Discrete Time Homogeneous Markov Processes for the Study of the Basic Risk Processes.
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- Methodology & Computing in Applied Probability, 2015, v. 17, n. 4, p. 983, doi. 10.1007/s11009-014-9416-5
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- Article
Works matching AU D'Amico, Guglielmo
Results: 62
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Rate of Occurrence of Failures (ROCOF) of Higher-Order for Markov Processes: Analysis, Inference and Application to Financial Credit Ratings.
- Published in:
- Methodology & Computing in Applied Probability, 2015, v. 17, n. 4, p. 929, doi. 10.1007/s11009-015-9437-8
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- Publication type:
- Article
3
Performance Analysis of Second Order Semi-Markov Chains: An Application to Wind Energy Production.
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- Methodology & Computing in Applied Probability, 2015, v. 17, n. 3, p. 781, doi. 10.1007/s11009-013-9394-z
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- Publication type:
- Article
4
Initial and Final Backward and Forward Discrete Time Non-homogeneous Semi-Markov Credit Risk Models.
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- Methodology & Computing in Applied Probability, 2010, v. 12, n. 2, p. 215, doi. 10.1007/s11009-009-9142-6
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- Publication type:
- Article
5
A Continuous-Time Semi-Markov System Governed by Stepwise Transitions.
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- Mathematics (2227-7390), 2022, v. 10, n. 15, p. 2745, doi. 10.3390/math10152745
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- Article
6
Sequential Interval Reliability for Discrete-Time Homogeneous Semi-Markov Repairable Systems.
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- Mathematics (2227-7390), 2021, v. 9, n. 16, p. 1997, doi. 10.3390/math9161997
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- Article
7
On the Computation of Some Interval Reliability Indicators for Semi-Markov Systems.
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- Mathematics (2227-7390), 2021, v. 9, n. 5, p. 575, doi. 10.3390/math9050575
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- Article
8
Insurance Contracts for Hedging Wind Power Uncertainty.
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- Mathematics (2227-7390), 2020, v. 8, n. 8, p. 1376, doi. 10.3390/math8081376
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- Article
9
RECENT DEVELOPMENTS IN THE COMPUTATION OF THE ROCOF OF MULTI-STATE SYSTEMS AND ITS APPLICATIONS.
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- Reliability: Theory & Applications, 2024, v. 19, n. 1, p. 73
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- Article
10
Variability indexes for wind power.
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- Discover Energy, 2025, v. 5, n. 1, p. 1, doi. 10.1007/s43937-025-00074-8
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- Publication type:
- Article
11
Perturbation analysis for dynamic poverty indexes.
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- Communications in Statistics: Theory & Methods, 2023, v. 52, n. 19, p. 6820, doi. 10.1080/03610926.2022.2034018
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- Publication type:
- Article
12
Special issue – communications in statistics – theory and methods 4th stochastic modeling techniques and data analysis international conference.
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- Communications in Statistics: Theory & Methods, 2019, v. 48, n. 1, p. 1, doi. 10.1080/03610926.2019.1587831
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- Publication type:
- Article
13
On the limit distribution of a second-order semi-Markov chain in state and duration.
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- Communications in Statistics: Theory & Methods, 2017, v. 46, n. 12, p. 5994, doi. 10.1080/03610926.2015.1116574
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- Publication type:
- Article
14
Theory and practice of stochastic models and data analysis.
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- Communications in Statistics: Theory & Methods, 2016, v. 45, n. 6, p. 1577, doi. 10.1080/03610926.2015.1107333
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- Publication type:
- Article
15
Bivariate Semi-Markov Process for Counterparty Credit Risk.
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- Communications in Statistics: Theory & Methods, 2014, v. 43, n. 7, p. 1503, doi. 10.1080/03610926.2013.804563
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- Publication type:
- Article
16
Downward migration credit risk problem: a non-homogeneous backward semi-Markov reliability approach.
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- Journal of the Operational Research Society, 2016, v. 67, n. 3, p. 393, doi. 10.1057/jors.2015.35
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- Article
17
Stochastic impulsive processes on a superposition of two renewal processes.
