| Publication | Date of Publication | Type |
|---|
| The study of basic risk processes by discrete-time non-homogeneous Markov processes | 2018-10-10 | Paper |
| Homogeneous discrete time alternating compound renewal process: a disability insurance application | 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 | 2016-01-14 | Paper |
| Basic Stochastic Processes | 2015-09-02 | Paper |
| VaR Methodology for Non‐Gaussian Finance | 2015-02-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2934148 | 2014-12-11 | Paper |
| Non-homogeneous time convolutions, renewal processes and age dependent mean number of motorcar accidents | 2014-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4917418 | 2013-04-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4912976 | 2013-04-02 | Paper |
| Monounireducible nonhomogeneous continuous time semi-Markov processes applied to rating migration models | 2013-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2898556 | 2012-07-11 | Paper |
| Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions | 2012-01-13 | Paper |
| A NON-HOMOGENEOUS SEMI-MARKOV REWARD MODEL FOR THE CREDIT SPREAD COMPUTATION | 2011-06-10 | Paper |
| A non-homogeneous continuous time semi-Markov model for the study of accumulated claim process | 2010-05-28 | Paper |
| Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models | 2010-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3649081 | 2009-12-02 | Paper |
| Semi-Markov reliability models with recurrence times and credit rating applications | 2009-11-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5192584 | 2009-08-06 | Paper |
| Mathematical Finance | 2009-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607208 | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607209 | 2009-02-28 | Paper |
| The Dynamic Behaviour of Non-Homogeneous Single-Unireducible Markov and Semi-Markov Chains | 2009-02-26 | Paper |
| A stochastic model for the HIV/AIDS dynamic evolution | 2008-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3504969 | 2008-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5440465 | 2008-02-05 | Paper |
| Valuing credit default swap in a non-homogeneous semi-Markovian rating based model | 2007-08-17 | Paper |
| Semi-Markov Risk Models for Finance, Insurance and Reliability | 2007-06-08 | Paper |
| Future pricing through homogeneous semi-Markov processes | 2006-05-24 | Paper |
| Homogeneous semi-Markov reliability models for credit risk management | 2006-03-09 | Paper |
| Applied Semi-Markov Processes | 2005-12-29 | Paper |
| AGRICULTURAL FINANCE REVENUE FUTURES CONTRACT | 2005-06-22 | Paper |
| Numerical Treatment of Homogeneous and Non-homogeneous Semi-Markov Reliability Models | 2005-01-14 | Paper |
| Numerical treatment of homogeneous semi-Markov processes in transient case: A straightforward approach | 2004-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4494282 | 2004-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4496099 | 2002-11-24 | Paper |
| Numerical solution of non-homogeneous semi-Markov processes in transient case | 2002-04-11 | Paper |
| Salary cost evaluation by means of non-homogeneous semi-Markov processes | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4258746 | 1999-09-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4221484 | 1999-01-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4380848 | 1998-03-17 | Paper |
| A realistic non-homogeneous stochastic pension fund model on scenario basis | 1997-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4849865 | 1996-03-18 | Paper |
| Dynamic modelling of life table data | 1995-07-27 | Paper |
| The equivalence of the infinite time ruin problems for positive and negative risk models | 1985-01-01 | Paper |
| Finite non-homogeneous semi-Markov processes: Theoretical and computational aspects | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3319647 | 1984-01-01 | Paper |
| Strong laws for semi-Markov chains with a general state space | 1982-01-01 | Paper |
| Stationary semi-Markov models in risk and queueing theories | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3672949 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3954708 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3966979 | 1982-01-01 | Paper |
| Some duality results for a class of multivariate semi-markov processes | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3942280 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3854407 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3897813 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4164615 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4140120 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4155652 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4178879 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4121290 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4147382 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5676885 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5578727 | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5612197 | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5644879 | 1965-01-01 | Paper |
