Publications
Dissertations
4. Egídio dos Reis, A.D. (2011). The dual risk model and venture capital modeling, Lecture "Agregação" in Management, Department of Management, ISEG Technical University of Lisbon. In Portuguese.
3. Egídio dos Reis, A.D. (2002). The number of claims until ruin and recovery, Lecture "Agregação" in Mathematics, Department of Mathematics, ISEG Technical University of Lisbon. In Portuguese.
2. Egídio dos Reis, A.D. (1994). On the Duration of Negative Surplus, PhD Thesis, Department of Actuarial Mathematics, Heriot-Watt University, Edinburgh, UK.
1. Egídio dos Reis, A.D. (1987). Teoria da Credibilidade. Uma Síntese. Tese de Mestrado, Departamento de Matemática, Instituto Superior de Economia, Universidade Técnica de Lisboa (1987). In Portuguese.
Publications & other works
42 . Alcoforado, R.G. & Egídio dos Reis, A.D. (2022). A public micro pension programme in Brazil: heterogeneity among states and setting up of a benefit age adjustment, European Actuarial Journal (2022). https://doi.org/10.1007/s13385-022-00319-z
41 . Egídio dos Reis, A.D. & Bergel, A.I. (2022). Introdução à Matemática Financeira, Cemapre ISEG.
40 . Egídio dos Reis, A.D. & Bergel I.A. (2022). An Introduction to Quantitative Finance, Cemapre ISEG.
39 . Alcoforado, R.G.; Bergel, A.I.; Cardoso, R.M.R.; Egídio dos Reis, A.D. & Rodríguez-Martínez, E.V. (2021), Ruin and dividend measures in the renewal dual risk model, Methodology and Computing in Applied Probability 24(2), 537-569. https://www.springer.com/journal/11009/
38 . Afonso, L.B.; Cardoso, R.M.R.; Egídio dos Reis, A.D. & Guerreiro, G.R. (2020), Ruin probabilities and capital requirement for open automobile portfolios with a bonus-malus system based on claim counts, Journal of Risk and Insurance 87 (2). https://doi.org/10.1111/jori.12300
37 . Alcoforado, R.G. & Egídio dos Reis, A.D. (2020). Text mining and ruin theory: A case study of research on risk models with dependence, REVSTAT Statistical Journal 18 (4), 483-499. https://www.ine.pt/revstat/tables.html
36. Afonso, L.B.; Cardoso, R.M.R.; Egídio dos Reis, A.D. & Guerreiro, G.R. (2017), Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance, ASTIN Bulletin. DOI: https://doi.org/10.1017/asb.2017.3 pdf
35 . Bergel, A.I.; Rodriguez-Martinez, E.V. & Egídio dos Reis, A. D. (2016), On dividends in the Phase-Type dual risk model, Scandinavian Actuarial Journal. http://www.tandfonline.com/doi/pdf/10.1080/03461238.2016.1252944 pdf
34. Bergel, A.I. & Egídio dos Reis, A. D. (2016), Ruin problems in the generalized Erlang(n) risk model, European Actuarial Journal 6 (1), 257-275. http://link.springer.com/article/10.1007/s13385-016-0130-2 pdf.
33. M. Kreer, A. Kizilersü, A. Thomas & Egídio dos Reis, A. D. (2015). Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance, European Actuarial Journal, Volume 5, Issue 1 (2015), Page 139-163. DOI 10.1007/s13385-015-8. http://link.springer.com/article/10.1007%2Fs13385-015-0105-8.
