Stochastic models for insurance set

Veröffentlicht 2017

A semi-Markov approach to the stock valuation problem

von D'Amico, Guglielmo
Veröffentlicht in Annals of finance (2013)

A system maintenance approach to analyzing the Italian judicial system reform proposal of 2010

von D'Amico, Guglielmo
Veröffentlicht in Socio-economic planning sciences (2012)

Copula based multivariate semi-Markov models with applications in high-frequency finance

von D'Amico, Guglielmo
Veröffentlicht in European journal of operational research (12018)

The dynamic behaviour of non-homogeneous single-unireducible Markov and semi-Markov chains

von D'Amico, Guglielmo
Veröffentlicht in Networks, topology and dynamics (2009)

A non-homogeneous semi-Markov reward model for the credit spread computation

von D'Amico, Guglielmo
Veröffentlicht in International journal of theoretical and applied finance (2011)

Bivariate semi-Markov reward chain and credit spreads

von D'Amico, Guglielmo
Veröffentlicht in Institute of Mathematics and Its Applications IMA journal of management mathematics (2016)

Change point dynamics for financial data : an indexed Markov chain approach

von D'Amico, Guglielmo
Veröffentlicht in Annals of finance (2019)

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

von D'Amico, Guglielmo
Veröffentlicht in Insurance / Mathematics & economics (2009)

Discrete time non-homogeneous semi-markov reliability transition credit risk models and the default distribution functions

von D'Amico, Guglielmo
Veröffentlicht in Computational economics (2011)

Homogeneous semi-Markov reliability models for credit risk management

von D'Amico, Guglielmo
Veröffentlicht in Decisions in economics and finance (2005)

Downward migration credit risk problem : a non-homogeneous backward semi-Markov reliability approach

von D'Amico, Guglielmo
Veröffentlicht in Operational Research Society Journal of the Operational Research Society (2016)

Measuring income inequality : an application of the population dynamic Theil's entropy

von D'Amico, Guglielmo
Veröffentlicht in Accounting & taxation (2015)

Income inequality dynamic measurement of Markov models : application to some European countries

von D'Amico, Guglielmo
Veröffentlicht in Economic modelling (2012)

Effects on taxation on the forecasting of income inequality : evidence from Germany, Greece, and Italy

von D'Amico, Guglielmo
Veröffentlicht in Panoeconomicus (2013)

Immigration effects on economic systems through dynamic inequality indices

von D'Amico, Guglielmo
Veröffentlicht in Global journal of business research (2011)

Decomposition of the population Dynamic Theil's Entropy and its application to four European countries

von D'Amico, Guglielmo
Veröffentlicht in Hitotsubashi journal of economics (2014)

A customer's utility measure based on the reliability of multi-state systems

von D'Amico, Guglielmo
Veröffentlicht in Decisions in economics and finance (2011)

Novel advancements in the Markov chain stock model : analysis and inference

von Barbu, Vlad Stefan
Veröffentlicht in Annals of finance (2017)

Semi-markov migration models for credit risk

von D'Amico, Guglielmo
Veröffentlicht 2017