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.
Calculation of Finite Time Ruin Probabilities for Some Risk Models
Rui Cardoso,
Howard Waters
Insurance: Mathematics and Economics,
vol. 37, 2005, p. 197-215.
Recursive Calculation of Finite Time Ruin Probabilities under Interest Force
Rui Cardoso,
Howard Waters
Insurance: Mathematics and Economics,
vol. 33, 2003, p. 659-676.
Recursive Calculation of Time to Ruin Distributions
Rui Cardoso,
Alfredo Egidio dos Reis
Insurance: Mathematics and Economics,
vol. 30, 2002, p. 219-230.