32 . Rodriguez-Martinez, E.V.; Cardoso, R.M.R. & Egídio dos Reis, A.D. (2015). Some advances on the Erlang(n) dual risk model, ASTIN Bulletin 45 (1), 127-150. DOI: http://dx.doi.org/10.1017/asb.2014.19 . pdf
31. Bergel, A.I. & Egídio dos Reis, A. D. (2015), Further developments in the Erlang(n) risk process, Scandinavian Actuarial Journal 2015 (1), 32-48. http://dx.doi.org/10.1080/03461238.2013.774112
30. Afonso, L.B.; Cardoso, R.M.R. & Egídio dos Reis, A.D. (2013). Dividend problems in the dual risk model, Insurance: Mathematics and Economics 53 (3), 906-918 . pdf
29. Seixas, M.J.M. & Egídio dos Reis, A.D. (2013). Some simple and classical approximations to ruin probabilities applied to the perturbed model, AFMathConf2013 Proceedings of the Actuarial and Financial Mathenatics Conference, Interplay between Finance and Insurance, Brussels. pdf
28. Bergel, A.I. & Egídio dos Reis, A.D. (2011). Further advances on the maximum severity of ruin in an Erlang(n) risk process. pdf
27. Santos, M.F. & Egídio dos Reis, A.D.( 2011). Modelling claim counts of homogeneous insurance risk groups using copulas. AFMathConf2011 Proceedings of the Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance, Brussels. pdf
26. Afonso, L.B.; Egídio dos Reis, A.D. & Waters, H.R. (2010). Numerical evaluation of continuous time ruin probabilities for a portfolio with credibility updated premiums. ASTIN Bulletin 40 (1), 399-414. Copyright 2010 by ASTIN Bulletin and PEETERS s.a. Reproduced with Permission. pdf
25. Duque, J.; Egídio dos Reis, A.D. & Garcia, R. (2009). Using Tail Conditional Expectation for capital requirement calculation of a general insurance undertaking. The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management. (Ed. G.N. Gregoriou), McGraw-Hill Finance & Investing: 2009. pdf
24. Egídio dos Reis, A.D.; Gaspar, R.M. & Vicente, A.T. (2009). Solvency II - an important case in applied VaR. The VaR Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management Book.(Ed. G.N. Gregoriou), McGraw-Hill Finance & Investing: 2009. pdf
23. Afonso, L.B.; Egídio dos Reis, A.D. & Waters, H.R. (2009). Calculating continuous time ruin probabilities for a large portfolio with varying premiums. ASTIN Bulletin 39 (1), 117-136. Copyright 2009 by ASTIN Bulletin and PEETERS s.a. Reproduced with Permission. pdf
22. Sundt, B. & Egídio dos Reis, A.D. (2007). Cramér-Lundberg results for the infinite time ruin probability in the compound binomial model. BASA-Bulletin of the Swiss Association of Actuaries 2007 (2), 179-190. pdf
21. Egidio dos Reis, A.D. (2004), The compound binomial model revisited, Proceedings of the XXXV ASTIN COLLOQUIUM JUNE 6-9 2004, BERGEN, NORWAY. http://www.actuaries.org/ASTIN/Colloquia/Bergen/EgidiodosReis.pdf
20. Egídio dos Reis, A.D. (2002). The number of claims until ruin and recovery, Lecture "Agregação" in Applied Mathematics to Economics and Management, Department of Mathematics, ISEG Technical University of Lisbon. In Portuguese. pdf
19. Egídio dos Reis, A.D. (2002). How many claims does it take to get ruined and recovered?, Insurance: Mathematics and Economics 31 (2) , 235-248 (2002). pdf
18. Lima, F.D.P.; Garcia, J.M.A. & Egídio dos Reis, A.D. (2002). Fourier/Laplace transforms and ruin probabilities, ASTIN Bulletin 32 (1), 91-104 (2002). pdf
17. Cardoso, R.M.R. & Egídio dos Reis, A.D. (2002). Recursive calculation of time to ruin distributions, Insurance: Mathematics and Economics 30, 219-230. pdf
16. Egídio dos Reis, A.D. (2001) . Teoria da Credibilidade, Texto de Apoio nº 26/TA, CEMAPRE/ISEG, Lisboa. In Portuguese. pdf
15. Egídio dos Reis, A.D. (2000). On the moments of ruin and recovery times, Insurance: Mathematics and Economics 27, 331-343. pdf
14. Egídio dos Reis, A.D. (1999) . Teoria da Ruína, Texto de Apoio nº 17/TA, CEMAPRE/ISEG, Lisboa. In Portuguese. pdf
13. Distribuições de Probabilidade. Quadro-Resumo (in Portuguese). pdf
12. Egídio dos Reis, A.D. (1998). Ciências Actuariais: Modelos para Seguros. Boletim da SPM, Sociedade Portuguesa de Matemática 38 (1998). Artigo de divulgação. In Portuguese. pdf
11. Dickson, D.C.M. & Egídio dos Reis, A.D. (1997). The effect of interest on negative surplus, Insurance: Mathematics and Economics 21, 1-16 (1997).
