Skip to contents D’Amico, Guglielmo [Author] ; De Blasis, Riccardo [Other] A Multivariate Markov Chain Stock Model Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3296253 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] D’Amico, Guglielmo [Author] ; Di Biase, Giuseppe [Other]; Manca, Raimondo [Other] Measuring Income Inequality : An Application of the Population Dynamic Theil's Entropy Books View online Schließen > Access https://ssrn.com/abstract=2653967 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] D’Amico, Guglielmo [Author] ; Guillen, Montserrat [Other]; Manca, Raimondo [Other] Discrete Time Non-Homogeneous Semi-Markov Processes Applied to Models for Disability Insurance Books View online Schließen > Access https://ssrn.com/abstract=2030350 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: Document de Treball ; No. XREAP2012-05 D'Amico, Guglielmo [Author]; Villani, Giovanni [Author] Valuation of R&D compound option using Markov chain approach Articles View online Schließen > Access Full access (via DOI) https://link.springer.com/content/pdf/10.1007/s10436-021-00389-1.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Annals of finance ; 17(2021), 3 vom: Sept., Seite 379-404 D'Amico, Guglielmo [Author]; Singh, Shakti [Author]; Selvamuthu, Dharmaraja [Author] Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits Articles View online Schließen > Access https://link.springer.com/content/pdf/10.1007/s10436-022-00422-x.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Annals of finance ; 19(2023), 3 vom: Sept., Seite 383-400 D'Amico, Guglielmo [Author]; Lika, Ada [Author]; Petroni, Filippo [Author] Risk management of pension fund : a model for salary evolution Articles View online Schließen > Access Full access (via DOI) https://www.mdpi.com/2227-7072/7/3/44/pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2019 Published in: International Journal of Financial Studies ; 7(2019), 3/44, Seite 1-17 D'Amico, Guglielmo [Author]; Lika, Ada [Author]; Petroni, Filippo [Author] Risk management of pension fund: A model for salary evolution Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2019 D'Amico, Guglielmo [Author]; Di Basilio, Bice [Author]; Petroni, Filippo [Author] Drawdown-based risk indicators for high-frequency fnancial volumes Articles View online Schließen > Access Full access (via DOI) https://jfin-swufe.springeropen.com/counter/pdf/10.1186/s40854-023-00593-0.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2024 Published in: Financial innovation ; 10(2024), Artikel-ID 83, Seite 1-40 Pasricha, Puneet [Author]; Selvamuthu, Dharmaraja [Author]; D'Amico, Guglielmo [Author]; Manca, Raimondo [Author] Portfolio optimization of credit risky bonds : a semi-Markov process approach Articles View online Schließen > Access https://jfin-swufe.springeropen.com/track/pdf/10.1186/s40854-020-00186-1 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2020 Published in: Financial innovation ; 6(2020), 25, Seite 1-14 Pasricha, Puneet [Author]; Selvamuthu, Dharmaraja [Author]; D'Amico, Guglielmo [Author]; Manca, Raimondo [Author] Portfolio optimization of credit risky bonds: A semi-Markov process approach Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Heidelberg: Springer, 2020 D'Amico, Guglielmo [Author]; Regnault, Philippe [Author]; Scocchera, Stefania [Author]; Storchi, Loriano [Author] A continuous-time inequality measure applied to financial risk: The case of the European Union Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2018 D’Amico, Guglielmo [Author]; Di Biase, Giuseppe [Author]; Manca, Raimondo [Author] Immigration Effects on Economic Systems Through Dynamic Inequality Indices Books View online Schließen > Access https://ssrn.com/abstract=1874848 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2011 D’Amico, Guglielmo Rate of Occurrence of Failures (ROCOF) of Higher-Order for Markov Processes: Analysis, Inference and Application to Financial Credit Ratings Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2015 Published in: Methodology and Computing in Applied Probability D'Amico, Guglielmo Moments analysis of a Markov-modulated risk model with stochastic interest rates Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Louisiana State University Libraries, 2014 Published in: Communications on Stochastic Analysis D’Amico, Guglielmo Single-use reliability computation of a semi-Markovian system Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Institute of Mathematics, Czech Academy of Sciences, 2014 Published in: Applications of Mathematics D’Amico, Guglielmo A semi-Markov approach to the stock valuation problem Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2013 Published in: Annals of Finance D’Amico, Guglielmo Age-usage semi-Markov models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2011 Published in: Applied Mathematical Modelling D'Amico, Guglielmo The crossing barrier of a non-homogeneous semi-Markov chain Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2009 Published in: Stochastics D'Amico, Guglielmo Measuring the quality of life through Markov reward processes: Analysis and inference Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2010 Published in: Environmetrics D'amico, Guglielmo A Convergence Result in the Estimation of Markov Chains with Application to Compound Options Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2008 Published in: Journal of Statistical Theory and Practice
D’Amico, Guglielmo [Author] ; De Blasis, Riccardo [Other] A Multivariate Markov Chain Stock Model Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3296253 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
