| Publication | Date of Publication | Type |
|---|
The study of basic risk processes by discrete-time non-homogeneous Markov processes
Theory of Probability and Mathematical Statistics | 2018-10-10 | Paper |
Homogeneous discrete time alternating compound renewal process: a disability insurance application
Mathematical Problems in Engineering | 2018-08-27 | Paper |
| Semi-Markov migration models for credit risk | 2016-07-13 | Paper |
Discrete time homogeneous Markov processes for the study of the basic risk processes
Methodology and Computing in Applied Probability | 2016-01-14 | Paper |
| Basic Stochastic Processes | 2015-09-02 | Paper |
| VaR methodology for non-Gaussian finance | 2015-02-16 | Paper |
| Stochastic cash flows modelled by homogeneous and non-homogeneous discrete time backward semi-Markov reward processes | 2014-12-11 | Paper |
| Non-homogeneous time convolutions, renewal processes and age dependent mean number of motorcar accidents | 2014-02-10 | Paper |
| HIV evolution: a quantification of the effects due to age and to medical progress | 2013-04-30 | Paper |
| Applied diffusion processes from engineering to finance | 2013-04-02 | Paper |
Monounireducible nonhomogeneous continuous time semi-Markov processes applied to rating migration models
Advances in Decision Sciences | 2013-01-10 | Paper |
Duration dependent semi-Markov models
Applied Mathematical Sciences (Ruse) | 2012-07-11 | Paper |
Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions
Computational Economics | 2012-01-13 | Paper |
A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION
International Journal of Theoretical and Applied Finance | 2011-06-10 | Paper |
Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models
Methodology and Computing in Applied Probability | 2010-05-28 | Paper |
A non-homogeneous continuous time semi-Markov model for the study of accumulated claim process
Methodology and Computing in Applied Probability | 2010-05-28 | Paper |
| Tools of construction of internal models for insurances and banks | 2009-12-02 | Paper |
Semi-Markov reliability models with recurrence times and credit rating applications
Journal of Applied Mathematics and Decision Sciences | 2009-11-23 | Paper |
| Patient's age depending HIV/AIDS evolution analysis by means of a non-homogeneous semi-Markov model | 2009-08-06 | Paper |
| Mathematical Finance | 2009-06-25 | Paper |
| scientific article; zbMATH DE number 5521284 (Why is no real title available?) | 2009-02-28 | Paper |
| Monte Carlo semi-Markov methods for credit risk migration models and Basel II rules. II. | 2009-02-28 | Paper |
The Dynamic Behaviour of Non-Homogeneous Single-Unireducible Markov and Semi-Markov Chains
Lecture Notes in Economics and Mathematical Systems | 2009-02-26 | Paper |
A stochastic model for the HIV/AIDS dynamic evolution
Mathematical Problems in Engineering | 2008-11-24 | Paper |
| A 13-state homogeneous semi-Markov model for predicting the HIV disease evolution: a case study | 2008-06-18 | Paper |
| scientific article; zbMATH DE number 5232179 (Why is no real title available?) | 2008-02-05 | Paper |
Valuing credit default swap in a non-homogeneous semi-Markovian rating based model
Computational Economics | 2007-08-17 | Paper |
| Semi-Markov Risk Models for Finance, Insurance and Reliability | 2007-06-08 | Paper |
Future pricing through homogeneous semi-Markov processes
Applied Stochastic Models in Business and Industry | 2006-05-24 | Paper |
Homogeneous semi-Markov reliability models for credit risk management
Decisions in Economics and Finance | 2006-03-09 | Paper |
| Applied Semi-Markov Processes | 2005-12-29 | Paper |
AGRICULTURAL FINANCE REVENUE FUTURES CONTRACT
International Journal of Theoretical and Applied Finance | 2005-06-22 | Paper |
Numerical Treatment of Homogeneous and Non-homogeneous Semi-Markov Reliability Models
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
Numerical treatment of homogeneous semi-Markov processes in transient case: A straightforward approach
Methodology and Computing in Applied Probability | 2004-08-10 | Paper |
| scientific article; zbMATH DE number 1487767 (Why is no real title available?) | 2004-01-27 | Paper |
| scientific article; zbMATH DE number 1489871 (Why is no real title available?) | 2002-11-24 | Paper |
Numerical solution of non-homogeneous semi-Markov processes in transient case
Methodology and Computing in Applied Probability | 2002-04-11 | Paper |
Salary cost evaluation by means of non-homogeneous semi-Markov processes
Stochastic Models | 2002-01-01 | Paper |
| scientific article; zbMATH DE number 1336609 (Why is no real title available?) | 1999-09-14 | Paper |
| scientific article; zbMATH DE number 1234748 (Why is no real title available?) | 1999-01-03 | Paper |
| scientific article; zbMATH DE number 1129914 (Why is no real title available?) | 1998-03-17 | Paper |
A realistic non-homogeneous stochastic pension fund model on scenario basis
Scandinavian Actuarial Journal | 1997-01-01 | Paper |
| scientific article; zbMATH DE number 802753 (Why is no real title available?) | 1996-03-18 | Paper |
Dynamic modelling of life table data
Applied Stochastic Models and Data Analysis | 1995-07-27 | Paper |
The equivalence of the infinite time ruin problems for positive and negative risk models
Scandinavian Actuarial Journal | 1985-01-01 | Paper |
Finite non-homogeneous semi-Markov processes: Theoretical and computational aspects
Insurance Mathematics & Economics | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3850332 (Why is no real title available?) | 1984-01-01 | Paper |
Some duality results for a class of multivariate semi-markov processes
Journal of Applied Probability | 1982-01-01 | Paper |
Stationary semi-Markov models in risk and queueing theories
Scandinavian Actuarial Journal | 1982-01-01 | Paper |
Strong laws for semi-Markov chains with a general state space
Ricerche di Matematica | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3827044 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3774763 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3789738 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3759413 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3655126 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3705666 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3597656 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3569563 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3587846 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3614629 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3578128 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3546587 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3411967 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3411967 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3298505 (Why is no real title available?) | 1969-01-01 | Paper |
| scientific article; zbMATH DE number 3334706 (Why is no real title available?) | 1969-01-01 | Paper |
| scientific article; zbMATH DE number 3373192 (Why is no real title available?) | 1965-01-01 | Paper |
