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 0 6 19
Stochastic differential equations death rates models: the Portuguese case 0 0 1 15 1 1 13 40
Total Working Papers 0 0 1 21 1 1 19 59


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 1 11 29
Dividend problems in the dual risk model 0 0 0 8 3 5 16 57
Fourier/Laplace Transforms and Ruin Probabilities 0 0 0 1 0 0 5 17
Further developments in the Erlang(n) risk process 0 0 0 1 0 1 6 7
How long is the surplus below zero? 0 0 0 92 0 0 6 231
How many claims does it take to get ruined and recovered? 0 0 0 22 0 0 2 128
MEASURING THE IMPACT OF A BONUS-MALUS SYSTEM IN FINITE AND CONTINUOUS TIME RUIN PROBABILITIES FOR LARGE PORTFOLIOS IN MOTOR INSURANCE 0 1 1 12 0 1 3 33
Modelling Risk for Commodities in Brazil: An Application for Live Cattle Spot and Futures Prices 1 1 1 4 2 2 18 33
Numerical Evaluation of Continuous Time Ruin Probabilities for a Portfolio with Credibility Updated Premiums 0 0 0 2 1 1 8 21
On dividends in the phase–type dual risk model 0 0 0 0 0 1 7 7
On the distribution of the duration of negative surplus 0 0 0 1 1 1 6 9
On the moments of ruin and recovery times 0 0 0 25 0 0 7 102
Preface 0 0 0 17 0 0 10 94
Recursive calculation of time to ruin distributions 0 0 0 28 1 2 4 84
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 3 16 24 24
Ruin Probabilities And Capital Requirement for Open Automobile Portfolios With a Bonus‐Malus System Based on Claim Counts 0 0 0 5 0 1 14 38
Ruin and Dividend Measures in the Renewal Dual Risk Model 0 0 0 1 0 0 9 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 0 6 32
Stochastic differential equations death rates models: the Portuguese case 0 0 0 0 1 2 11 11
The effect of interest on negative surplus 0 0 0 13 0 0 7 103
Total Journal Articles 1 2 2 268 12 34 183 1,181
1 registered items for which data could not be found


Statistics updated 2026-08-07