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Discrete time non-homogeneous semi-markov reliability transition credit risk models and the default distribution functions
D'Amico, Guglielmo, (2011)
The construction of the claims reserve distribution by means of a semi-Markov backward simulation model
Gismondi, Fulvio, (2012)
A duration dependent rating migration model : real data application and cost of capital estimation
D'Amico, Guglielmo, (2014)