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Raimondo Manca
Raimondo Manca
Dipartimento di metodi e modelli per l'economia il territorio e la finanza (MEMOTEF), Sapienza
Verified email at uniroma1.it
Title
Cited by
Cited by
Year
Applied semi-Markov processes
J Janssen, R Manca
Springer Science & Business Media, 2006
3772006
Semi-Markov risk models for finance, insurance and reliability
J Janssen, R Manca
Springer Science & Business Media, 2007
2272007
Numerical treatment of homogeneous semi-Markov processes in transient case–a straightforward approach
G Corradi, J Janssen, R Manca
Methodology and Computing in Applied Probability 6, 233-246, 2004
962004
Homogeneous semi-Markov reliability models for credit risk management
G D’Amico, J Janssen, R Manca
Decisions in Economics and Finance 28, 79-93, 2006
832006
Numerical solution of non-homogeneous semi-Markov processes in transient case
J Janssen, R Manca
Methodology and Computing in Applied Probability 3, 271-293, 2001
702001
An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance
F Stenberg, R Manca, D Silvestrov
Methodology and Computing in Applied Probability 9, 497-519, 2007
622007
A realistic non-homogeneous stochastic pension fund model on scenario basis
J Janssen, R Manca
Scandinavian Actuarial Journal 1997 (2), 113-137, 1997
561997
Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models
G D’Amico, J Janssen, R Manca
Methodology and Computing in Applied Probability 12, 215-225, 2010
532010
Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application
G D’Amico, M Guillen, R Manca
Insurance: Mathematics and Economics 45 (2), 173-179, 2009
512009
Numerical treatment of homogeneous and non-homogeneous semi-Markov reliability models
A Blasi, J Janssen, R Manca
Taylor & Francis Group 33 (3), 697-714, 2004
512004
Mathematical finance: deterministic and stochastic models
J Janssen, R Manca, E Volpe
John Wiley & Sons, 2013
492013
Semi-Markov reward models for disability insurance
F Stenberg, R Manca, D Silvestrov
Інститут математики НАН України, 2006
412006
An algorithmic approach to non-homogeneous semi-Markov processes
R De Dominicis, R Manca
Communications in Statistics-Simulation and Computation 13 (6), 823-838, 1984
401984
Basic stochastic processes
P Devolder, J Janssen, R Manca
John Wiley & Sons, 2015
362015
A 15 years survey for dental malpractice claims in Rome, Italy
R Manca, V Bruti, S Napoletano, E Marinelli
Journal of forensic and legal medicine 58, 74-77, 2018
332018
Applied diffusion processes from engineering to finance
J Janssen, O Manca, R Manca
John Wiley & Sons, 2013
332013
Stochastic methods for pension funds
P Devolder, J Janssen, R Manca
John Wiley & Sons, 2013
322013
Some new results on the transient behaviour of semimarkov reward processes
R De Dominicis, R Manca
MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 387-397, 1985
321985
European and American options: The semi-Markov case
G D’Amico, J Janssen, R Manca
Physica A: Statistical Mechanics and its Applications 388 (15-16), 3181-3194, 2009
252009
Markov and semi‐Markov option pricing models with arbitrage possibility
J Janssen, R Manca, G Di Biase
Applied stochastic models and data analysis 13 (2), 103-113, 1997
251997
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