Alfredo D. Egidio dos Reis
Names
| first: |
Alfredo |
| middle: |
D. |
| last: |
Egidio dos Reis |
Identifer
Contact
Affiliations
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Universidade de Lisboa
/ Instituto Superior de Economia e Gestão (ISEG)
/ Research in Economics and Mathematics (REM)
/ Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE) (weight: 50%)
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Universidade de Lisboa
/ Instituto Superior de Economia e Gestão (ISEG) (weight: 50%)
Research profile
author of:
- Approximations to ultimate ruin probabilities with a Wienner process perturbation (RePEc:arx:papers:2107.02537)
by Yacine Koucha & Alfredo D. Egidio dos Reis - Ruin Probabilities And Capital Requirement for Open Automobile Portfolios With a Bonus‐Malus System Based on Claim Counts (RePEc:bla:jrinsu:v:87:y:2020:i:2:p:501-522)
by Lourdes B. Afonso & Rui M. R. Cardoso & Alfredo D. Egídio dos Reis & Gracinda R. Guerreiro - Some Stable Algorithms in Ruin Theory and Their Applications (RePEc:cup:astinb:v:25:y:1995:i:02:p:153-175_00)
by Dickson, David C.M. & dos Reis, Alfredo D. Egídio & Waters, Howard R. - Fourier/Laplace Transforms and Ruin Probabilities (RePEc:cup:astinb:v:32:y:2002:i:01:p:91-105_01)
by Lima, Fátima D.P. & Garcia, Jorge M.A. & Egídio Dos Reis, Alfredo D. - Calculating Continuous Time Ruin Probabilities for a Large Portfolio with Varying Premiums (RePEc:cup:astinb:v:39:y:2009:i:01:p:117-136_00)
by Afonso, Lourdes B. & dos Reis, Alfredo D. Egídio & Waters, Howard R. - Numerical Evaluation of Continuous Time Ruin Probabilities for a Portfolio with Credibility Updated Premiums (RePEc:cup:astinb:v:40:y:2010:i:01:p:399-414_00)
by Afonso, Lourdes B. & Reis, Alfredo D. Egídio dos & Waters, Howard R. - SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL (RePEc:cup:astinb:v:45:y:2015:i:01:p:127-150_00)
by Rodríguez-Martínez, Eugenio V. & Cardoso, Rui M. R. & Egídio dos Reis, Alfredo D. - Measuring The Impact Of A Bonus-Malus System In Finite And Continuous Time Ruin Probabilities For Large Portfolios In Motor Insurance (RePEc:cup:astinb:v:47:y:2017:i:02:p:417-435_00)
by Afonso, Lourdes B. & Cardoso, Rui M. R. & Egídio dos Reis, Alfredo D. & Guerreiro, Gracinda Rita - How long is the surplus below zero? (RePEc:eee:insuma:v:12:y:1993:i:1:p:23-38)
by Egidio dos Reis, Alfredo - Ruin problems and dual events (RePEc:eee:insuma:v:14:y:1994:i:1:p:51-60)
by Dickson, David C. M. & dos Reis, Alfredo Egidio - The effect of interest on negative surplus (RePEc:eee:insuma:v:21:y:1997:i:1:p:1-16)
by Dickson, David C. M. & Egidio dos Reis, Alfredo D. - On the moments of ruin and recovery times (RePEc:eee:insuma:v:27:y:2000:i:3:p:331-343)
by Egidio dos Reis, Alfredo D. - Recursive calculation of time to ruin distributions (RePEc:eee:insuma:v:30:y:2002:i:2:p:219-230)
by Cardoso, Rui M. R. & Egidio dos Reis, Alfredo D. - How many claims does it take to get ruined and recovered? (RePEc:eee:insuma:v:31:y:2002:i:2:p:235-248)
by Egidio dos Reis, Alfredo D. - Preface (RePEc:eee:insuma:v:33:y:2003:i:2:p:209-209)
by Centeno, Maria de Lourdes & Simoes, Onofre & Silva, Joao Andrade e & dos Reis, Alfredo Egidio - Dividend problems in the dual risk model (RePEc:eee:insuma:v:53:y:2013:i:3:p:906-918)
by Afonso, Lourdes B. & Cardoso, Rui M.R. & Egídio dos Reis, Alfredo D. - Modelling Risk for Commodities in Brazil: An Application for Live Cattle Spot and Futures Prices (RePEc:gam:jcommo:v:2:y:2023:i:4:p:23-416:d:1276488)
by Renata G. Alcoforado & Alfredo D. Egídio dos Reis & Wilton Bernardino & José António C. Santos - Stochastic differential equations death rates models: the Portuguese case (RePEc:ise:remwps:wp02682023)
by Daniel dos Santos Baptista & Nuno M. Brites & Alfredo D. Egídio dos Reis - Ruin and Dividend Measures in the Renewal Dual Risk Model (RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-021-09876-4)
by Renata G. Alcoforado & Agnieszka I. Bergel & Rui M. R. Cardoso & Alfredo D. Egídio dos Reis & Eugenio V. Rodríguez-Martínez - On the distribution of the duration of negative surplus (RePEc:taf:sactxx:v:1996:y:1996:i:2:p:148-164)
by David Dickson & Alfredo Egídio Dos Reis - Further developments in the Erlang(n) risk process (RePEc:taf:sactxx:v:2015:y:2015:i:1:p:32-48)
by Agnieszka I. Bergel & Alfredo D. Egídio Dos Reis - On dividends in the phase–type dual risk model (RePEc:taf:sactxx:v:2017:y:2017:i:9:p:761-784)
by Agnieszka I. Bergel & Eugenio V. Rodríguez-Martínez & Alfredo D. Egídio dos Reis