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 1 6 0 0 2 13
Stochastic differential equations death rates models: the Portuguese case 0 2 3 12 0 3 9 25
Total Working Papers 0 2 4 18 0 3 11 38


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 0 1 17
Dividend problems in the dual risk model 0 0 0 8 0 0 1 41
Fourier/Laplace Transforms and Ruin Probabilities 0 0 0 1 0 0 0 12
Further developments in the Erlang(n) risk process 0 0 1 1 0 0 1 1
How long is the surplus below zero? 0 0 1 92 0 0 1 224
How many claims does it take to get ruined and recovered? 0 0 0 21 0 0 5 125
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 1 1 30
Modelling Risk for Commodities in Brazil: An Application for Live Cattle Spot and Futures Prices 0 0 1 3 2 4 7 15
Numerical Evaluation of Continuous Time Ruin Probabilities for a Portfolio with Credibility Updated Premiums 0 0 0 2 1 1 1 13
On dividends in the phase–type dual risk model 0 0 0 0 0 0 0 0
On the distribution of the duration of negative surplus 0 0 1 1 0 0 1 3
On the moments of ruin and recovery times 0 0 0 25 0 0 2 95
Preface 0 0 0 17 0 0 0 84
Recursive calculation of time to ruin distributions 0 0 0 28 0 0 1 80
Ruin Probabilities And Capital Requirement for Open Automobile Portfolios With a Bonus‐Malus System Based on Claim Counts 0 0 1 5 0 0 3 23
Ruin and Dividend Measures in the Renewal Dual Risk Model 0 0 0 1 0 0 2 5
Ruin problems and dual events 0 0 0 31 0 0 0 103
SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL 0 0 1 2 0 0 1 22
Some Stable Algorithms in Ruin Theory and Their Applications 0 0 0 3 0 1 1 14
The effect of interest on negative surplus 0 0 0 13 0 0 0 96
Total Journal Articles 0 0 6 268 3 7 29 1,003


Statistics updated 2025-05-12