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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

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

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

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

Cos' altro dopo la Fornero?

Gronchi, Sandro; Manca, Raimondo - In: Politica economica : rivista di studi e ricerche per la … 29 (2013) 3, pp. 241-268

Persistent link: https://www.econbiz.de/10010412976

Full backward non-homogeneous semi-Markov processes for disability insurance models : a Catalunya real data application

D'Amico, Guglielmo; Guillén, Montserrat; Manca, Raimondo - In: Insurance / Mathematics & economics 45 (2009) 2, pp. 173-179

Persistent link: https://www.econbiz.de/10009517584

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

Portfolio optimization of credit risky bonds : a semi-Markov process approach

Pasricha, Puneet; Selvamuthu, Dharmaraja; D'Amico, Guglielmo - In: Financial innovation : FIN 6 (2020) 25, pp. 1-14

This article presents a semi-Markov process based approach to optimally select a portfolio consisting of credit risky bonds. The criteria to optimize the credit portfolio is based on l∞-norm risk measure and the proposed optimization model is formulated as a linear programming problem. The...

Persistent link: https://www.econbiz.de/10012268914

Bivariate semi-Markov reward chain and credit spreads

D'Amico, Guglielmo; Manca, Raimondo; Sassoferrato, Il - In: IMA journal of management mathematics 27 (2016) 4, pp. 529-556

Persistent link: https://www.econbiz.de/10011739966

Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance

Guglielmo D’Amico; Guillen, Montserrat; Manca, Raimondo - Xarxa de Referència en Economia Aplicada (XREAP) - 2012

In this paper, we present a stochastic model for disability insurance contracts. The model is based on a discrete time non-homogeneous semi-Markov process (DTNHSMP) to which the backward recurrence time process is introduced. This permits a more exhaustive study of disability evolution and a...

Persistent link: https://www.econbiz.de/10010539080