Articles in refereed journals/articoli su riviste con procedure di revisione tra pari

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1 Articles in refereed journals/articoli su riviste con procedure di revisione tra pari Guglielmo D Amico LAST UPDATE: 03 December 2013 / ULTIMA MODIFICA: 03 Dicembre 2013 [47] G. D'Amico, (2013) Single-use reliability computation of a semi-markovian system To appear in Applications of Mathematics Springer [46] G. D'Amico, R. Manca, G. Salvi (2013) Bivariate semi-markov Process for Counterparty Credit Risk To appear in Communications in Statistics: Theory and Methods Taylor & Francis [45] G. D'Amico, G. Di Biase, R. Manca (2013) Effects of Taxation on the Forecasting of Income Inequality: Evidence from Germany, Greece, and Italy To appear in Panoeconomicus The Association of Economists of Vojvodina [44] V.S. Koroliuk, R. Manca, G. D'Amico, (2013) Storage impulsive processes in merging phase space Ukrainian Mathematical Bulletin 10 (3), (2013), National Academy of Science of Ukraine [43] G. D'Amico, R. Manca, G. Salvi (2013) A Semi-Markov Modulated Interest Rate Model Statistics and Probability Letters 83(2013) Elsevier [42] G. D'Amico, Petroni F. and Prattico F. (2013) " Wind speed modeled as an indexed semi- Markov process Environmetrics 24(6), Wiley InterScience [41] G. D'Amico, M. Guillen, R. Manca (2013) Semi-Markov Disability Models Communications in Statistics: Theory and Methods 42:16, Taylor & Francis [40] G. D'Amico, G. Di Biase, F. Gismondi and R. Manca (2013) The Input Evaluation of Generalized Bernoulli Processes for Salary Lines Construction by Means of Continuous Time Generalized,on-Homogeneous Semi-Markov Processes Communications in Statistics: Theory and Methods 42:16, Taylor & Francis [39] G. D'Amico, (2013) "A semi-markov approach to the stock valuation problem" Annals of Finance 9(4) Springer [38] G. D'Amico, Petroni F. and Prattico F. (2013) " Reliability Measures of Second Order Semi- Markov chain Applied to Wind Energy Production Journal of Renewable Energy vol. 2013, Article ID , 6 pages, Hindawi Publishing Corporation [37] G. D'Amico, Petroni F. and Prattico F. (2013) " First and second order semi-markov chains for wind speed modeling Physica A: Statistical Mechanics and its Applications 392 (2013) Elsevier

2 [36] G. D'Amico, J. Janssen and R. Manca (2012) " Mono-unireducible non-homogeneous semi- Markov processes applied to rating migration models Advances in Decision Siences vol. 2012, Article ID , 12 pages, doi: /2012/ hindawi Publishing Corporation [35] G. D'Amico, and Petroni F. (2012) " Weighted-indexed semi-markov models for modeling financial returns Journal of Statistical Mechanics: Theory and Experiment 12 pages doi: / /2012/07/P07015 IOP Science. [34] G. D'Amico, and Petroni F. (2012) " A semi-markov model for price returns Physica A: Statistical Mechanics and its Applications 391 (2012) Elsevier [33] G. D'Amico, Di Biase G. and Manca R. (2012) Income Inequality Dynamic Measurement of Markov Models: Application to some European Countries Economic Modelling 29 (2012) Elsevier [32] G. D'Amico, and Manca R. (2012) " A system maintenance approach to analyzing the Italian judicial system reform proposal of 2010 Socio-Economic Planning Sciences 46 (2012) Elsevier. [31] G. D'Amico, and Petroni F. (2011) " A semi-markov model with memory for price changes Journal of Statistical Mechanics: Theory and Experiment 13 pages doi: / /2011/12/P12009 IOP Science. [30] G. D'Amico, Janssen J. and Manca R. (2011) " Discrete time non-homogeneous semi-markov reliability transition credit risk models and the default distribution functions Computational Economics v. 38 : (2011) Springer. [29] G. D'Amico, (2011),onparametric estimation of a path-dependent health-related quality of life index Model Assisted Statistics and Applications v.6, Number 2 (2011) IOS Press. [28] G. D'Amico, Di Biase G. and Manca R. (2011) Immigration Effects on Economic System through Dynamic Inequality Indices Global Journal of Business Research v. 5 Number 5 (2011) The Institute for Business and Finance Research. [27] G. D Amico (2011) Age-usage semi-markov models Applied Mathematical Modelling v. 35 (2011) Elsevier. [26] G. D'Amico, Janssen J. and Manca R. (2011) " Duration Dependent Semi-Markov Models Applied Mathematical Sciences v.5 (42) Hikari Ltd. [25] G. D'Amico, Di Biase G., Janssen J. and Manca R. (2011) " HIV Evolution through Two Different Temporal Scales According to,on-homogeneous Semi-Markov Models Informatica v. 22 (1) IOS Press. [24] G. D'Amico, Janssen J. and Manca R. (2011) " A non-homogeneous semi-markov reward model for the credit spread computation International Journal of Theoretical and Applied Finance v. 14 issue 2 (March 2011) World Scientific.