10. Dickson, D.C.M. & Egídio dos Reis, A.D. (1996). On the distribution of the duration of negative surplus, Scandinavian Actuarial Journal, no. 2, 148-164.
9. Dickson, D.C.M.; Egídio dos Reis & Waters, H.R. (1995). Some stable algorithms in ruin theory and their applications, ASTIN Bulletin 25, 153-175. pdf
8. Dickson, D.C.M. & Egídio dos Reis, A.D. (1994). Ruin problems and dual events, Insurance: Mathematics and Economics 14, 51-60.
7. Egídio dos Reis, A.D. (1994). On the Duration of Negative Surplus, PhD Thesis, Department of Actuarial Mathematics, Heriot-Watt University, Edinburgh, UK.
6. Egídio dos Reis, A.D. (1993). How long is the surplus below zero?, Insurance: Mathematics and Economics 12, 23-38.
5. Valente, Gisela; Faro, Margarida; Santos, Dulce; Perrolas, Teresa; Ferreira, José Luis; Campos, Rui S. & Egídio dos Reis (1990). É a anestesia regional segura? Análise estatatística de acidentes e complicações de 2390 bloqueios, Jornal das Ciências Médicas - Órgão Oficial da Academia Portuguesa de Medicina, 10: 533-540 ( Dezembro de 1990). In Portuguese.
4. Egídio dos Reis, A.D. (1987). Teoria da Credibilidade. Uma Síntese. Tese de Mestrado, Departamento de Matemática, Instituto Superior de Economia, Universidade Técnica de Lisboa (1987). In Portuguese.
3. Egídio dos Reis, A.D. (1986). Simulação dum processo de risco numa perspectiva de curto prazo. Documento de Trabalho nº 30, CEMAPRE-ISE. In Portuguese.
2. Crato, Nuno; Ralha, Maria João & Egídio dos Reis, A.D. (1985). Comunidades Europeias: O que são as comunidades; A adesão de Portugal; O orçamento, Documento de trabalho para o Seminário sobre a Utilização dos Instrumentos Financeiros da C.E.E., NORMA-AÇORES. In Portuguese.
1. Lopes, Artur; Carvalho, Henrique & Egídio dos Reis, A.D . Introdução ao T.S.P. Texto de apoio aos alunos das disciplinas de Estatística e Estatística e Econometria. In Portuguese.
Monographs & Other
f) Egídio dos Reis, A.D. (2001) . Teoria da Credibilidade, Texto de Apoio nº 26/TA, CEMAPRE/ISEG, Lisboa. In Portuguese. pdf
e) Egídio dos Reis, A.D. (1999) . Teoria da Ruína, Texto de Apoio nº 17/TA, CEMAPRE/ISEG, Lisboa. In Portuguese. pdf
d) Egídio dos Reis, A.D. (1998). Ciências Actuariais: Modelos para Seguros. Boletim da SPM, Sociedade Portuguesa de Matemática 38 (1998). Artigo de divulgação. In Portuguese. pdf
c) Distribuições de Probabilidade. Quadro-Resumo (in Portuguese). pdf
b) Crato, Nuno; Ralha, Maria João & Egídio dos Reis, A.D. (1985). Comunidades Europeias: O que são as comunidades; A adesão de Portugal; O orçamento, Documento de trabalho para o Seminário sobre a Utilização dos Instrumentos Financeiros da C.E.E., NORMA-AÇORES. In Portuguese.
a) Lopes, Artur; Carvalho, Henrique & Egídio dos Reis, A.D . Introdução ao T.S.P. Texto de apoio aos alunos das disciplinas de Estatística e Estatística e Econometria. In Portuguese.