7
H index
3
i10 index
108
Citations
Alfredo D. Egidio dos Reis : Citation Profile
Universidade de Lisboa (50% share) | RESEARCH PRODUCTION: 20 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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30 years (1993 - 2023). Relations with other researchers
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:
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Main data
Where Alfredo D. Egidio dos Reis has published?
| Journals with more than one article published | # docs |
|---|---|
| Insurance: Mathematics and Economics | 8 |
| ASTIN Bulletin | 6 |
| Scandinavian Actuarial Journal | 3 |
Recent works citing Alfredo D. Egidio dos Reis (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Bonus-malus Systems vs Delays in Claims Reporting and Settlement: Analysis of Ruin Probabilities. (2024). Wu, Xueyuan ; Li, Shuanming ; Osatakul, Dhiti. In: Papers. RePEc:arx:papers:2408.00003. Full description at Econpapers || Download paper |
| 2024 | Laplace Transformation of the Ruin Time for a Risk Model with a Parisian Implementation Delay. (2024). Zhang, Xinqiu ; Sun, Tao. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:4:p:551-:d:1337597. Full description at Econpapers || Download paper |
| 2025 | Evaluating Transition Rules for Enhancing Fairness in Bonus–Malus Systems: An Application to the Saudi Arabian Auto Insurance Market. (2025). Yslas, Jorge ; Constantinescu, Corina ; Alyafie, Asrar. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:1:p:18-:d:1571859. Full description at Econpapers || Download paper |
| 2025 | Numerical Calculation of Finite-Time Ruin Probabilities in the Dual Risk Model. (2025). , Andressa. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:9:p:174-:d:1747289. Full description at Econpapers || Download paper |
Works by Alfredo D. Egidio dos Reis:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Approximations to ultimate ruin probabilities with a Wienner process perturbation In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Ruin Probabilities And Capital Requirement for Open Automobile Portfolios With a Bonus‐Malus System Based on Claim Counts In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 4 |
| 1995 | Some Stable Algorithms in Ruin Theory and Their Applications In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 18 |
| 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 | 5 |
| 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 |
| 2023 | Modelling Risk for Commodities in Brazil: An Application for Live Cattle Spot and Futures Prices In: Commodities. [Full Text][Citation analysis] | article | 0 |
| 2023 | Stochastic differential equations death rates models: the Portuguese case In: Working Papers REM. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Ruin and Dividend Measures in the Renewal Dual Risk Model In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 0 |
| 1996 | On the distribution of the duration of negative surplus In: Scandinavian Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
| 2015 | Further developments in the Erlang(n) risk process In: Scandinavian Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
| 2017 | On dividends in the phase–type dual risk model In: Scandinavian Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team