Ruin Probabilities And Capital Requirement for Open Automobile Portfolios With a Bonus‐Malus System Based on Claim Counts.
Lourdes B. Afonso,
Rui Cardoso,
Alfredo Egidio dos Reis,
Gracinda R. Guerreiro
Journal of Risk and Insurance,
vol. 87, 2020, p. 501-522.
Dividend Problems in the Dual Risk Model
Rui Cardoso,
Alfredo Egidio dos Reis,
Lourdes B. Afonso
Insurance: Mathematics and Economics,
vol. 53, 2013, p. 906-918.
How Many Claims Does It Take to Get Ruined and Recovered?
Alfredo Egidio dos Reis
Insurance: Mathematics and Economics,
vol. 31, 2002, p. 235-248.
Recursive Calculation of Time to Ruin Distributions
Rui Cardoso,
Alfredo Egidio dos Reis
Insurance: Mathematics and Economics,
vol. 30, 2002, p. 219-230.
On the Moments of Ruin and Recovery Times
Alfredo Egidio dos Reis
Insurance: Mathematics and Economics,
vol. 27, 2000, p. 331-343.
The Effect of Interest on Negative Surplus
David Dickson,
Alfredo Egidio dos Reis
Insurance: Mathematics and Economics,
vol. 21, 1997, p. 1-16.
Ruin Problems and Dual Events
David Dickson,
Alfredo Egidio dos Reis
Insurance: Mathematics and Economics,
vol. 14, 1994, p. 51-60.
How Long Is the Surplus Below Zero?
Alfredo Egidio dos Reis
Insurance: Mathematics and Economics,
vol. 12, 1993, p. 23-38.