D'AMICO, Guglielmo
D'AMICO, Guglielmo
DIPARTIMENTO DI ECONOMIA
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.
A Continuous-Time Inequality Measure Applied to Financial Risk: The Case of the European Union
2018-01-01 D'Amico, Guglielmo; Philippe, Regnault; Scocchera, Stefania; Storchi, Loriano
A Continuous-Time Semi-Markov System Governed by Stepwise Transitions
2022-01-01 Vlad Stefan Barbu, ; D'Amico, Guglielmo; Andreas, Makrides
A Convergence Result in the Estimation of Markov Chains with Application to Compound Options
2008-01-01 D'Amico, Guglielmo
A Copula-based Markov Reward Approach to the Credit Spread in the European Union
2019-01-01 D'Amico, Guglielmo; Petroni, Filippo; Regnault, Philippe; Scocchera, Stefania; Storchi, Loriano
A customer's utility measure based on the reliability of multi-state systems
2011-01-01 D'Amico, Guglielmo; DI BIASE, Giuseppe; Manca, Raimondo
A Duration Dependent Rating Migration Model: Real Data Application and Cost of Capital Estimation
2014-01-01 D'Amico, Guglielmo; DI BIASE, Giuseppe; Janssen, J.; Manca, R.
A micro-to-macro approach to returns, volumes and waiting times
2021-01-01 D'Amico, Guglielmo; Petroni, Filippo
A Model for the State of Charge of a Battery Connected to a Wind Power Plant Under a Ramp Rate Limitation Regime
2022-01-01 D'Amico, Guglielmo; Gismondi, Fulvio; Vergine, Salvatore
A multivariate Markov chain stock model
2020-01-01 D'Amico, Guglielmo; DE BLASIS, Riccardo
A multivariate model for hybrid wind–photovoltaic power production with energy portfolio optimization
2022-01-01 Casula, Laura; D'Amico, Guglielmo; Masala, Giovanni; Petroni, Filippo
A New Approach to the Modeling of Financial Volumes
2018-01-01 D'Amico, Guglielmo; Gismondi, Fulvio; Petroni, Filippo
A New Approach to the Modeling of Financial Volumes
2018-01-01 D'Amico, Guglielmo; Gismondi, Fulvio; Petroni, Filippo
A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION
2011-01-01 D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo
A Real Data Application and Cost of Capital Estimation Based on Rating Migration Model
2013-01-01 D'Amico, Guglielmo; DI BIASE, Giuseppe; Janssen, J.; Manca, R.
A real data credit risk migration model with initial and final bakward
2010-01-01 D'Amico, Guglielmo; DI BIASE, Giuseppe; Janssen, J.; Manca, R.
A review of non-Markovian models for the dynamics of credit ratings
2019-01-01 D'Amico, Guglielmo; Dharmaraja, Selvamuthu; Manca, Raimondo; Pasricha, Puneet
A review of the dividend discount model: from deterministic to stochastic models
2020-01-01 D'Amico, Guglielmo; DE BLASIS, Riccardo
A reward semi-Markov process with memory for wind speed modeling
2012-01-01 Petroni, Filippo; D'Amico, Guglielmo; Prattico, Flavio
A semi-Markov approach for synthetic data generation of wind speed
2012-01-01 D'Amico, Guglielmo; Petroni, Filippo; Prattico, Flavio