| Publication | Date of Publication | Type |
|---|
Bivariate semi-Markov reward chain and credit spreads
IMA Journal of Management Mathematics | 2019-06-18 | Paper |
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 |
Reward algorithms for semi-Markov processes
Methodology and Computing in Applied Probability | 2018-02-02 | Paper |
Multi-state models for evaluating conversion options in life insurance
Modern Stochastics. Theory and Applications | 2017-07-04 | Paper |
Step semi-Markov models and application to manpower management
ESAIM: Probability and Statistics | 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
Methodology and Computing in Applied Probability | 2016-01-14 | Paper |
Storage impulsive processes on increasing time intervals
Theory of Probability and Mathematical Statistics | 2015-09-08 | Paper |
| Basic Stochastic Processes | 2015-09-02 | Paper |
Stochastic impulsive processes on a superposition of two renewal processes
Journal of Mathematical Sciences (New York) | 2015-08-03 | 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 |
Storage impulsive processes in the merging phase space
Journal of Mathematical Sciences (New York) | 2014-10-13 | Paper |
Bivariate semi-Markov process for counterparty credit risk
Communications in Statistics: Theory and Methods | 2014-06-11 | Paper |
Computational algorithms for moments of accumulated Markov and semi-Markov rewards
Communications in Statistics: Theory and Methods | 2014-06-11 | Paper |
A semi-Markov modulated interest rate model
Statistics & Probability Letters | 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
Journal of Statistical Planning and Inference | 2014-02-06 | Paper |
Semi-Markov disability insurance models
Communications in Statistics. Theory and Methods | 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
Communications in Statistics. Theory and Methods | 2013-11-14 | 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 |
Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application
Insurance Mathematics & Economics | 2012-02-10 | 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 |
A customer's utility measure based on the reliability of multi-state systems
Decisions in Economics and Finance | 2011-05-25 | Paper |
Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering
Mathematical Problems in Engineering | 2010-12-23 | 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 |
| scientific article; zbMATH DE number 5521295 (Why is no real title available?) | 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 |
An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance
Methodology and Computing in Applied Probability | 2008-03-11 | Paper |
| scientific article; zbMATH DE number 5232179 (Why is no real title available?) | 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
Computational Economics | 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
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 |
| scientific article; zbMATH DE number 2145161 (Why is no real title available?) | 2005-03-14 | Paper |
Numerical Treatment of Homogeneous and Non-homogeneous Semi-Markov Reliability Models
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
| scientific article; zbMATH DE number 2104100 (Why is no real title available?) | 2004-09-28 | 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 |
Numerical solution of non-homogeneous semi-Markov processes in transient case
Methodology and Computing in Applied Probability | 2002-04-11 | Paper |
Generation and enumeration of atoms in the presence of logical constraints through binary trees
Far East Journal of Mathematical Sciences | 2002-04-09 | Paper |
Salary cost evaluation by means of non-homogeneous semi-Markov processes
Stochastic Models | 2002-01-01 | 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 |
The dynamics of pension funds in a stochastic environment
Scandinavian Actuarial Journal | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 4199937 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4046834 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3956169 (Why is no real title available?) | 1986-01-01 | Paper |
An algorithmic approach to non-homogeneous semi-markov processes
Communications in Statistics. Simulation and Computation | 1984-01-01 | Paper |
A computational procedure for the asymptotic analysis of homogeneous semi-Markov processes
Statistics & Probability Letters | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3980188 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3759412 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3797956 (Why is no real title available?) | 1981-01-01 | Paper |
