Rui M.R. Cardoso
Universidade Nova de Lisboa
12 Papers
74 Citations
Rui M.R. Cardoso is an academic researcher from Universidade Nova de Lisboa. The author has contributed to research in topics: Dividend & Ruin theory. The author has an hindex of 6, co-authored 12 publications. Previous affiliations of Rui M.R. Cardoso include Heriot-Watt University & University of Lisbon.
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Papers
Lightweight admission control and traffic management with SDN
Paulo Pinto,Rui M.R. Cardoso,Pedro Amaral,Luis Bernardo +3 more
- 22 May 2016
TL;DR: In this paper, if interactions live enough time, they become flows without any disruption in traffic or initial delays for flow establishment, and all flows access the network up to a maximum rate that is calculated when they begin.
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Ruin and Dividend Measures in the Renewal Dual Risk Model
Renata Gomes Alcoforado,Renata Gomes Alcoforado,Agnieszka I. Bergel,Rui M.R. Cardoso,Alfredo D. Egídio dos Reis,Eugenio V. Rodríguez-Martínez +5 more
TL;DR: In this article, the authors considered the dual risk model with financial application, where the random gains occur under a renewal process, and they considered the Erlang(n) case for common distribution of the inter-arrival times, from there it is easy to understand that their procedure can be generalised to other cases under the matrix-exponential family case.
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•Posted Content
Ruin and dividend measures in the renewal dual risk model
Renata Gomes Alcoforado,Renata Gomes Alcoforado,Agnieszka I. Bergel,Rui M.R. Cardoso,Alfredo D. Egídio dos Reis,Eugenio V. Rodríguez-Martínez +5 more
TL;DR: In this paper, the authors considered the dual risk model with financial application, where the random gains occur under a renewal process, and they considered the Erlang(n) case for common distribution of the inter-arrival times, from there it is easy to understand that their procedure can be generalised to other cases under the matrix-exponential family case.
Dividends in finite time horizon
TL;DR: In this article, the authors consider the classical risk model modified in two different ways by the inclusion of a dividend barrier and present numerical algorithms to approximate or bound the expected discounted value of dividends up to a finite time horizon, t, or ruin if this occurs earlier.