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The semi-Markov model in risk...
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Markov chain
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Janssen, Jacques
26
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8
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4
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3
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Mathematical finance : deterministic and stochastic models
Janssen, Jacques
;
Manca, Raimondo
;
Volpe, Ernesto
-
2009
Persistent link: https://www.econbiz.de/10004929528
Saved in:
2
Applied semi-Markov processes
Janssen, Jacques
;
Manca, Raimondo
-
2006
Persistent link: https://www.econbiz.de/10004879474
Saved in:
3
Semi-Markov risk models for finance, insurance and reliability
Janssen, Jacques
;
Manca, Raimondo
-
2007
Persistent link: https://www.econbiz.de/10004889930
Saved in:
4
Applied semi-Markov processes
Janssen, Jacques
;
Manca, Raimondo
-
2010
Persistent link: https://www.econbiz.de/10008911944
Saved in:
5
New trends in data analysis and applications : [papers presented at the Symposium on New Trends in Data Analysis, held Dec. 7 - 9, 1981 at the European Inst. for Advanced Studies in Management, Brussels, and at a second congress held Mar. 11 - 12 at the Univ. Libre de Bruxelles]
Janssen, Jacques
(
contributor
)
-
1983
Persistent link: https://www.econbiz.de/10004732184
Saved in:
6
The construction of the claims reserve distribution by means of a semi-Markov backward simulation model
Gismondi, Fulvio
;
Janssen, Jacques
;
Manca, Raimondo
- In:
Annals of actuarial science : publ. by the Institute of …
6
(
2012
)
1
,
pp. 23-64
Persistent link: https://www.econbiz.de/10009884628
Saved in:
7
Agricultural finance revenue futures contract
Guinvarch, Martial V.
;
Janssen, Jacques
;
Cordier, Jean
- In:
International journal of theoretical and applied finance
7
(
2004
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10002021472
Saved in:
8
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:
9
The construction of the claims reserve distribution by means of a semi-Markov backward simulation model
Gismondi, Fulvio
;
Janssen, Jacques
;
Manca, Raimondo
- In:
Annals of actuarial science : publ. by the Institute of …
6
(
2012
)
1
,
pp. 23-64
Persistent link: https://www.econbiz.de/10009488931
Saved in:
10
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
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