Publications

4 Articles in international journals with referee

Ruin and dividend measures in the renewal dual risk model
R. G. Alcoforado, A. Bergel, R. M. Cardoso, A. D. Egídio dos Reis and E. Rodriguez Martinez
Methodology and Computing in Applied Probability 24(2), 537-569 (2022).

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 with referee

A probability of ruin approach to optimize pension fund investments
A. Hernández-Pacheco, A. D. Egídio dos Reis and A. Bergel
Joint Sections Colloquium, International Actuarial Association, (2021).

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).

8 Preprints

Ruin Probabilities in the context of the Winner's Curse
A. Bergel, A. D. Egídio dos Reis, E. Martínez, R. Cardoso and Z. Palmowski
preprint (2023).

The role of covariates in cyber risk ratemaking using GAMLSS
A. K. Azevedo de Macedo, A. D. Egídio dos Reis and A. Bergel
preprint (2023).

Two-dimensional ruin problems for a renewal risk process with investments and proportional reinsurance: exact and asymptotic results
A. Bergel and Z. Palmowski
preprint (2022).

Cyber risk: An analysis of self-protection and the prediction of claims
A. K. Azevedo de Macedo, A. Bergel and A. D. Egídio dos Reis
preprint (2020). PDF

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).

2 Lecture notes

An Introduction to Quantitative Finance
A. D. Egídio dos Reis and A. Bergel
https://www.iseg.ulisboa.pt/aquila/getFile.do?method=getFile&fileId=1452128, (2021).

Introdução à Matemática Financeira
A. D. Egídio dos Reis and A. Bergel
https://www.iseg.ulisboa.pt/aquila/getFile.do?method=getFile&fileId=1453271, (2021).