| Publication | Date of Publication | Type |
|---|
| Bivariate semi-Markov reward chain and credit spreads | 2019-06-18 | Paper |
| 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 |
| Reward algorithms for semi-Markov processes | 2018-02-02 | Paper |
| Multi-state models for evaluating conversion options in life insurance | 2017-07-04 | Paper |
| Step semi-Markov models and application to manpower management | 2017-01-12 | 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 |
| Storage impulsive processes on increasing time intervals | 2015-09-08 | Paper |
| Basic Stochastic Processes | 2015-09-02 | Paper |
| Stochastic impulsive processes on a superposition of two renewal processes | 2015-08-03 | Paper |
| VaR Methodology for Non‐Gaussian Finance | 2015-02-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2934148 | 2014-12-11 | Paper |
| Storage impulsive processes in the merging phase space | 2014-10-13 | Paper |
| Bivariate Semi-Markov Process for Counterparty Credit Risk | 2014-06-11 | Paper |
| Computational Algorithms for Moments of Accumulated Markov and Semi-Markov Rewards | 2014-06-11 | Paper |
| A semi-Markov modulated interest rate model | 2014-02-11 | Paper |
| Non-homogeneous time convolutions, renewal processes and age dependent mean number of motorcar accidents | 2014-02-10 | Paper |
| Distributions associated with \((k_1,k_2)\) events on semi-Markov binary trials | 2014-02-06 | Paper |
| Semi-Markov Disability Insurance Models | 2013-11-14 | Paper |
| The Input Evaluation of Generalized Bernoulli Processes for Salary Lines Construction by Means of Continuous Time Generalized Non-Homogeneous Semi-Markov Processes | 2013-11-14 | 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 |
| Duration dependent semi-Markov models | 2012-07-11 | Paper |
| Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application | 2012-02-10 | 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 customer's utility measure based on the reliability of multi-state systems | 2011-05-25 | Paper |
| Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering | 2010-12-23 | Paper |
| Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models | 2010-05-28 | Paper |
| A non-homogeneous continuous time semi-Markov model for the study of accumulated claim process | 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 | 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 |
| https://portal.mardi4nfdi.de/entity/Q3607208 | 2009-02-28 | Paper |
| Monte Carlo semi-Markov methods for credit risk migration models and Basel II rules. II. | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607221 | 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 |
| A 13-state homogeneous semi-Markov model for predicting the HIV disease evolution: a case study | 2008-06-18 | Paper |
| An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance | 2008-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5440465 | 2008-02-05 | Paper |
| Semi-Markov reward models for disability insurance | 2007-12-16 | 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 |
| Atoms, binary trees and dichotomic non-Markovian processes | 2006-11-16 | 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 |
| https://portal.mardi4nfdi.de/entity/Q4657496 | 2005-03-14 | Paper |
| Numerical Treatment of Homogeneous and Non-homogeneous Semi-Markov Reliability Models | 2005-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4818465 | 2004-09-28 | 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 |
| Numerical solution of non-homogeneous semi-Markov processes in transient case | 2002-04-11 | Paper |
| Generation and enumeration of atoms in the presence of logical constraints through binary trees | 2002-04-09 | Paper |
| Salary cost evaluation by means of non-homogeneous semi-Markov processes | 2002-01-01 | 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 |
| The dynamics of pension funds in a stochastic environment | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3348680 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3784947 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3725300 | 1986-01-01 | Paper |
| An algorithmic approach to non-homogeneous semi-markov processes | 1984-01-01 | Paper |
| A computational procedure for the asymptotic analysis of homogeneous semi-Markov processes | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3745016 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3942279 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4742935 | 1981-01-01 | Paper |
