7
H index
3
i10 index
102
Citations
Universidade de Lisboa (50% share) | 7 H index 3 i10 index 102 Citations RESEARCH PRODUCTION: 15 Articles 1 Papers RESEARCH ACTIVITY: 29 years (1993 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/peg9 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alfredo D. Egidio dos Reis. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Insurance: Mathematics and Economics | 8 |
ASTIN Bulletin | 6 |
Year | Title of citing document |
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2023 | A State-Dependent Dual Risk Model. (2015). Zhu, Lingjiong. In: Papers. RePEc:arx:papers:1510.03920. Full description at Econpapers || Download paper |
2023 | Optimal Investment in a Dual Risk Model. (2015). Fahim, Arash ; Zhu, Lingjiong. In: Papers. RePEc:arx:papers:1510.04924. Full description at Econpapers || Download paper |
2023 | Discrete-time risk models with surplus-dependent premium corrections. (2023). Wu, Xueyuan ; Li, Shuanming ; Osatakul, Dhiti. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:437:y:2023:i:c:s0096300322005690. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | Approximations to ultimate ruin probabilities with a Wienner process perturbation In: Papers. [Full Text][Citation analysis] | paper | 0 |
1995 | Some Stable Algorithms in Ruin Theory and Their Applications In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 17 |
2002 | Fourier/Laplace Transforms and Ruin Probabilities In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 1 |
2009 | Calculating Continuous Time Ruin Probabilities for a Large Portfolio with Varying Premiums In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 4 |
2010 | Numerical Evaluation of Continuous Time Ruin Probabilities for a Portfolio with Credibility Updated Premiums In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 7 |
2015 | SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 2 |
2017 | MEASURING THE IMPACT OF A BONUS-MALUS SYSTEM IN FINITE AND CONTINUOUS TIME RUIN PROBABILITIES FOR LARGE PORTFOLIOS IN MOTOR INSURANCE In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 4 |
1993 | How long is the surplus below zero? In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 20 |
1994 | Ruin problems and dual events In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 7 |
1997 | The effect of interest on negative surplus In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 9 |
2000 | On the moments of ruin and recovery times In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 9 |
2002 | Recursive calculation of time to ruin distributions In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
2002 | How many claims does it take to get ruined and recovered? In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 6 |
2003 | Preface In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 0 |
2013 | Dividend problems in the dual risk model In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 13 |
2022 | Ruin and Dividend Measures in the Renewal Dual Risk Model In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 0 |
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