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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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ECONIS (ZBW)
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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
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2
Semi-Markov risk models for finance, insurance and reliability
Janssen, Jacques
;
Manca, Raimondo
-
2007
Persistent link: https://www.econbiz.de/10003408642
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3
Homogeneous semi-Markov reliability models for credit risk management
D'Amico, Guglielmo
;
Janssen, Jacques
;
Manca, Raimondo
- In:
Decisions in economics and finance : DEF ; a journal of …
28
(
2005
)
2
,
pp. 79-93
Persistent link: https://www.econbiz.de/10003231302
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4
Downward migration credit risk problem : a non-homogeneous backward semi-Markov reliability approach
D'Amico, Guglielmo
;
Janssen, Jacques
;
Manca, Raimondo
- In:
Journal of the Operational Research Society : OR
67
(
2016
)
3
,
pp. 393-401
Persistent link: https://www.econbiz.de/10011489555
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5
Non-homogeneous time convolutions, renewal processes and age-dependent mean number of motorcar accidents
Gismondi, Fulvio
;
Janssen, Jacques
;
Manca, Raimondo
- In:
Annals of actuarial science : publ. by the Institute of …
9
(
2015
)
1
,
pp. 36-57
Persistent link: https://www.econbiz.de/10011299200
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6
Semi-markov migration models for credit risk
D'Amico, Guglielmo
;
Di Biase, Giuseppe
;
Janssen, Jacques
; …
-
2017
Persistent link: https://www.econbiz.de/10011660584
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