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  G. D'Amico, (2013) Single-use reliability computation of a semi-markovian system To appear in Applications of Mathematics Springer  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  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  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  G. D'Amico, R. Manca, G. Salvi (2013) A Semi-Markov Modulated Interest Rate Model Statistics and Probability Letters 83(2013) Elsevier  G. D'Amico, Petroni F. and Prattico F. (2013) " Wind speed modeled as an indexed semi- Markov process Environmetrics 24(6), Wiley InterScience  G. D'Amico, M. Guillen, R. Manca (2013) Semi-Markov Disability Models Communications in Statistics: Theory and Methods 42:16, Taylor & Francis  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  G. D'Amico, (2013) "A semi-markov approach to the stock valuation problem" Annals of Finance 9(4) Springer  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  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  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  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.  G. D'Amico, and Petroni F. (2012) " A semi-markov model for price returns Physica A: Statistical Mechanics and its Applications 391 (2012) Elsevier  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  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.  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.  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.  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.  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.  G. D Amico (2011) Age-usage semi-markov models Applied Mathematical Modelling v. 35 (2011) Elsevier.  G. D'Amico, Janssen J. and Manca R. (2011) " Duration Dependent Semi-Markov Models Applied Mathematical Sciences v.5 (42) Hikari Ltd.  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.  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  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..  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.  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  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  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.  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.  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.  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.  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  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  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  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  G. D'Amico, (2009) "A Semi-Markov Maintenance Model with Credit Rating Application" IMA Journal of Management Mathematics 20(1): Oxford University Press  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.  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  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 ,.  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.  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.  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.  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.  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.  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.  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  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:  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:  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:  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.  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.  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.  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:  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  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:  PROCEEDI4GS ASMDA 2011 Eds: Guglielmo D Amico, Giuseppe Di Biase, Jacques Janssen, Raimondo Manca, Edizioni ETS Publisher, ISBN: