Applied semi-Markov processes J Janssen, R Manca Springer Science & Business Media, 2006 | 383 | 2006 |
Semi-Markov risk models for finance, insurance and reliability J Janssen, R Manca Springer Science & Business Media, 2007 | 238 | 2007 |
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 | 96 | 2004 |
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 | 85 | 2006 |
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 | 72 | 2001 |
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 | 62 | 2007 |
A realistic non-homogeneous stochastic pension fund model on scenario basis J Janssen, R Manca Scandinavian Actuarial Journal 1997 (2), 113-137, 1997 | 56 | 1997 |
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 | 54 | 2010 |
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 | 54 | 2004 |
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 | 51 | 2009 |
Mathematical finance: deterministic and stochastic models J Janssen, R Manca, E Volpe John Wiley & Sons, 2013 | 49 | 2013 |
Semi-Markov reward models for disability insurance F Stenberg, R Manca, D Silvestrov Інститут математики НАН України, 2006 | 42 | 2006 |
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 | 41 | 1984 |
Basic stochastic processes P Devolder, J Janssen, R Manca John Wiley & Sons, 2015 | 37 | 2015 |
Applied diffusion processes from engineering to finance J Janssen, O Manca, R Manca John Wiley & Sons, 2013 | 37 | 2013 |
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 | 35 | 2018 |
Some new results on the transient behaviour of semimarkov reward processes R De Dominicis, R Manca MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 387-397, 1985 | 34 | 1985 |
Stochastic methods for pension funds P Devolder, J Janssen, R Manca John Wiley & Sons, 2013 | 33 | 2013 |
Valuing credit default swap in a non-homogeneous semi-Markovian rating based model G D’Amico, J Janssen, R Manca Computational Economics 29, 119-138, 2007 | 26 | 2007 |
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 | 25 | 2009 |