Access Statistics for Alfredo D. Egidio dos Reis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximations to ultimate ruin probabilities with a Wienner process perturbation 0 0 0 6 0 2 6 19
Stochastic differential equations death rates models: the Portuguese case 0 0 1 15 0 2 12 39
Total Working Papers 0 0 1 21 0 4 18 58


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Calculating Continuous Time Ruin Probabilities for a Large Portfolio with Varying Premiums 0 0 0 3 0 2 12 29
Dividend problems in the dual risk model 0 0 0 8 2 3 13 54
Fourier/Laplace Transforms and Ruin Probabilities 0 0 0 1 0 3 5 17
Further developments in the Erlang(n) risk process 0 0 0 1 0 2 6 7
How long is the surplus below zero? 0 0 0 92 0 1 7 231
How many claims does it take to get ruined and recovered? 0 0 0 22 0 1 2 128
MEASURING THE IMPACT OF A BONUS-MALUS SYSTEM IN FINITE AND CONTINUOUS TIME RUIN PROBABILITIES FOR LARGE PORTFOLIOS IN MOTOR INSURANCE 1 1 1 12 1 1 3 33
Modelling Risk for Commodities in Brazil: An Application for Live Cattle Spot and Futures Prices 0 0 0 3 0 2 16 31
Numerical Evaluation of Continuous Time Ruin Probabilities for a Portfolio with Credibility Updated Premiums 0 0 0 2 0 3 7 20
On dividends in the phase–type dual risk model 0 0 0 0 0 3 7 7
On the distribution of the duration of negative surplus 0 0 0 1 0 2 5 8
On the moments of ruin and recovery times 0 0 0 25 0 1 7 102
Preface 0 0 0 17 0 1 10 94
Recursive calculation of time to ruin distributions 0 0 0 28 1 1 3 83
Revisiting Boi Gordo Index Futures: Long-Run Daily Data, Structural Breaks, and a Comparative Evaluation of Classical and Machine Learning Time-Series Models 0 0 0 0 11 21 21 21
Ruin Probabilities And Capital Requirement for Open Automobile Portfolios With a Bonus‐Malus System Based on Claim Counts 0 0 0 5 0 6 15 38
Ruin and Dividend Measures in the Renewal Dual Risk Model 0 0 0 1 0 2 10 15
Ruin problems and dual events 0 0 0 31 0 0 3 106
SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL 0 0 0 2 0 1 10 32
Some Stable Algorithms in Ruin Theory and Their Applications 0 0 0 3 0 2 4 18
Stochastic differential equations death rates models: the Portuguese case 0 0 0 0 1 3 10 10
The effect of interest on negative surplus 0 0 0 13 0 0 7 103
Total Journal Articles 1 1 1 270 16 61 183 1,187


Statistics updated 2026-07-10