4 citations · 4 across the 3 of their papers we have counts for
3 papers
Modelling risk for commodities in Brazil: An application to live cattle spot and futures prices
R. G. Alcoforado, W. Bernardino, A. D. Egídio dos Reis +1
This study analysed a series of live cattle spot and futures prices from the Boi Gordo Index (BGI) in Brazil. The objective was to develop a model that best portrays this commodity…
Approximations to ultimate ruin probabilities with a Wienner process perturbation
Yacine Koucha, Alfredo D. Egidio dos Reis
In this paper, we adapt the classic Cramér-Lundberg collective risk theory model to a perturbed model by adding a Wiener process to the compound Poisson process, which can be used…
Estimation of foreseeable and unforeseeable risks in motor insurance
Weihong Ni, Corina Constantinescu, Alfredo Egídio dos Reis +1
This project works with the risk model developed by Li et al. (2015) and quests modelling, estimating and pricing insurance for risks brought in by innovative technologies, or othe…