D’Amico, Guglielmo [Author] ; Di Biase, Giuseppe [Other]; Manca, Raimondo [Other] Measuring Income Inequality : An Application of the Population Dynamic Theil's Entropy Books View online Schließen > Access https://ssrn.com/abstract=2653967 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
D’Amico, Guglielmo [Author] ; Guillen, Montserrat [Other]; Manca, Raimondo [Other] Discrete Time Non-Homogeneous Semi-Markov Processes Applied to Models for Disability Insurance Books View online Schließen > Access https://ssrn.com/abstract=2030350 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: Document de Treball ; No. XREAP2012-05
D'Amico, Guglielmo [Author]; Villani, Giovanni [Author] Valuation of R&D compound option using Markov chain approach Articles View online Schließen > Access Full access (via DOI) https://link.springer.com/content/pdf/10.1007/s10436-021-00389-1.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Annals of finance ; 17(2021), 3 vom: Sept., Seite 379-404
> Access Full access (via DOI) https://link.springer.com/content/pdf/10.1007/s10436-021-00389-1.pdf Show more show less
D'Amico, Guglielmo [Author]; Singh, Shakti [Author]; Selvamuthu, Dharmaraja [Author] Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits Articles View online Schließen > Access https://link.springer.com/content/pdf/10.1007/s10436-022-00422-x.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Annals of finance ; 19(2023), 3 vom: Sept., Seite 383-400
> Access https://link.springer.com/content/pdf/10.1007/s10436-022-00422-x.pdf Full access (via DOI) Show more show less
D'Amico, Guglielmo [Author]; Lika, Ada [Author]; Petroni, Filippo [Author] Risk management of pension fund : a model for salary evolution Articles View online Schließen > Access Full access (via DOI) https://www.mdpi.com/2227-7072/7/3/44/pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2019 Published in: International Journal of Financial Studies ; 7(2019), 3/44, Seite 1-17
D'Amico, Guglielmo [Author]; Lika, Ada [Author]; Petroni, Filippo [Author] Risk management of pension fund: A model for salary evolution Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2019
D'Amico, Guglielmo [Author]; Di Basilio, Bice [Author]; Petroni, Filippo [Author] Drawdown-based risk indicators for high-frequency fnancial volumes Articles View online Schließen > Access Full access (via DOI) https://jfin-swufe.springeropen.com/counter/pdf/10.1186/s40854-023-00593-0.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2024 Published in: Financial innovation ; 10(2024), Artikel-ID 83, Seite 1-40
> Access Full access (via DOI) https://jfin-swufe.springeropen.com/counter/pdf/10.1186/s40854-023-00593-0.pdf Show more show less
Pasricha, Puneet [Author]; Selvamuthu, Dharmaraja [Author]; D'Amico, Guglielmo [Author]; Manca, Raimondo [Author] Portfolio optimization of credit risky bonds : a semi-Markov process approach Articles View online Schließen > Access https://jfin-swufe.springeropen.com/track/pdf/10.1186/s40854-020-00186-1 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2020 Published in: Financial innovation ; 6(2020), 25, Seite 1-14
> Access https://jfin-swufe.springeropen.com/track/pdf/10.1186/s40854-020-00186-1 Full access (via DOI) Show more show less
Pasricha, Puneet [Author]; Selvamuthu, Dharmaraja [Author]; D'Amico, Guglielmo [Author]; Manca, Raimondo [Author] Portfolio optimization of credit risky bonds: A semi-Markov process approach Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Heidelberg: Springer, 2020
D'Amico, Guglielmo [Author]; Regnault, Philippe [Author]; Scocchera, Stefania [Author]; Storchi, Loriano [Author] A continuous-time inequality measure applied to financial risk: The case of the European Union Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2018
D’Amico, Guglielmo [Author]; Di Biase, Giuseppe [Author]; Manca, Raimondo [Author] Immigration Effects on Economic Systems Through Dynamic Inequality Indices Books View online Schließen > Access https://ssrn.com/abstract=1874848 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2011
D’Amico, Guglielmo Rate of Occurrence of Failures (ROCOF) of Higher-Order for Markov Processes: Analysis, Inference and Application to Financial Credit Ratings Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2015 Published in: Methodology and Computing in Applied Probability
D'Amico, Guglielmo Moments analysis of a Markov-modulated risk model with stochastic interest rates Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Louisiana State University Libraries, 2014 Published in: Communications on Stochastic Analysis
D’Amico, Guglielmo Single-use reliability computation of a semi-Markovian system Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Institute of Mathematics, Czech Academy of Sciences, 2014 Published in: Applications of Mathematics
D’Amico, Guglielmo A semi-Markov approach to the stock valuation problem Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2013 Published in: Annals of Finance
D’Amico, Guglielmo Age-usage semi-Markov models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2011 Published in: Applied Mathematical Modelling
D'Amico, Guglielmo The crossing barrier of a non-homogeneous semi-Markov chain Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2009 Published in: Stochastics
D'Amico, Guglielmo Measuring the quality of life through Markov reward processes: Analysis and inference Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2010 Published in: Environmetrics
D'amico, Guglielmo A Convergence Result in the Estimation of Markov Chains with Application to Compound Options Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2008 Published in: Journal of Statistical Theory and Practice
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