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 1 4 4 17
Stochastic differential equations death rates models: the Portuguese case 0 0 3 15 3 8 12 37
Total Working Papers 0 0 3 21 4 12 16 54


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 2 5 10 27
Dividend problems in the dual risk model 0 0 0 8 1 3 10 51
Fourier/Laplace Transforms and Ruin Probabilities 0 0 0 1 0 1 2 14
Further developments in the Erlang(n) risk process 0 0 0 1 0 2 4 5
How long is the surplus below zero? 0 0 0 92 1 5 6 230
How many claims does it take to get ruined and recovered? 0 0 1 22 0 1 2 127
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 0 8 16 29
Numerical Evaluation of Continuous Time Ruin Probabilities for a Portfolio with Credibility Updated Premiums 0 0 0 2 0 2 5 17
On dividends in the phase–type dual risk model 0 0 0 0 0 2 4 4
On the distribution of the duration of negative surplus 0 0 0 1 0 2 3 6
On the moments of ruin and recovery times 0 0 0 25 0 3 6 101
Preface 0 0 0 17 0 7 9 93
Recursive calculation of time to ruin distributions 0 0 0 28 0 2 2 82
Ruin Probabilities And Capital Requirement for Open Automobile Portfolios With a Bonus‐Malus System Based on Claim Counts 0 0 0 5 1 4 9 32
Ruin and Dividend Measures in the Renewal Dual Risk Model 0 0 0 1 0 3 8 13
Ruin problems and dual events 0 0 0 31 0 2 3 106
SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL 0 0 0 2 1 3 9 31
Some Stable Algorithms in Ruin Theory and Their Applications 0 0 0 3 0 2 2 16
The effect of interest on negative surplus 0 0 0 13 1 4 7 103
Total Journal Articles 0 0 1 269 7 61 119 1,119


Statistics updated 2026-04-09