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- Journal of Mathematical Sciences, 2015, v. 206, n. 1, p. 58, doi. 10.1007/s10958-015-2293-9
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- Article
18
Storage impulsive processes in the merging phase space.
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- Journal of Mathematical Sciences, 2014, v. 196, n. 5, p. 644, doi. 10.1007/s10958-014-1682-9
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- Publication type:
- Article
19
Wind speed modeled as an indexed semi-Markov process.
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- Environmetrics, 2013, v. 24, n. 6, p. 367, doi. 10.1002/env.2215
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- Article
20
Measuring the quality of life through Markov reward processes: Analysis and inference.
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- Environmetrics, 2010, v. 21, n. 2, p. 208, doi. 10.1002/env.993
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- Publication type:
- Article
21
Portfolio optimization of credit risky bonds: a semi-Markov process approach.
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- Financial Innovation, 2020, v. 6, n. 1, p. 1, doi. 10.1186/s40854-020-00186-1
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- Publication type:
- Article
22
Tornadoes and related damage costs: statistical modelling with a semi-Markov approach.
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- Geomatics, Natural Hazards & Risk, 2016, v. 7, n. 5, p. 1600, doi. 10.1080/19475705.2015.1124462
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- Article
23
Effects on Taxation on the Forecasting of Income Inequality: Evidence from Germany, Greece, and Italy.
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- Panoeconomicus, 2013, v. 60, n. 6, p. 707, doi. 10.2298/PAN1306707A
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- Article
24
A Duration Dependent Rating Migration Model: Real Data Application and Cost of Capital Estimation.
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- Finance a Uver: Czech Journal of Economics & Finance, 2014, v. 64, n. 3, p. 233
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- Article
25
The crossing barrier of a non-homogeneous semi-Markov chain.
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- Stochastics: An International Journal of Probability & Stochastic Processes, 2009, v. 81, n. 6, p. 589, doi. 10.1080/17442500903278892
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- Article
26
STEP SEMI-MARKOV MODELS AND APPLICATION TO MANPOWER MANAGEMENT.
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- ESAIM: Probability & Statistics, 2016, v. 20, p. 555, doi. 10.1051/ps/2016025
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- Article
27
Bivariate semi-Markov reward chain and credit spreads.
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- IMA Journal of Management Mathematics, 2016, v. 27, n. 4, p. 529, doi. 10.1093/imaman/dpv009
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- Article
28
A semi-Markov maintenance model with credit rating application.
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- IMA Journal of Management Mathematics, 2009, v. 20, n. 1, p. 51, doi. 10.1093/imaman/dpn008
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- Publication type:
- Article
29
Modelling and simulation of a storage system connected to a wind farm under ramp-rate limitation.
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- International Journal of Modelling & Simulation, 2023, v. 43, n. 6, p. 1021, doi. 10.1080/02286203.2022.2147044
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- Article
30
DECOMPOSITION OF THE POPULATION DYNAMIC THEIL'S ENTROPY AND ITS APPLICATION TO FOUR EUROPEAN COUNTRIES.
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- Hitotsubashi Journal of Economics, 2014, v. 55, n. 2, p. 229, doi. 10.15057/26967
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- Article
31
Confidence sets for dynamic poverty indexes.
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- Journal of Applied Statistics, 2022, v. 49, n. 15, p. 3908, doi. 10.1080/02664763.2021.1967893
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- Publication type:
- Article
32
A micro‐to‐macro approach to returns, volumes and waiting times.
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- Applied Stochastic Models in Business & Industry, 2021, v. 37, n. 4, p. 767, doi. 10.1002/asmb.2622
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- Publication type:
- Article
33
On a Mixed Transient–Asymptotic Result for the Sequential Interval Reliability for Semi-Markov Chains.
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- Mathematics (2227-7390), 2024, v. 12, n. 12, p. 1842, doi. 10.3390/math12121842
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- Article
34
A Copula-based Markov Reward Approach to the Credit Spread in the European Union.
