Resultados globales: 4 registros encontrados en 0.02 segundos.
Artículos, Encontrados 3 registros
Documentos de investigación, Encontrados 1 registros
Artículos Encontrados 3 registros  
1.
32 p, 2.8 MB Stochastic cash flows modelled by homogeneous and non-homogeneous discrete time backward semi-Markov reward processes / Gismondi, Fulvio (Guglielmo Marconi University) ; Janssen, Jacques (Universite Libre de Bruxelles. Solvay Business School) ; Manca, Raimondo (Sapienza Universita di Roma. Dipartimento di Metodi e Modelli per l'Economia, il Territorio e la Finanza) ; Volpe di Prignano, Ernesto (Sapienza Universita di Roma. Dipartimento di Metodi e Modelli per l'Economia, il Territorio e la Finanza)
The main aim of this paper is to give a systematization on the stochastic cash flows evolution. The tools that are used for this purpose are discrete time semi-Markov reward processes. The paper is directed not only to semi-Markov researchers but also to a wider public, presenting a full treatment of these tools both in homogeneous and non-homogeneous environment. [...]
2014
SORT : statistics and operations research transactions, Vol. 38 Núm. 2 (July-December 2014) , p. 107-138  
2.
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  
3.
11 p, 106.1 KB Likelihood for interval-censored observations from multi-state models / Commenges, Daniel (INSERM Team of Biostatistics)
We consider the mixed dicrete-continuous pattern of observation in a multi-state model; this is a classical pattern because very often clinical status is assessed at discrete visit times while time of death is observed exactly. [...]
2003
SORT : statistics and operations research transactions, Vol. 27, Núm. 1 (January-June 2003) , p. 1-12  

Documentos de investigación Encontrados 1 registros  
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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