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Alfredo D Egidio dos Reis
Alfredo D Egidio dos Reis
ISEG Universidade de Lisboa
Verified email at iseg.ulisboa.pt - Homepage
Title
Cited by
Cited by
Year
How long is the surplus below zero?
AE dos Reis
Insurance: Mathematics and Economics 12 (1993), 23-38, 1993
1391993
Some stable algorithms in ruin theory and their applications
DCM Dickson, ADE dos Reis, HR Waters
ASTIN Bulletin: The Journal of the IAA 25 (2), 153-175, 1995
901995
On the distribution of the duration of negative surplus
DCM Dickson, AD Egídio Dos Reis
Scandinavian Actuarial Journal 1996 (2), 148-164, 1996
811996
The effect of interest on negative surplus
DCM Dickson, ADE dos Reis
Insurance: Mathematics and Economics 21 (1), 1-16, 1997
531997
On the moments of ruin and recovery times
ADE dos Reis
Insurance: Mathematics and Economics 27 (3), 331-343, 2000
462000
Dividend problems in the dual risk model
LB Afonso, RMR Cardoso, ADE dos Reis
Insurance: Mathematics and Economics 53 (3), 906-918, 2013
412013
Ruin problems and dual events
DCM Dickson, AE dos Reis
Insurance: Mathematics and Economics 14 (1994), 51-60, 1994
401994
How many claims does it take to get ruined and recovered?
ADE dos Reis
Insurance: Mathematics and Economics 31 (2), 235-248, 2002
392002
Recursive calculation of time to ruin distributions
RMR Cardoso, ADE Dos Reis
Insurance: Mathematics and Economics 30 (2), 219-230, 2002
252002
Some advances on the Erlang (n) dual risk model
EV Rodríguez-Martínez, RMR Cardoso, ADE dos Reis
ASTIN Bulletin: The Journal of the IAA 45 (1), 127-150, 2015
222015
Further developments in the Erlang(n) risk process
AI Bergel, AD Egidio dos Reis
Scandinavian Actuarial Journal 2015 (1), 32-48, 2015
182015
Ruin problems in the generalized Erlang(n) risk model
AI Bergel, AD Egídio dos Reis
European Actuarial Journal 6, 257-275, 2016
162016
Fourier/Laplace transforms and ruin probabilities
FDP Lima, JMA Garcia, ADE Dos Reis
ASTIN Bulletin: The Journal of the IAA 32 (1), 91-105, 2002
152002
Calculating continuous time ruin probabilities for a large portfolio with varying premiums
LB Afonso, ADE Dos Reis, HR Waters
ASTIN Bulletin: The Journal of the IAA 39 (1), 117-136, 2009
142009
On dividends in the phase–type dual risk model
AI Bergel, EV Rodríguez-Martínez, AD Egidio dos Reis
Scandinavian Actuarial Journal 2017 (9), 761-784, 2017
132017
Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance
M Kreer, A Kızılersü, AW Thomas, AD Egídio dos Reis
European Actuarial Journal 5, 139-163, 2015
132015
Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance
LB Afonso, RMR Cardoso, ADE dos Reis, GR Guerreiro
ASTIN Bulletin: The Journal of the IAA 47 (2), 417-435, 2017
122017
Numerical evaluation of continuous time ruin probabilities for a portfolio with credibility updated premiums
LB Afonso, ADE Dos Reis, HR Waters
ASTIN Bulletin: The Journal of the IAA 40 (1), 399-414, 2010
112010
Ruin Probabilities And Capital Requirement for Open Automobile Portfolios With a Bonus‐Malus System Based on Claim Counts
LB Afonso, RMR Cardoso, AD Egídio dos Reis, GR Guerreiro
Journal of Risk and Insurance 87 (2), 501-522, 2020
102020
Cramér-Lundberg results for the infinite time ruin probability in the compound binomial model
B Sundt, AD Reis
ISEG-CEMAPRE, 2007
102007
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