Edit Profile (opens in new tab) Egídio dos Reis, Alfredo D. Co-Author Distance Author ID: egidio-dos-reis.alfredo-d Published as: Egídio dos Reis, Alfredo D.; Dos Reis, Alfredo D. Egídio; dos Reis, Alfredo D. Egídio; Egidio dos Reis, Alfredo D.; Reis, Alfredo D. Egídio dos; dos Reis, Alfredo Egídio; Dos Reis, Alfredo Egídio; dos Reis, A. D. E. more...less Homepage: https://aquila2.iseg.utl.pt/aquila/homepage/f245 External Links: MGP · ResearchGate Documents Indexed: 20 Publications since 1993, including 2 Additional arXiv Preprints Co-Authors: 18 Co-Authors with 17 Joint Publications 163 Co-Co-Authors all top 5 Co-Authors 3 single-authored 5 Cardoso, Rui M. R. 4 Bergel, Agnieszka I. 3 Afonso, Lourdes B. 3 Dickson, David C. M. 3 Rodríguez-Martínez, Eugenio V. 1 Alcoforado, Renata G. 1 Constantinescu, Corina D. 1 Garcia, Jorge M. A. 1 Guerreiro, Gracinda Rita 1 Kizilersü, Ayşe 1 Koucha, Yacine 1 Kreer, Markus 1 Lima, Fátima D. P. 1 Maume-Deschamps, Véronique 1 Ni, Weihong 1 Sundt, Bjørn Rosted 1 Thomas, Anthony W. 1 Waters, Howard R. all top 5 Serials 7 Insurance Mathematics & Economics 4 ASTIN Bulletin 2 Scandinavian Actuarial Journal 2 European Actuarial Journal 1 Scandinavian Actuarial Journal 1 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 1 Methodology and Computing in Applied Probability Fields 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Probability theory and stochastic processes (60-XX) 7 Statistics (62-XX) 1 Integral transforms, operational calculus (44-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 18 Publications have been cited 186 times in 140 Documents Cited by ▼ Year ▼ How long is the surplus below zero? Zbl 0777.62096 Dos Reis, Alfredo Egídio 55 1993 On the distribution of the duration of negative surplus. Zbl 0864.62069 Dickson, David C. M.; Egídio dos Reis, Alfredo D. 25 1996 The effect of interest on negative surplus. Zbl 0894.90045 Dickson, David C. M.; Egídio dos Reis, Alfredo D. 19 1997 Dividend problems in the dual risk model. Zbl 1290.91073 Afonso, Lourdes B.; Cardoso, Rui M. R.; Egídio dos Reis, Alfredo D. 18 2013 On the moments of ruin and recovery times. Zbl 0988.91044 Egídio dos Reis, Alfredo D. 13 2000 How many claims does it take to get ruined and recovered? Zbl 1074.91550 Egídio dos Reis, Alfredo D. 11 2002 Ruin problems and dual events. Zbl 0803.62091 Dickson, David C. M.; dos Reis, Alfredo Egídio 9 1994 Recursive calculation of time to ruin distributions. Zbl 1074.91545 Cardoso, Rui M. R.; Egidio dos Reis, Alfredo D. 7 2002 Some advances on the Erlang(\(n\)) dual risk model. Zbl 1390.91209 Rodríguez-Martínez, Eugenio V.; Cardoso, Rui M. R.; Egídio dos Reis, Alfredo D. 6 2015 Ruin problems in the generalized Erlang(\(n\)) risk model. Zbl 1415.91151 Bergel, Agnieszka I.; Egídio dos Reis, Alfredo D. 4 2016 Calculating continuous time ruin probabilities for a large portfolio with varying premiums. Zbl 1203.91108 Afonso, Lourdes B.; Dos Reis, Alfredo D. Egídio; Waters, Howard R. 4 2009 Further developments in the Erlang(n) risk process. Zbl 1398.91310 Bergel, Agnieszka I.; Dos Reis, Alfredo D. Egídio 3 2015 Fourier/Laplace transforms and ruin probabilities. Zbl 1098.91542 Lima, Fátima D. P.; Garcia, Jorge M. A.; Egídio dos Reis, Alfredo D. 3 2002 Cramér-Lundberg results for the infinite time ruin probability in the compound binomial model. Zbl 1333.91038 Sundt, Bjørn; dos Reis, A. D. E. 3 2007 Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance. Zbl 1390.62201 Afonso, Lourdes B.; Cardoso, Rui M. R.; Egídio