| Publication | Date of Publication | Type |
|---|
| Dividend based risk measures: a Markov chain approach | 2024-04-18 | Paper |
| The mixture transition distribution approach to networks: evidence from stock markets | 2024-04-15 | Paper |
| An econometric analysis of drawdown based measures | 2024-03-16 | Paper |
| Wind speed modeled as an indexed semi‐Markov process | 2023-12-15 | Paper |
| Perturbation analysis for dynamic poverty indexes | 2023-09-11 | Paper |
| ROCOF of higher order for semi-Markov processes | 2022-12-07 | Paper |
| Confidence sets for dynamic poverty indexes | 2022-11-02 | Paper |
| Randentropy: A Software to Measure Inequality in Random Systems | 2022-09-16 | Paper |
| Hedging the risk of wind power production using dispatchable energy source | 2021-12-03 | Paper |
| Valuation of R\&D compound option using Markov chain approach | 2021-11-04 | Paper |
| A multivariate Markov chain stock model | 2020-08-26 | Paper |
| A Copula-based Markov Reward Approach to the Credit Spread in the European Union | 2020-01-13 | Paper |
| A new approach to the modeling of financial volumes | 2019-10-17 | Paper |
| Change point dynamics for financial data: an indexed Markov chain approach | 2019-06-28 | Paper |
| Bivariate semi-Markov reward chain and credit spreads | 2019-06-18 | Paper |
| Optimal control of a dispatchable energy source for wind energy management | 2019-06-07 | Paper |
| Dynamic measurement of poverty: modeling and estimation | 2019-01-18 | Paper |
| Insuring wind energy production | 2018-11-13 | 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 |
| Copula based multivariate semi-Markov models with applications in high-frequency finance | 2018-07-25 | Paper |
| Novel advancements in the Markov chain stock model: analysis and inference | 2017-10-13 | Paper |
| On the limit distribution of a second-order semi-Markov chain in state and duration | 2017-08-23 | 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 |
| Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings | 2016-01-14 | Paper |
| Discrete time homogeneous Markov processes for the study of the basic risk processes | 2016-01-14 | Paper |
| Performance analysis of second order semi-Markov chains: an application to wind energy production | 2015-09-23 | Paper |
| Storage impulsive processes on increasing time intervals | 2015-09-08 | Paper |
| Stochastic impulsive processes on a superposition of two renewal processes | 2015-08-03 | Paper |
| Single-use reliability computation of a semi-Markovian system. | 2015-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2940155 | 2015-01-26 | Paper |
| A semi-Markov approach to the stock valuation problem | 2014-11-12 | 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 |
| A semi-Markov modulated interest rate model | 2014-02-11 | 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 |
| 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 |
| 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 |
| Age-usage semi-Markov models | 2011-11-11 | 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 |
| A convergence result in the estimation of Markov chains with application to compound options | 2011-04-18 | Paper |
| Statistical inference for Markov chain European option : estimating the price, the bare risk and the theta by historical distributions of Markov chain | 2010-06-17 | 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/Q5190564 | 2010-03-18 | Paper |
| The crossing barrier of a non-homogeneous semi-Markov chain | 2010-03-18 | 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 |
| 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 semi-Markov maintenance model with credit rating application | 2009-02-24 | Paper |
| A stochastic model for the HIV/AIDS dynamic evolution | 2008-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3504969 | 2008-06-18 | Paper |
| Valuing credit default swap in a non-homogeneous semi-Markovian rating based model | 2007-08-17 | Paper |
| Homogeneous semi-Markov reliability models for credit risk management | 2006-03-09 | Paper |
