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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
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:
3
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
Saved in:
4
Semi-Markov risk models for finance, insurance and reliability
Janssen, Jacques
;
Manca, Raimondo
-
2007
Persistent link: https://www.econbiz.de/10003408642
Saved in:
5
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
Saved in:
6
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
Saved in:
7
A customer's utility measure based on the reliability of multi-state systems
D'Amico, Guglielmo
;
Di Biase, Giuseppe
;
Manca, Raimondo
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009375170
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8
Income inequality dynamic measurement of Markov models : application to some European countries
D'Amico, Guglielmo
;
Di Biase, Giuseppe
;
Manca, Raimondo
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1598-1602
Persistent link: https://www.econbiz.de/10009667189
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9
Full backward non-homogeneous semi-Markov processes for disability insurance models : a Catalunya real data application
D'Amico, Guglielmo
;
Guillén, Montserrat
;
Manca, Raimondo
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 173-179
Persistent link: https://www.econbiz.de/10009517584
Saved in:
10
Decomposition of the population Dynamic Theil's Entropy and its application to four European countries
D'Amico, Guglielmo
;
Di Biase, Giuseppe
;
Manca, Raimondo
- In:
Hitotsubashi journal of economics
55
(
2014
)
2
,
pp. 229-239
Persistent link: https://www.econbiz.de/10010502086
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