4 citations · 4 across the 2 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…
Ruin and dividend measures in the renewal dual risk model
Renata G. Alcoforado, Agnieszka I. Bergel, Rui M. R. Cardoso +2
In this manuscript we consider the dual risk model with financial application, where the random gains occur under a renewal process. We particularly work the Erlang(n) case for com…
A public micro pension programme in Brazil: Heterogeneity among states and setting up of benefit age adjustment
Renata Gomes Alcoforado, Alfredo D. Egídio dos Reis
Brazil is the 5th largest country in the world, despite of having a ``High Human Development'' it is the 9th most unequal country. The existing Brazilian micro pension programme is…