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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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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
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The dynamic behaviour of non-homogeneous single-unireducible Markov and semi-Markov chains
D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo - In: Networks, topology and dynamics : theory and …, (pp. 195-211). 2009
Persistent link: https://www.econbiz.de/10003774325
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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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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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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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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