Details about Alfredo D. Egidio dos Reis

Access statistics for papers by Alfredo D. Egidio dos Reis.

Last updated 2025-04-09. Update your information in the RePEc Author Service.

Short-id: peg9

Working Papers

2023

1. Stochastic differential equations death rates models: the Portuguese case
   Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa

2021

2. Approximations to ultimate ruin probabilities with a Wienner process perturbation
   Papers, arXiv.org

Journal Articles

2023

1. Modelling Risk for Commodities in Brazil: An Application for Live Cattle Spot and Futures Prices
   Commodities, 2023, 2, (4), 1-19

2022

2. Ruin and Dividend Measures in the Renewal Dual Risk Model
   Methodology and Computing in Applied Probability, 2022, 24, (2), 537-569 View citations (1)

2020

3. Ruin Probabilities And Capital Requirement for Open Automobile Portfolios With a Bonus‐Malus System Based on Claim Counts
   Journal of Risk & Insurance, 2020, 87, (2), 501-522 View citations (4)

2017

4. MEASURING THE IMPACT OF A BONUS-MALUS SYSTEM IN FINITE AND CONTINUOUS TIME RUIN PROBABILITIES FOR LARGE PORTFOLIOS IN MOTOR INSURANCE
   ASTIN Bulletin, 2017, 47, (2), 417-435 View citations (6)
5. On dividends in the phase–type dual risk model
   Scandinavian Actuarial Journal, 2017, 2017, (9), 761-784

2015

6. Further developments in the Erlang(n) risk process
   Scandinavian Actuarial Journal, 2015, 2015, (1), 32-48
7. SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL
   ASTIN Bulletin, 2015, 45, (1), 127-150 View citations (2)

2013

8. Dividend problems in the dual risk model
   Insurance: Mathematics and Economics, 2013, 53, (3), 906-918 View citations (13)

2010

9. Numerical Evaluation of Continuous Time Ruin Probabilities for a Portfolio with Credibility Updated Premiums
   ASTIN Bulletin, 2010, 40, (1), 399-414 View citations (7)

2009

10. Calculating Continuous Time Ruin Probabilities for a Large Portfolio with Varying Premiums
    ASTIN Bulletin, 2009, 39, (1), 117-136 View citations (5)

2003

11. Preface
    Insurance: Mathematics and Economics, 2003, 33, (2), 209-209

2002

12. Fourier/Laplace Transforms and Ruin Probabilities
    ASTIN Bulletin, 2002, 32, (1), 91-105 View citations (1)
13. How many claims does it take to get ruined and recovered?
    Insurance: Mathematics and Economics, 2002, 31, (2), 235-248 View citations (6)
14. Recursive calculation of time to ruin distributions
    Insurance: Mathematics and Economics, 2002, 30, (2), 219-230 View citations (4)

2000

15. On the moments of ruin and recovery times
    Insurance: Mathematics and Economics, 2000, 27, (3), 331-343 View citations (10)

1997

16. The effect of interest on negative surplus
    Insurance: Mathematics and Economics, 1997, 21, (1), 1-16 View citations (9)

1996

17. On the distribution of the duration of negative surplus
    Scandinavian Actuarial Journal, 1996, 1996, (2), 148-164

1995

18. Some Stable Algorithms in Ruin Theory and Their Applications
    ASTIN Bulletin, 1995, 25, (2), 153-175 View citations (20)

1994

19. Ruin problems and dual events
    Insurance: Mathematics and Economics, 1994, 14, (1), 51-60 View citations (7)

1993

20. How long is the surplus below zero?
    Insurance: Mathematics and Economics, 1993, 12, (1), 23-38 View citations (23)