المؤلفون: Renata G. Alcoforado, Alfredo D. Egídio dos Reis, Wilton Bernardino, José António C. Santos

المصدر: Commodities, Vol 2, Iss 4, Pp 398-416 (2023)

مصطلحات موضوعية: risk analysis, future price, commodity, value at risk, Boi Gordo Index (BGI), generalised autoregressive moving average (GARMA), Nutrition. Foods and food supply, TX341-641

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2813-2432/2/4/23; https://doaj.org/toc/2813-2432

URL الوصول: https://doaj.org/article/ff55796633584e80a89a62b95313926f

المؤلفون: Renata G. Alcoforado, Alfredo D. Egídio dos Reis

المصدر: Revstat Statistical Journal, Vol 18, Iss 4 (2020)

مصطلحات موضوعية: big data, unstructured data, text mining, risk theory, ruin theory, dependence modeling, Statistics, HA1-4737, Probabilities. Mathematical statistics, QA273-280

وصف الملف: electronic resource

Relation: https://revstat.ine.pt/index.php/REVSTAT/article/view/313; https://doaj.org/toc/1645-6726; https://doaj.org/toc/2183-0371

URL الوصول: https://doaj.org/article/511d83fe7f784c6dbe39dbbc2ad80241

المؤلفون: Renata G. Alcoforado, Agnieszka I. Bergel, Rui M. R. Cardoso, Alfredo D. Egídio dos Reis, Eugenio V. Rodríguez-Martínez

المصدر: Springer, Methodology and Computing in Applied Probability. 24(2):537-569

الإتاحة: https://ideas.repec.org/a/spr/metcap/v24y2022i2d10.1007_s11009-021-09876-4.html

المؤلفون: Lourdes B. Afonso, Rui M. R. Cardoso, Alfredo D. Egídio dos Reis, Gracinda R. Guerreiro

المصدر: The American Risk and Insurance Association, Journal of Risk & Insurance. 87(2):501-522

الإتاحة: https://ideas.repec.org/a/bla/jrinsu/v87y2020i2p501-522.html

المؤلفون: Alfredo D. Egídio dos Reis, Rui M.R. Cardoso, Gracinda R. Guerreiro, Lourdes B. Afonso

مصطلحات موضوعية: Economics and Econometrics, Markovian Bonus Malus - System (BMS), 050208 finance, 05 social sciences, Risk management framework, Markov process, Reduction (complexity), symbols.namesake, Accounting, 0502 economics and business, Motor Insurance Portfolio, Econometrics, Bonus-malus, Economics, Capital requirement, symbols, Portfolio, Motor insurance, 050207 economics, Ruin Probabilities, Finance, Model

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::69d0e85ca6c25643f28717457549fcbe
https://hdl.handle.net/10400.5/24442

المؤلفون: Lourdes B. Afonso, Gracinda R. Guerreiro, Rui M.R. Cardoso, Alfredo D. Egídio dos Reis

المصدر: ASTIN Bulletin. 47:417-435

مصطلحات موضوعية: Economics and Econometrics, 050208 finance, Actuarial science, Markov chain, Computer science, 05 social sciences, Ruin theory, 01 natural sciences, Measure (mathematics), 010104 statistics & probability, Risk process, Accounting, 0502 economics and business, Bonus-malus, Portfolio, A priori and a posteriori, Motor insurance, 0101 mathematics, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::253fcd5fd0c732cabbe61f8c0a49374c
https://doi.org/10.1017/asb.2017.3

المؤلفون: Agnieszka I. Bergel, Eugenio V. Rodríguez-Martínez, Alfredo D. Egídio dos Reis

المصدر: Taylor & Francis Journals, Scandinavian Actuarial Journal. 2017(9):761-784

الإتاحة: https://ideas.repec.org/a/taf/sactxx/v2017y2017i9p761-784.html

المؤلفون: Alfredo D. Egídio dos Reis, Agnieszka I. Bergel

المصدر: European Actuarial Journal. 6:257-275

مصطلحات موضوعية: Statistics and Probability, Discrete mathematics, Economics and Econometrics, 050208 finance, Computation, Mathematical finance, 05 social sciences, Multiplicity (mathematics), Ruin theory, 01 natural sciences, Erlang (unit), 010104 statistics & probability, Risk model, Distribution (mathematics), Survival probability, 0502 economics and business, 0101 mathematics, Statistics, Probability and Uncertainty, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::8c33177f7953c9838eea0e0ca62b7f6c
https://doi.org/10.1007/s13385-016-0130-2

المؤلفون: Ayşe Kızılersü, Anthony W. Thomas, Alfredo D. Egídio dos Reis, Markus Kreer

المصدر: European Actuarial Journal. 5:139-163

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Maximum Likelihood Estimation, Mathematical finance, Anti-Conservative Test, Claim Inter-Arrival Times, Sparre-Andersen Risk Model, Set (abstract data type), Identification (information), Distribution (mathematics), Goodness of fit, Left-Truncated Weibull Distribution, Life insurance, Statistics, Econometrics, KS Goodness-of-Fit Tests, Statistics, Probability and Uncertainty, Exponentiated Weibull distribution, Claim Sizes, Mathematics, Weibull distribution

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7295f840c5f15ce058c2a70c7316a7f2
https://doi.org/10.1007/s13385-015-0105-8

المؤلفون: Agnieszka I. Bergel, Alfredo D. Egídio Dos Reis

المصدر: Taylor & Francis Journals, Scandinavian Actuarial Journal. 2015(1):32-48

الإتاحة: https://ideas.repec.org/a/taf/sactxx/v2015y2015i1p32-48.html