Raimondo Manca - Veröffentlichungen allgemein

(1 - 7 von 7

)

bol.com: bol.com | Stochastic Methods for Pension Funds, Pierre Devolder |...

Auteur: Pierre Devolder Raimondo Manca; Co-auteur: Jacques Janssen Raimondo Manca Pierre Devolder Prof Pierre Devolder; Taal: Engels; Afmetingen: 31x232x164 mm; Gewicht: 830,00 gram; Verschijningsdatum: januari 2012; Druk: 1; ISBN10: ; ISBN13:

Modeling and Pricing of Variance and Volatility Swaps for Local...

www.hindawi.com

We consider a semi-Markov modulated security market consisting of a riskless asset or bond with constant interest rate and risky asset or stock, whose dynamics...

Semi-Markov Risk Models for Finance, Insurance and Reliability |...

link.springer.com

This book aims to give a complete and self-contained presentation of semi- Markov models with finitely many states, in view of solving real life problems of...

Monounireducible Nonhomogeneous Continuous Time Semi-Markov ...

www.hindawi.com

Guglielmo D'Amico, Jacques Janssen, and Raimondo Manca, “Downward migration credit risk problem: a non-homogeneous backward ...

An Algorithmic Approach to Discrete Time Non-homogeneous Backward...

link.springer.com

In this paper semi-Markov reward models are presented. Higher moments of the reward process is presented for the first time applied to in time non-homogeneous...