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- Applied Mathematical Finance, 2019, v. 26, n. 4, p. 359, doi. 10.1080/1350486X.2019.1702068
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- Publication type:
- Article
35
Market Regime Identification and Variable Annuity Pricing: Analysis of COVID-19-Induced Regime Shifts in the Indian Stock Market.
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- Mathematical & Computational Applications, 2025, v. 30, n. 2, p. 23, doi. 10.3390/mca30020023
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- Article
36
Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits.
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- Annals of Finance, 2023, v. 19, n. 3, p. 383, doi. 10.1007/s10436-022-00422-x
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- Publication type:
- Article
37
Valuation of R&D compound option using Markov chain approach.
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- Annals of Finance, 2021, v. 17, n. 3, p. 379, doi. 10.1007/s10436-021-00389-1
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- Article
38
Change point dynamics for financial data: an indexed Markov chain approach.
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- Annals of Finance, 2019, v. 15, n. 2, p. 247, doi. 10.1007/s10436-018-0337-0
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- Publication type:
- Article
39
Novel advancements in the Markov chain stock model: analysis and inference.
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- Annals of Finance, 2017, v. 13, n. 2, p. 125, doi. 10.1007/s10436-017-0297-9
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- Publication type:
- Article
40
A semi-Markov approach to the stock valuation problem.
- Published in:
- Annals of Finance, 2013, v. 9, n. 4, p. 589, doi. 10.1007/s10436-012-0206-1
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- Publication type:
- Article
41
Hedging the Risk of Wind Power Production Using Dispatchable Energy Source.
- Published in:
- Stochastics & Quality Control, 2021, v. 36, n. 1, p. 1, doi. 10.1515/eqc-2020-0033
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- Publication type:
- Article
42
Optimal Control of a Dispatchable Energy Source for Wind Energy Management.
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- Stochastics & Quality Control, 2019, v. 34, n. 1, p. 19, doi. 10.1515/eqc-2019-0001
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- Publication type:
- Article
43
Liquidity risk analysis via drawdown-based measures.
- Published in:
- Journal of Finance & Data Science, 2024, v. 10, p. 1, doi. 10.1016/j.jfds.2024.100138
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- Publication type:
- Article
44
Semi-Markov Disability Insurance Models.
- Published in:
- Communications in Statistics: Theory & Methods, 2013, v. 42, n. 16, p. 2872, doi. 10.1080/03610926.2012.746982
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- Publication type:
- Article
45
The Input Evaluation of Generalized Bernoulli Processes for Salary Lines Construction by Means of Continuous Time Generalized Non-Homogeneous Semi-Markov Processes.
- Published in:
- Communications in Statistics: Theory & Methods, 2013, v. 42, n. 16, p. 2889, doi. 10.1080/03610926.2012.745558
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- Publication type:
- Article
46
Brolucizumab for Wet Age-Related Macular Degeneration: One-Year Real-World Experience from a Tertiary Center.
- Published in:
- Ophthalmologica, 2023, v. 246, n. 1, p. 58, doi. 10.1159/000529817
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- Publication type:
- Article
47
Forecasting the Power Generation Mix in Italy Based on Grey Markov Models.
- Published in:
- Energies (19961073), 2024, v. 17, n. 9, p. 2184, doi. 10.3390/en17092184
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- Publication type:
- Article
48
Ramp Rate Limitation of Wind Power: An Overview.
- Published in:
- Energies (19961073), 2022, v. 15, n. 16, p. 5850, doi. 10.3390/en15165850
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- Publication type:
- Article
49
An Analysis of a Storage System for a Wind Farm with Ramp-Rate Limitation.
- Published in:
- Energies (19961073), 2021, v. 14, n. 13, p. 4066, doi. 10.3390/en14134066
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- Publication type:
- Article
50
Managing Wind Power Generation via Indexed Semi-Markov Model and Copula.
- Published in:
- Energies (19961073), 2020, v. 13, n. 16, p. 4246, doi. 10.3390/en13164246
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- Publication type:
- Article