No exact match found for D’Amico, Guglielmo, using D Amico Guglielmo instead...
Results overview: Found 2 records in 0.03 seconds.
Articles, 1 records found
Research literature, 1 records found
Articles 1 records found  
1.
12 p, 247.5 KB Nonparametric estimation of the expected accumulated reward for semi-Markov chains / D'Amico, Guglielmo
In this paper a nonparametric estimator of the expected value of a discounted semi-Markov reward chain is proposed. Its asymptotic properties are established and as a consequence of the asymptotic normality the confidence sets are obtained. [...]
2009
SORT : statistics and operations research transactions, Vol. 33, Núm. 2 (July-December 2009) , p. 159-170  

Research literature 1 records found  
1.
29 p, 368.8 KB Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance / D'Amico, Guglielmo (Università "G. D'Annunzio". Dipartimento di Scienze del Farmaco) ; Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Manca, Raimondo (Sapienza Universita di Roma. Dipartimento di Metodi e Modelli per l'Economia, il Territorio e la Finanza) ; Xarxa de Referència en Economia Aplicada (XREAP)
In this paper, we present a stochastic model for disability insurance contracts. The model is based on a discrete time non-homogeneous semi-Markov process (DTNHSMP) to which the backward recurrence time process is introduced. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2012 (XREAP ; 2012-05)  

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