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
1281993
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
791995
On the distribution of the duration of negative surplus
DCM Dickson, AD Egídio Dos Reis
Scandinavian Actuarial Journal 1996 (2), 148-164, 1996
751996
The effect of interest on negative surplus
DCM Dickson, ADE dos Reis
Insurance: Mathematics and Economics 21 (1), 1-16, 1997
451997
On the moments of ruin and recovery times
ADE dos Reis
Insurance: Mathematics and Economics 27 (3), 331-343, 2000
402000
Ruin problems and dual events
DCM Dickson, AE dos Reis
Insurance: Mathematics and Economics 14 (1994), 51-60, 1994
391994
How many claims does it take to get ruined and recovered?
ADE dos Reis
Insurance: Mathematics and Economics 31 (2), 235-248, 2002
362002
Dividend problems in the dual risk model
LB Afonso, RMR Cardoso, ADE Dos Reis
Insurance: Mathematics and Economics 53 (3), 906-918, 2013
312013
Recursive calculation of time to ruin distributions
RMR Cardoso, ADE Dos Reis
Insurance: Mathematics and Economics 30 (2), 219-230, 2002
232002
Some advances on the Erlang (n) dual risk model
EV Rodrıguez-Martınez, RMR Cardoso, ADE dos Reis
Astin Bulletin 45 (1), 127-150, 2015
182015
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
132002
Ruin problems in the generalized Erlang (n) risk model
AI Bergel, ADE Dos Reis
European Actuarial Journal 6 (1), 257-275, 2016
122016
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
112009
Further developments in the Erlang(n) risk process
AI Bergel, AD Egidio dos Reis
Scandinavian Actuarial Journal 2015 (1), 32-48, 2015
102015
Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance
M Kreer, A Kızılersü, AW Thomas, ADE dos Reis
European Actuarial Journal 5 (1), 139-163, 2015
82015
Numerical Evaluation of Continuous Time Ruin Probabilities for a Portfolio with Credebility Updated Premiums
LBEDOSR AFONSO, ADE Dos Reis, HR Waters
ASTIN Bulletin-Actuarial Studies in non LifeInsurance 40 (1), 399, 2010
82010
Cramér-Lundberg results for the infinite time ruin probability in the compound binomial model
B Sundt, ADE Dos Reis
Bulletin of the Swiss Association of Actuaries 2, 179-190, 2007
82007
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
52017
On a Sparre-Andersen risk model with PH (n) interclaim times
AI Bergel, AD Egidio dos Reis
Preprint, 2014
52014
Further advances on the maximum severity of ruin in an Erlang (n) risk process
AI Bergel, ADE dos Reis
42011
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