dos Reis, Alfredo D.; Guerreiro, Gracinda Rita 2 2017 On dividends in the phase-type dual risk model. Zbl 1402.91185 Bergel, Agnieszka I.; Rodríguez-Martínez, Eugenio V.; dos Reis, Alfredo D. Egídio 2 2017 Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance. Zbl 1329.91068 Kreer, Markus; Kızılersü, Ayşe; Thomas, Anthony W.; Egídio dos Reis, Alfredo D. 1 2015 Ruin and dividend measures in the renewal dual risk model. Zbl 1489.91214 Alcoforado, Renata G.; Bergel, Agnieszka I.; Cardoso, Rui M. R.; Reis, Alfredo D. Egídio dos; Rodríguez-Martínez, Eugenio V. 1 2022 Ruin and dividend measures in the renewal dual risk model. Zbl 1489.91214 Alcoforado, Renata G.; Bergel, Agnieszka I.; Cardoso, Rui M. R.; Reis, Alfredo D. Egídio dos; Rodríguez-Martínez, Eugenio V. 1 2022 Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance. Zbl 1390.62201 Afonso, Lourdes B.; Cardoso, Rui M. R.; Egídio dos Reis, Alfredo D.; Guerreiro, Gracinda Rita 2 2017 On dividends in the phase-type dual risk model. Zbl 1402.91185 Bergel, Agnieszka I.; Rodríguez-Martínez, Eugenio V.; dos Reis, Alfredo D. Egídio 2 2017 Ruin problems in the generalized Erlang(\(n\)) risk model. Zbl 1415.91151 Bergel, Agnieszka I.; Egídio dos Reis, Alfredo D. 4 2016 Some advances on the Erlang(\(n\)) dual risk model. Zbl 1390.91209 Rodríguez-Martínez, Eugenio V.; Cardoso, Rui M. R.; Egídio dos Reis, Alfredo D. 6 2015 Further developments in the Erlang(n) risk process. Zbl 1398.91310 Bergel, Agnieszka I.; Dos Reis, Alfredo D. Egídio 3 2015 Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance. Zbl 1329.91068 Kreer, Markus; Kızılersü, Ayşe; Thomas, Anthony W.; Egídio dos Reis, Alfredo D. 1 2015 Dividend problems in the dual risk model. Zbl 1290.91073 Afonso, Lourdes B.; Cardoso, Rui M. R.; Egídio dos Reis, Alfredo D. 18 2013 Calculating continuous time ruin probabilities for a large portfolio with varying premiums. Zbl 1203.91108 Afonso, Lourdes B.; Dos Reis, Alfredo D. Egídio; Waters, Howard R. 4 2009 Cramér-Lundberg results for the infinite time ruin probability in the compound binomial model. Zbl 1333.91038 Sundt, Bjørn; dos Reis, A. D. E. 3 2007 How many claims does it take to get ruined and recovered? Zbl 1074.91550 Egídio dos Reis, Alfredo D. 11 2002 Recursive calculation of time to ruin distributions. Zbl 1074.91545 Cardoso, Rui M. R.; Egidio dos Reis, Alfredo D. 7 2002 Fourier/Laplace transforms and ruin probabilities. Zbl 1098.91542 Lima, Fátima D. P.; Garcia, Jorge M. A.; Egídio dos Reis, Alfredo D. 3 2002 On the moments of ruin and recovery times. Zbl 0988.91044 Egídio dos Reis, Alfredo D. 13 2000 The effect of interest on negative surplus. Zbl 0894.90045 Dickson, David C. M.; Egídio dos Reis, Alfredo D. 19 1997 On the distribution of the duration of negative surplus. Zbl 0864.62069 Dickson, David C. M.; Egídio dos Reis, Alfredo D. 25 1996 Ruin problems and dual events. Zbl 0803.62091 Dickson, David C. M.; dos Reis, Alfredo Egídio 9 1994 How long is the surplus below zero? Zbl 0777.62096 Dos Reis, Alfredo Egídio 55 1993 all cited Publications top 5 cited Publications all top 5 Cited by 191 Authors 11 Li, Shuanming 10 Egídio dos Reis, Alfredo D. 8 Willmot, Gordon E. 6 Dickson, David C. M. 6 Yin, Chuancun 5 Landriault, David 5 Yang, Hailiang 4 Cardoso, Rui M. R. 4 Frostig, Esther 4 Gerber, Hans U. 4 Lin, X. Sheldon 4 Loisel, Stéphane 4 Lu, Yi 4 Palmowski, Zbigniew 4 Psarrakos, Georgios 4 Zhou, Xiaowen 3 Bergel, Agnieszka I. 3 He, Jingmin 3 Hu, Yijun 3 Lefèvre, Claude 3 Politis, Konstadinos