3 [23] G. D'Amico, Di Biase G. and Manca R. (2011) " A Customer s utility measure based on the reliability of multi-state systems Decisions in Economics and Finance: A Journal of Applied Mathematics v. 34, Number 1 / May Springer.. [22] G. D'Amico, Janssen J. and Manca R. (2010) "Discrete time Markov Reward Processes: a Motor Car Insurance Example Technology and Investment 2010, 1, , Scientific Research. [21] G. D'Amico, Janssen J. and Manca R. (2010) "Initial and Final Backward and Forward Discrete Time,on-Homogeneous Semi-Markov Credit Risk models Methodology and Computing in Applied Probability v. 12(2), June 2010, pp , DOI /s Springer [20] G. D'Amico, (2010) "Quality of life measure through Markov Reward Processes: analysis and inference" Environmetrics, v. 21, Issue 2 (March 2010), pp , DOI: /env.993 Wiley InterScience [19] G. D'Amico and Di Biase G. (2010) "Generalized Concentration/Inequality Indices of Economic Systems Evolving in Time WSEAS Transactions on Mathematics v. 9 (2), , World Scientific and Engineering Academy and Society. [18] G. D'Amico, Di Biase G., Janssen J. and Manca R. (2010) "Semi-Markov Backward Credit Risk Migration Models: a Case Study International Journal of Mathematical Models and Methods in Applied Sciences v.4(1) North Atlantic University Union. [17] G. D'Amico (2009),onparametric Estimation of the expected accumulated reward for semi-markov chains Statistics and Operations Research Transactions (SORT) v. 33(2) July- December 2009, Statistical Institute of Catalonia. [16] G. D'Amico, Janssen J. and Manca R. (2009) "Semi-Markov Reliability Models with Recurrence Times and Credit Rating Applications Journal of Applied Mathematics and Decision Sciences volume 2009, Article ID , 17 pages doi: /2009/ Hindawi Publishing Corporation. [15] G. D'Amico, Guillen M. and Manca R. (2009) Full backward non-homogeneous semi- Markov processes for disability insurance models: a Catalunya real data application Insurance: Mathematics and Economics v. 45 pp Elsevier [14] G. D'Amico, (2009) The crossing barrier of a non-homogeneous semi-markov chain Stochastics: An International Journal of Probability and Stochastic Processes v. 81, issue 6 pp Taylor and Francis [13] G.D Amico, Janssen J., Manca R. (2009) European and American Options: the semi-markov case Physica A: Statistical mechanics and its applications v 388 issue 15-16, 2009, pp Elsevier [12] G. D'Amico, Di Biase G., Janssen J. and Manca R. (2009) Patient s age depending HIV/AIDS Evolution Analysis by means of a,on Homogeneous Semi-Markov Model Advances and Applications in Statistics v. 11, Issue 2 (April 2009), pp Pushpa Publishing House

4 [11] G. D'Amico, (2009) "A Semi-Markov Maintenance Model with Credit Rating Application" IMA Journal of Management Mathematics 20(1): Oxford University Press [10] G. D'Amico, (2008) "A convergence result in the estimation of Markov chains and its applications to Compound Option Journal of Statistical Theory and Practice v 2, N 4 December (2008), pp , Grace Scientific Publishing. [9] E. Biffi, D Amico G., Di Biase G., Janssen J., Manca R., Silvestrov D. (2008) Monte Carlo semi-markov methods for credit risk migration models and Basel II rules II Part Journal of 4umerical and Applied Mathematics v 1 (96), 2008, pp [8] E. Biffi, D Amico G., Di Biase G., Janssen J., Manca R., Silvestrov D. (2008) Monte Carlo semi-markov methods for credit risk migration models and Basel II rules I Part Journal of 4umerical and Applied Mathematics v 1 (96), 2008, pp ,. [7] A. Di Stefano, Sozio P., Iannitelli A., Cerasa L. S., Fontana A., Di Biase G., D'Amico G., Di Giulio M., Carpentiero C., Grumetto L., Barbato F. (2008) "Characterization of alkanoyl-10-ominocyclines in micellar dispersions as potential agents for treatment of human neurodegenerative disorders" European Journal of Pharmaceutical Sciences v 34, (2008), pp , Elsevier. [6] G. D Amico (2008) Statistical Inference for Max-min Markov chains and applications to lookback options Bulletin of Statistics and Economics v 2, Spring 2008, pp. 2-15, Centre for Environment, Social & Economic Research. [5] G. Di Biase, D'Amico G., Di Girolamo A., Janssen J., Iacobelli S., Tinari N. and Manca R. (2007) A 13-state homogeneous semi-markov model for predicting the HIV disease evolution: a case study Far East Journal of Mathematical Sciences volume 27, Issue 1, pp (October 2007), Pushpa Publishing House. [4] G. Di Biase, D'Amico G., Di Girolamo A., Janssen J., Iacobelli S., Tinari N. and Manca R. (2007) "A Stochastic Model for the HIV/AIDS Dynamic Evolution" Mathematical Problems in Engineering 2007, Article ID 65636, 14 pages, Hindawi Publishing Corporation. [3] G. D'Amico, Janssen J. and Manca R. (2007) "Valuing Credit Default Swap in a Semi- Markovian rating-based Model" Computational Economics v 29 pp , Springer. [2] G. D'Amico (2006) "Statistical Inference for Markov Chain European Option: estimating the price, the bare risk and the theta by historical distributions of Markov chain" Journal of Statistics and Management Systems v. 9 N. 3 pp , Taru Publications. [1] G. D'Amico, J. Janssen and R. Manca (2005) "Homogeneous semi-markov reliability models for credit risk management" Decisions in Economics and Finance: A Journal of Applied Mathematics, v. 28 N. 2 pp , Springer.

