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 2 4 6 19
Stochastic differential equations death rates models: the Portuguese case 0 0 3 15 2 7 14 39
Total Working Papers 0 0 3 21 4 11 20 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 1 4 11 28
Dividend problems in the dual risk model 0 0 0 8 1 4 11 52
Fourier/Laplace Transforms and Ruin Probabilities 0 0 0 1 3 3 5 17
Further developments in the Erlang(n) risk process 0 0 0 1 1 1 5 6
How long is the surplus below zero? 0 0 0 92 1 2 7 231
How many claims does it take to get ruined and recovered? 0 0 1 22 1 1 3 128
MEASURING THE IMPACT OF A BONUS-MALUS SYSTEM IN FINITE AND CONTINUOUS TIME RUIN PROBABILITIES FOR LARGE PORTFOLIOS IN MOTOR INSURANCE 0 0 0 11 0 0 2 32
Modelling Risk for Commodities in Brazil: An Application for Live Cattle Spot and Futures Prices 0 0 0 3 2 4 16 31
Numerical Evaluation of Continuous Time Ruin Probabilities for a Portfolio with Credibility Updated Premiums 0 0 0 2 3 4 7 20
On dividends in the phase–type dual risk model 0 0 0 0 2 2 6 6
On the distribution of the duration of negative surplus 0 0 0 1 2 2 5 8
On the moments of ruin and recovery times 0 0 0 25 1 1 7 102
Preface 0 0 0 17 1 5 10 94
Recursive calculation of time to ruin distributions 0 0 0 28 0 0 2 82
Ruin Probabilities And Capital Requirement for Open Automobile Portfolios With a Bonus‐Malus System Based on Claim Counts 0 0 0 5 5 6 14 37
Ruin and Dividend Measures in the Renewal Dual Risk Model 0 0 0 1 2 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 1 2 10 32
Some Stable Algorithms in Ruin Theory and Their Applications 0 0 0 3 0 0 2 16
The effect of interest on negative surplus 0 0 0 13 0 2 7 103
Total Journal Articles 0 0 1 269 27 45 143 1,146


Statistics updated 2026-05-06