G. 3 Rodríguez-Martínez, Eugenio V. 3 Shiu, Elias S. W. 3 Wu, Rong 2 Avanzi, Benjamin 2 Boutsikas, Michael V. 2 Chiu, Sung Nok 2 Dong, Hua 2 Drekic, Steve 2 Goffard, Pierre-Olivier 2 Hüsler, Jürg 2 Jin, Can 2 Klüppelberg, Claudia 2 Li, Bin 2 Li, Zhong 2 Lkabous, Mohamed Amine 2 Pitts, Susan M. 2 Renaud, Jean-François 2 Seifert, Miriam Isabel 2 Sendova, Kristina P. 2 Shi, Tianxiang 2 Song, Min 2 Tan, Jiyang 2 Trufin, Julien 2 Wang, Chunwei 2 Wong, Jeff T. Y. 2 Wu, Xueyuan 2 Yang, Chen 2 Yuan, Haili 2 Zhang, Chunsheng 2 Zhang, Lihong 2 Zhao, Xianghua 2 Zhu, Jinxia 2 Zhu, Lingjiong 1 Afonso, Lourdes B. 1 Albrecher, Hansjörg 1 Alcoforado, Renata G. 1 Andreoli, Alessandro 1 Antzoulakos, Demetrios L. 1 Ballestra, Luca Vincenzo 1 Bazyari, Abouzar 1 Behme, Anita Diana 1 Biard, Romain 1 Borovkov, Aleksandr Alekseevich 1 Borovkov, Konstantin A. 1 Boxma, Onno Johan 1 Callant, Julien 1 Cantarinha, Ana 1 Castañer, Anna 1 Chen, Ping 1 Chen, Ye 1 Chen, Yu 1 Cheng, Jianhua 1 Claramunt, M. Mercè 1 Constantinescu, Corina D. 1 Czarna, Irmina 1 Dai, Hongshuai 1 Dermitzakis, Vaios 1 Dimitrova, Dimitrina S. 1 Dutang, Christophe 1 Economides, D.-J. 1 Fahim, Arash 1 Finger, Dina 1 Gajek, Lesław 1 Gao, Zhongqin 1 Garcia, Jorge M. A. 1 Gathy, Maude 1 Guérin, Hélène 1 Guerreiro, Gracinda Rita 1 He, Xiaoxia 1 He, Yue 1 Hu, Miaomiao 1 Ji, Lanpeng 1 Kaishev, Vladimir K. 1 Kawai, Reiichiro 1 Kelly, Mary 1 Keren-Pinhasik, Adva 1 Kizilersü, Ayşe 1 Kleffner, Anne 1 Kolkovska, Ekaterina Todorova ...and 91 more Authors all top 5 Cited in 36 Serials 43 Insurance Mathematics & Economics 10 Scandinavian Actuarial Journal 8 Methodology and Computing in Applied Probability 8 North American Actuarial Journal 7 Journal of Applied Probability 7 Statistics & Probability Letters 5 Advances in Applied Probability 5 Communications in Statistics. Theory and Methods 4 European Actuarial Journal 3 Applied Mathematics and Computation 3 Journal of Computational and Applied Mathematics 3 European Journal of Operational Research 3 Stochastic Models 3 ASTIN Bulletin 2 Journal of Optimization Theory and Applications 2 Queueing Systems 2 Communications in Statistics. Simulation and Computation 2 Stochastic Processes and their Applications 2 Applied Stochastic Models in Business and Industry 2 Frontiers of Mathematics in China 1 Journal of Mathematical Analysis and Applications 1 Scandinavian Actuarial Journal 1 SIAM Journal on Control and Optimization 1 Stochastic Analysis and Applications 1 Acta Mathematicae Applicatae Sinica. English Series 1 YUJOR. Yugoslav Journal of Operations Research 1 Applied Mathematics. Series B (English Edition) 1 Mathematical Methods of Statistics 1 Bernoulli 1 Finance and Stochastics 1 Mathematical Methods of Operations Research 1 Wuhan University Journal of Natural Sciences (WUJNS) 1 Acta Mathematica Sinica. English Series 1 Probability in the Engineering and Informational Sciences 1 Dependence Modeling 1 Results in Applied Mathematics all top 5 Cited in 12 Fields 127 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 93 Probability theory and stochastic processes (60-XX) 38 Statistics (62-XX) 8 Systems theory; control (93-XX) 7 Operations research, mathematical programming (90-XX) 4 Numerical analysis (65-XX) 3 Integral transforms, operational calculus (44-XX) 1 Field theory and polynomials (12-XX) 1 Ordinary differential equations (34-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Biology and other natural sciences (92-XX) 1 Mathematics education (97-XX) Citations by Year