forward non-homogeneous semi-Markov recurrence times processes
2005-01-01 D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
Homogeneous semi-Markov reliability models for credit risk management
2005-01-01 D'Amico, Guglielmo; Janssen, J; Manca, R.
Continuous Time Final and Initial Backward-Forward Homogeneous semi-Markov Processes and Credit Risk Migration Models
2006-01-01 Manca, Raimondo; D'Amico, Guglielmo; Janssen, Jacques
Backward and Forward non-Homogeneous semi-Markov Models for Credit Default Swap Evaluation
2006-01-01 D'Amico, Guglielmo
Statistical Inference for Markov Chain European Option: estimating the price, the bare risk and the theta by historical distributions of Markov chain
2006-01-01 D'Amico, Guglielmo
A semi-Markov maintenance model: application to the credit rating problem
2006-01-01 D'Amico, Guglielmo
Semi-Markov Models with Recurrence Time Processes: Application to the Credit Rating Problem
2007-01-01 D'Amico, Guglielmo; Manca, Raimondo; Ventura, Giuseppina
A 13-state homogeneous semi-Markov model for predicting the HIV disease evolution: a case study
2007-01-01 DI BIASE, Giuseppe; D'Amico, Guglielmo; DI GIROLAMO, A; Janssen, J; Iacobelli, Stefano; Tinari, Nicola; Manca, R.
Initial and Final Backward and Forward discrete time non-homogeneous semi-Markov Credit Risk Models
2007-01-01 D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
A Stochastic Model for the HIV/AIDS Dynamic Evolution
2007-01-01 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
2007-01-01 D'Amico, Guglielmo; Janssen, J; Manca, R.
Monte Carlo semi-Markov methods for credit risk migration models and Basel II rules. I Part
2008-01-01 Biffi, E; D'Amico, Guglielmo; DI BIASE, Giuseppe; Janssen, J; Manca, Raimondo; Silvestrov, D.
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