A. D. E. dos Reis

MaRDI QIDQ190770zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Ruin and dividend measures in the renewal dual risk model Methodology and Computing in Applied Probability	2022-07-07	Paper
Approximations to ultimate ruin probabilities with a Wienner process perturbation	2021-07-06	Paper
Estimation of foreseeable and unforeseeable risks in motor insurance	2019-05-17	Paper
On dividends in the phase-type dual risk model Scandinavian Actuarial Journal	2018-07-17	Paper
Further developments in the Erlang(\textit{n}) risk process Scandinavian Actuarial Journal	2018-07-10	Paper
Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance ASTIN Bulletin	2018-06-04	Paper
Some advances on the Erlang(\(n\)) dual risk model ASTIN Bulletin	2018-06-04	Paper
Ruin problems in the generalized Erlang(\(n\)) risk model European Actuarial Journal	2016-08-22	Paper
Cramér-Lundberg results for the infinite time ruin probability in the compound binomial model Mitteilungen. Schweizerische Aktuarvereinigung (SAV)	2016-04-07	Paper
Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance European Actuarial Journal	2015-07-29	Paper
Dividend problems in the dual risk model Insurance Mathematics & Economics	2014-06-23	Paper
Calculating continuous time ruin probabilities for a large portfolio with varying premiums ASTIN Bulletin	2011-01-20	Paper
Fourier/Laplace Transforms and Ruin Probabilities ASTIN Bulletin	2005-03-30	Paper
How many claims does it take to get ruined and recovered? Insurance Mathematics & Economics	2003-11-16	Paper
Recursive calculation of time to ruin distributions. Insurance Mathematics & Economics	2003-11-16	Paper
On the moments of ruin and recovery times Insurance Mathematics & Economics	2002-07-22	Paper
The effect of interest on negative surplus Insurance Mathematics & Economics	1998-03-17	Paper
On the distribution of the duration of negative surplus Scandinavian Actuarial Journal	1997-01-14	Paper
Ruin problems and dual events Insurance Mathematics & Economics	1994-08-22	Paper
How long is the surplus below zero? Insurance Mathematics & Economics	1993-06-29	Paper

Research outcomes over time

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