5 Articles in refereed books/articoli su libri con procedure di revisione tra pari [8] G. D Amico, Filippo Petroni and Flavio Prattico (2013) Semi-Markov Models in High Frequency Finance: A Review Eds: F. Petroni, F. Prattico and G. D'Amico Stock Markets: Emergence, Macroeconomic Factors and Recent Developments Chapter 9, pp , Nova Science Publisher, Series: Economic Issues, Problems and Perspectives Pub. Date: th Quarter ISB4: [7] G. D'Amico, Di Biase G. (2009) "Dynamic Concentration/Inequality Indices of Economic Systems. Eds: C.A. Bolucea, V. Mladenov, E. Pop, M. Leba, N. Mastorakis Recent Advances in Applied Mathematics pp WSEAS Press, 2009, issn: , isbn: [6] G. D'Amico, Di Biase G., Janssen J. and Manca R. (2009) "Semi-Markov Backward Credit Risk Migration Models Compared with Markov Models. Eds: P. Pardalos, N. Mastorakis, V. Mladenov and Z. Bojkovic, Proceedings of the 3 rd International Conference on Applied Mathematics, Simulation, Modeling pp WSEAS Press, 2009, issn: , isbn: [5] G. D'Amico, Janssen J., and Manca R. (2009) "The Dynamic behaviour of single-unireducible non-homogeneous Markov and semi-markov chains". In Eds. A. Naimzada, S. Stefani, A. Torriero, 4etworks: Topology and Dynamic Lectures 4otes in Economic and Mathematical Systems, vol 613, pp , Springer-Verlag. [4] G. D'Amico, G. De Medici (2009) "An application of Markov Reward Processes to the Italian Bonus-Malus System" Eds: Angela C, Carrillo Menendez S., Micocci M., Navarro Arribas E., Ottaviani R. and Pressacco F. 4ew Frontiers in Insurance and Bank Risk Management chapter 4, pp , isbn: , McGraw-Hill Italia. [3] G. D'Amico, Di Biase G., Janssen J. and Manca R. (2009) "HIV Evolution through Two Different Temporal Scales According to,on-homogeneous Semi-Markov Models. Eds: L. Sakalauskas, C. Skiadas and E.K. Zavadskas Proceedings of the XIII International Conference Applied Stochastic Models and Data Analysis pp June 30-July 3, 2009, Vilnius, Lithuania. [2] G. D'Amico, Di Biase G., Janssen J., Manca R. (2009) "Homogeneous and,on-homogeneous Semi-Markov Backward Credit Risk Migration Models Ed. Patrick N. Catlere, Financial Hedging Nova Science Publishers ISBN: [1] G. D'Amico, J. Janssen and R. Manca (2005) "Credit risk migration semi-markov models: a reliability approach. Eds: J. Janssen and P. Lenca Proceedings of the XI Applied Stochastic Models and Data Analysis Symposium,pp ENST Bretagne Technopole Brest.

6 Editorial activity/attività editoriale [2] Stock Markets: Emergence, Macroeconomic Factors and Recent Developments Eds: Filippo Petroni, Flavio Prattico and Guglielmo D'Amico, Nova Science Publisher, Series: Economic Issues, Problems and Perspectives Pub. Date: th Quarter ISBN: [1] PROCEEDI4GS ASMDA 2011 Eds: Guglielmo D Amico, Giuseppe Di Biase, Jacques Janssen, Raimondo Manca, Edizioni ETS Publisher, ISBN:

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