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Markov chain
Markov-Kette
13
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Manca, Raimondo
12
D'Amico, Guglielmo
11
Janssen, Jacques
8
Di Biase, Giuseppe
4
De Blasis, Riccardo
1
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Sassoferrato, Il
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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1
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ECONIS (ZBW)
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The dynamic behaviour of non-homogeneous single-unireducible Markov and semi-Markov chains
D'Amico, Guglielmo
;
Janssen, Jacques
;
Manca, Raimondo
- In:
Networks, topology and dynamics : theory and …
,
(pp. 195-211)
.
2009
Persistent link: https://www.econbiz.de/10003774325
Saved in:
2
Semi-Markov risk models for finance, insurance and reliability
Janssen, Jacques
;
Manca, Raimondo
-
2007
Persistent link: https://www.econbiz.de/10003408642
Saved in:
3
Homogeneous and non-homogeneous semi-Markov backward credit risk migration models
D'Amico, Guglielmo
;
Di Biase, Giuseppe
;
Janssen, Jacques
; …
- In:
Financial hedging
,
(pp. 3-55)
.
2009
Persistent link: https://www.econbiz.de/10008799134
Saved in:
4
A non-homogeneous semi-Markov reward model for the credit spread computation
D'Amico, Guglielmo
;
Janssen, Jacques
;
Manca, Raimondo
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 221-238
Persistent link: https://www.econbiz.de/10008992173
Saved in:
5
Discrete time non-homogeneous semi-markov reliability transition credit risk models and the default distribution functions
D'Amico, Guglielmo
;
Janssen, Jacques
;
Manca, Raimondo
- In:
Computational economics
38
(
2011
)
4
,
pp. 465-481
Persistent link: https://www.econbiz.de/10009356876
Saved in:
6
Downward migration credit risk problem : a non-homogeneous backward semi-Markov reliability approach
D'Amico, Guglielmo
;
Janssen, Jacques
;
Manca, Raimondo
- In:
Journal of the Operational Research Society : OR
67
(
2016
)
3
,
pp. 393-401
Persistent link: https://www.econbiz.de/10011489555
Saved in:
7
Homogeneous semi-Markov reliability models for credit risk management
D'Amico, Guglielmo
;
Janssen, Jacques
;
Manca, Raimondo
- In:
Decisions in economics and finance : DEF ; a journal of …
28
(
2005
)
2
,
pp. 79-93
Persistent link: https://www.econbiz.de/10003231302
Saved in:
8
Semi-markov migration models for credit risk
D'Amico, Guglielmo
;
Di Biase, Giuseppe
;
Janssen, Jacques
; …
-
2017
Persistent link: https://www.econbiz.de/10011660584
Saved in:
9
A system maintenance approach to analyzing the Italian judicial system reform proposal of 2010
D'Amico, Guglielmo
;
Manca, Raimondo
- In:
Socio-economic planning sciences : the international …
46
(
2012
)
3
,
pp. 205-215
Persistent link: https://www.econbiz.de/10009575152
Saved in:
10
Measuring income inequality : an application of the population dynamic Theil's entropy
D'Amico, Guglielmo
;
Di Biase, Giuseppe
;
Manca, Raimondo
- In:
Accounting & taxation : AT
7
(
2015
)
1
,
pp. 103-114
Persistent link: https://www.econbiz.de/10011289147
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