How long is the surplus below zero? AE dos Reis Insurance: Mathematics and Economics 12 (1993), 23-38, 1993 | 136 | 1993 |
Some stable algorithms in ruin theory and their applications DCM Dickson, ADE dos Reis, HR Waters ASTIN Bulletin: The Journal of the IAA 25 (2), 153-175, 1995 | 90 | 1995 |
On the distribution of the duration of negative surplus DCM Dickson, AD Egídio Dos Reis Scandinavian Actuarial Journal 1996 (2), 148-164, 1996 | 80 | 1996 |
The effect of interest on negative surplus DCM Dickson, ADE dos Reis Insurance: Mathematics and Economics 21 (1), 1-16, 1997 | 53 | 1997 |
On the moments of ruin and recovery times ADE dos Reis Insurance: Mathematics and Economics 27 (3), 331-343, 2000 | 45 | 2000 |
Dividend problems in the dual risk model LB Afonso, RMR Cardoso, ADE dos Reis Insurance: Mathematics and Economics 53 (3), 906-918, 2013 | 40 | 2013 |
Ruin problems and dual events DCM Dickson, AE dos Reis Insurance: Mathematics and Economics 14 (1994), 51-60, 1994 | 39 | 1994 |
How many claims does it take to get ruined and recovered? ADE dos Reis Insurance: Mathematics and Economics 31 (2), 235-248, 2002 | 38 | 2002 |
Recursive calculation of time to ruin distributions RMR Cardoso, ADE Dos Reis Insurance: Mathematics and Economics 30 (2), 219-230, 2002 | 25 | 2002 |
Some advances on the Erlang (n) dual risk model EV Rodríguez-Martínez, RMR Cardoso, ADE dos Reis ASTIN Bulletin: The Journal of the IAA 45 (1), 127-150, 2015 | 21 | 2015 |
Further developments in the Erlang(n) risk process AI Bergel, AD Egidio dos Reis Scandinavian Actuarial Journal 2015 (1), 32-48, 2015 | 16 | 2015 |
Calculating continuous time ruin probabilities for a large portfolio with varying premiums LB Afonso, ADE Dos Reis, HR Waters ASTIN Bulletin: The Journal of the IAA 39 (1), 117-136, 2009 | 15 | 2009 |
Ruin problems in the generalized Erlang(n) risk model AI Bergel, AD Egídio dos Reis European Actuarial Journal 6, 257-275, 2016 | 14 | 2016 |
Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance M Kreer, A Kızılersü, AW Thomas, AD Egídio dos Reis European Actuarial Journal 5, 139-163, 2015 | 14 | 2015 |
Fourier/Laplace transforms and ruin probabilities FDP Lima, JMA Garcia, ADE Dos Reis ASTIN Bulletin: The Journal of the IAA 32 (1), 91-105, 2002 | 14 | 2002 |
Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance LB Afonso, RMR Cardoso, ADE dos Reis, GR Guerreiro ASTIN Bulletin: The Journal of the IAA 47 (2), 417-435, 2017 | 13 | 2017 |
Using Tail Conditional Expectation for capital requirement calculation of a general insurance undertaking J Duque, AE Reis, R Garcia ISEG-ADVANCE and CEMAPRE, 2009 | 13 | 2009 |
Ruin Probabilities And Capital Requirement for Open Automobile Portfolios With a Bonus‐Malus System Based on Claim Counts LB Afonso, RMR Cardoso, AD Egídio dos Reis, GR Guerreiro Journal of Risk and Insurance 87 (2), 501-522, 2020 | 12 | 2020 |
On dividends in the phase–type dual risk model AI Bergel, EV Rodríguez-Martínez, AD Egidio dos Reis Scandinavian Actuarial Journal 2017 (9), 761-784, 2017 | 12 | 2017 |
Numerical evaluation of continuous time ruin probabilities for a portfolio with credibility updated premiums LB Afonso, ADE Dos Reis, HR Waters ASTIN Bulletin: The Journal of the IAA 40 (1), 399-414, 2010 | 12 | 2010 |