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A. E. D. Reis

3 papers hereh-index 10355 citations21 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author2
  • last author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.ST1
  • q-fin.RM1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

most citedModelling risk for commodities in Brazil: An application to live cattle spot and futures prices

4 citations · 4 across the 3 of their papers we have counts for

collaborators
Showing q-fin.RMShow all

1 paper · 1 filter

q-fin.RM2021

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.