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Titolo Data di pubblicazione Autore(i) File
Valuing credit default swap in a non-homogeneous semi-Markovian rating based models 2005 D'Amico, G; DE MEDICI, Giovanna; Janssen, J.
Contiunuous time homogeneous and non-homogeneous backward semi-Markov reward processes and insurance applications 2005 DE MEDICI, Giovanna; Manca, Raimondo; Ventura, Giuseppina
Stochastic annuities by means of Markov and semi-Markov reward processes 2006 DE MEDICI, Giovanna; Manca, Raimondo; Ventura, Giuseppina
The dynamic behaviour of a mono-unireducible non-homogeneous Markov chain 2006 DE MEDICI, Giovanna; Manca, Raimondo; Ventura, Giuseppina
The aggregate claim amount discrete time semi-Markov model 2007 DE MEDICI, Giovanna; Janssen, J; Manca, Raimondo
Statistical Inference for Markov Reward Processes and application to the Italian Bonus-Malus Systems. 2008 D'Amico, G; DE MEDICI, Giovanna
An Application of Markov Reward Processes to the Italian Bonus-Malus System 2009 G., D'Amico; DE MEDICI, Giovanna
Semi-Markov Monte Carlo simulation model for finance and insurance applications. 2009 DE MEDICI, Giovanna; Janssen, J; Manca, Raimondo; Ventura, Giuseppina
The Aggregate Claim Amount and the Claim Number Discrete Time Homogeneous and Non-Homogeneous Semi-Markov Models: An Algorithmic Approach. 2009 DE MEDICI, Giovanna; Janssen, J; Manca, Raimondo
Stochastic cash flows and continuous time homogeneous and non-homogeneous backward semi-Markov reward processes 2011 DE MEDICI, Giovanna; Janssen, J; Manca, Raimondo; Ventura, Giuseppina; VOLPE DI PRIGNANO, Ernesto
The Aggregate Claim Amount and the Claim Number Discrete Time Homogeneous and Non-Homogeneous Semi-Markov Models: An Algorithmic Approach 2011 DE MEDICI, Giovanna; DI BIASE, G; Janssen, J; Manca, Raimondo
A Non-homogeneous semi-Markov approach to financial choices 2013 Corradi, Gianfranco; DE MEDICI, Giovanna; J., Janssen; Manca, Raimondo
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