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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
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:
6
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:
7
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:
8
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
Saved in:
9
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
Saved in:
10
Stochastic methods for pension funds
Devolder, Pierre
;
Janssen, Jacques
;
Manca, Raimondo
-
2012
Persistent link: https://www.econbiz.de/10009426686
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