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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
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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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Income inequality dynamic measurement of Markov models : application to some European countries
D'Amico, Guglielmo; Di Biase, Giuseppe; Manca, Raimondo - In: Economic modelling 29 (2012) 5, pp. 1598-1602
Persistent link: https://www.econbiz.de/10009667189
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Effects on taxation on the forecasting of income inequality : evidence from Germany, Greece, and Italy
D'Amico, Guglielmo; Di Biase, Giuseppe; Manca, Raimondo - In: Panoeconomicus 60 (2013) 6, pp. 707-723
Persistent link: https://www.econbiz.de/10010353786
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A duration dependent rating migration model : real data application and cost of capital estimation
D'Amico, Guglielmo; Di Biase, Giuseppe; Janssen, Jacques; … - In: Finance a úvěr 64 (2014) 3, pp. 233-245
Persistent link: https://www.econbiz.de/10010373383
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Decomposition of the population Dynamic Theil's Entropy and its application to four European countries
D'Amico, Guglielmo; Di Biase, Giuseppe; Manca, Raimondo - In: Hitotsubashi journal of economics 55 (2014) 2, pp. 229-239
Persistent link: https://www.econbiz.de/10010502086
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Immigration effects on economic systems through dynamic inequality indices
D'Amico, Guglielmo; Di Biase, Giuseppe; Manca, Raimondo - In: Global journal of business research : GJBR 5 (2011) 5, pp. 11-25
Persistent link: https://www.econbiz.de/10009012741
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Semi-markov migration models for credit risk
D'Amico, Guglielmo; Di Biase, Giuseppe; Janssen, Jacques; … - 2017
Persistent link: https://www.econbiz.de/10011660584
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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
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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