1. Asset and Liability Management for Banks and Insurance Companies. (2015) Authors: Corlosquet-Habart, Marine, 1980-; Gehin, William; Janssen, Jacques, 1939-; Manca, Raimondo Record Type: Book Extent: 1 online resource, illustrations View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Basic Stochastic Processes. (2015) Authors: Devolder, Pierre; Janssen, Jacques, 1939-; Manca, Raimondo Record Type: Book Extent: 1 online resource, illustrations View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Downward migration credit risk problem: a non-homogeneous backward semi-Markov reliability approach. Issue 3 (1st March 2016) Authors: D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo Journal: Journal of the Operational Research Society Issue: Volume 67:Issue 3(2016) Page Start: 393 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Modeling and Pricing of Variance and Volatility Swaps for Local Semi-Markov Volatilities in Financial Engineering. (18th October 2010) Authors: Swishchuk, Anatoliy; Manca, Raimondo Other Names: Rega G. Academic Editor. Journal: Mathematical problems in engineering Issue: Volume 2010(2010) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Modeling and Pricing of Variance and Volatility Swaps for Local Semi-Markov Volatilities in Financial Engineering. (21st November 2010) Authors: Swishchuk, Anatoliy; Manca, Raimondo Other Names: Rega G. Academic Editor. Journal: Mathematical problems in engineering Issue: Volume 2010(2010) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Monounireducible Nonhomogeneous Continuous Time Semi-Markov Processes Applied to Rating Migration Models. (16th October 2012) Authors: D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo Other Names: Lai C. D. Academic Editor. Journal: Advances in decision sciences Issue: Volume 2012(2012) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Non-homogeneous time convolutions, renewal processes and age-dependent mean number of motorcar accidents. (22nd August 2014) Authors: Gismondi, Fulvio; Janssen, Jacques; Manca, Raimondo Journal: Annals of actuarial science Issue: Volume 9:Number 1(2015:Mar.) Page Start: 36 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Semi-Markov migration models for credit risk. (2017) Authors: D'Amico, Guglielmo; Di Biase, Giuseppe; Janssen, Jacques; Manca, Raimondo Record Type: Book Extent: 1 online resource View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Semi-Markov Reliability Models with Recurrence Times and Credit Rating Applications. (29th October 2009) Authors: D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo Other Names: Bebbington Mark Academic Editor. Journal: Journal of applied mathematics & decision sciences Issue: Volume 2009(2009) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Semi-Markov Reliability Models with Recurrence Times and Credit Rating Applications. (29th October 2009) Authors: D'Amico, Guglielmo; Janssen, Jacques; Manca, Raimondo Other Names: Bebbington Mark Academic Editor. Journal: Journal of applied mathematics & decision sciences Issue: Volume 2009(2009) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