Publications

Agnieszka Bergel

3 Articles in international journals with referee

On dividends in the Phase-Type dual risk model
A. Bergel, E. Rodriguez Martinez and A. D. Egídio dos Reis
Scandinavian Actuarial Journal, (2016).

Ruin problems in the generalized Erlang(n) risk model
A. Bergel and A. D. Egídio dos Reis
European Actuarial Journal 6 (1), 257-275 (2016).

Further developments in the Erlang(n) risk process
A. Bergel and A. D. Egídio dos Reis
Scandinavian Actuarial Journal 1, 32-48 (2015).


1 Conference proceedings without referee

The Cramér-Lundberg and the dual risk models: Ruin, dividend problems and duality features
A. Bergel, R. M. R. Cardoso, A. D. Egídio dos Reis and E. Rodriguez Martinez
https://cas.confex.com/cas/ica14/webprogram/Session6908.html, (2014).


4 Preprints

On dividends in the Phase-Type dual risk model
A. Bergel, E. Rodriguez Martinez and A. D. Egídio dos Reis
preprint (2015). PDF

On a Sparre-Andersen risk model with Phase-type(n) interclaim times
A. Bergel and A. D. Egídio dos Reis
preprint (2014). PDF

The Cramér-Lundberg and the dual risk models: Ruin, dividend problems and duality features
A. Bergel, R. M. R. Cardoso and A. D. Egídio dos Reis
preprint (2014). PDF

Further advances on the maximum severity of ruin in an Erlang(n) risk process
A. Bergel and A. D. Egídio dos Reis
preprint (2011).