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Manca, Raimondo
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1

On the Computation of Some Interval Reliability Indicators ..:

D'Amico, Guglielmo ; Manca, Raimondo ; Petroni, Filippo.
Mathematics.  9 (2021)  5 - p. 575 , 2021
Link: https://doi.org/10.3390/..
 
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2

Portfolio optimization of credit risky bonds: a semi-Markov..:

Pasricha, Puneet ; Selvamuthu, Dharmaraja ; D'Amico, Guglielmo.
Financial Innovation.  6 (2020)  1 - p. , 2020
Link: https://doi.org/10.1186/..
 
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3

Semi-Markov migration models for credit risk 

Stochastic models for insurance set, volume 1
D'Amico, Guglielmo ; Biase, Giuseppe Di ; Janssen, Jacques. , 2017
Link: https://onlinelibrary.wi..
 
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4

Reward Algorithms for Semi-Markov Processes:

Silvestrov, Dmitrii ; Manca, Raimondo
Methodology and Computing in Applied Probability.  19 (2017)  4 - p. 1191-1209 , 2017
Link: https://doi.org/10.1007/..
 
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5

Tornadoes and related damage costs: statistical modelling w..:

D'Amico, Guglielmo ; Manca, Raimondo ; Corini, Chiara..
Geomatics, Natural Hazards and Risk.  7 (2016)  5 - p. 1600-1609 , 2016
Link: https://doi.org/10.1080/..
 
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6

Theory and practice of stochastic models and data analysis:

D'Amico, Guglielmo ; Manca, Raimondo ; McClean, Sally
Communications in Statistics - Theory and Methods.  45 (2016)  6 - p. 1577-1579 , 2016
Link: https://doi.org/10.1080/..
 
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7

Downward migration credit risk problem: a non-homogeneous b..:

D'Amico, Guglielmo ; Janssen, Jacques ; Manca, Raimondo
The Journal of the Operational Research Society.  67 (2016)  3 - p. 393-401 , 2016
Link: http://www.jstor.org/sta..
 
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8

Downward migration credit risk problem: a non-homogeneous b..:

D'Amico, Guglielmo ; Janssen, Jacques ; Manca, Raimondo
Journal of the Operational Research Society.  67 (2016)  3 - p. 393-401 , 2016
Link: https://doi.org/10.1057/..
 
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9

Lévy Processes:

, In: Basic Stochastic Processes,
Devolder, Pierre ; Janssen, Jacques ; Manca, Raimondo - p. 227-266 , 2015
Link: https://doi.org/10.1002/..
 
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10

Definition of ALM in the Banking and Insurance Areas:

, In: Asset and Liability Management for Banks and Insurance Companies,
Corlosquet-Habart, Marine ; Gehin, William ; Janssen, Jacques. - p. 1-8 , 2015
Link: https://doi.org/10.1002/..
 
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11

Building and Use of an ALM Internal Model in Insurance Comp..:

, In: Asset and Liability Management for Banks and Insurance Companies,
Corlosquet-Habart, Marine ; Gehin, William ; Janssen, Jacques. - p. 73-114 , 2015
Link: https://doi.org/10.1002/..
 
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12

Homogeneous and Non-Homogeneous Renewal Models:

, In: Basic Stochastic Processes,
Devolder, Pierre ; Janssen, Jacques ; Manca, Raimondo - p. 47-76 , 2015
Link: https://doi.org/10.1002/..
 
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13

Homogeneous Discrete Time Alternating Compound Renewal Proc..:

D'Amico, Guglielmo ; Gismondi, Fulvio ; Janssen, Jacques.
Mathematical Problems in Engineering.  2015 (2015)  - p. 1-13 , 2015
Link: https://doi.org/10.1155/..
 
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14

Homogeneous and Non-Homogeneous Semi-Markov Models:

, In: Basic Stochastic Processes,
Devolder, Pierre ; Janssen, Jacques ; Manca, Raimondo - p. 113-163 , 2015
Link: https://doi.org/10.1002/..
 
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15

Durations (Revisited) and Scenarios for ALM:

, In: Asset and Liability Management for Banks and Insurance Companies,
Corlosquet-Habart, Marine ; Gehin, William ; Janssen, Jacques. - p. 27-71 , 2015
Link: https://doi.org/10.1002/..
 
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