Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon A new class of severity regression models with an application to IBNR prediction. (English) Zbl 1475.91299 N. Am. Actuar. J. 25, No. 2, 206-231 (2021). Reviewer: George Stoica (Saint John) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{T. C. Fung} et al., N. Am. Actuar. J. 25, No. 2, 206--231 (2021; Zbl 1475.91299) Full Text: DOI OpenURL
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon A class of mixture of experts models for general insurance: theoretical developments. (English) Zbl 1427.91228 Insur. Math. Econ. 89, 111-127 (2019). MSC: 91G05 62P05 62H05 PDF BibTeX XML Cite \textit{T. C. Fung} et al., Insur. Math. Econ. 89, 111--127 (2019; Zbl 1427.91228) Full Text: DOI OpenURL
Ahn, Soohan; Badescu, Andrei L.; Cheung, Eric C. K.; Kim, Jeong-Rae An IBNR-RBNS insurance risk model with marked Poisson arrivals. (English) Zbl 1400.91238 Insur. Math. Econ. 79, 26-42 (2018). MSC: 91B30 62P05 60J25 60K10 PDF BibTeX XML Cite \textit{S. Ahn} et al., Insur. Math. Econ. 79, 26--42 (2018; Zbl 1400.91238) Full Text: DOI OpenURL
Avram, F.; Badescu, A. L.; Pistorius, M. R.; Rabehasaina, L. On a class of dependent Sparre Andersen risk models and a bailout application. (English) Zbl 1371.91078 Insur. Math. Econ. 71, 27-39 (2016). MSC: 91B30 60K30 60G51 60J75 PDF BibTeX XML Cite \textit{F. Avram} et al., Insur. Math. Econ. 71, 27--39 (2016; Zbl 1371.91078) Full Text: DOI Link OpenURL
Badescu, Andrei L.; Lin, X. Sheldon; Tang, Dameng A marked Cox model for the number of IBNR claims: theory. (English) Zbl 1369.91075 Insur. Math. Econ. 69, 29-37 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A. L. Badescu} et al., Insur. Math. Econ. 69, 29--37 (2016; Zbl 1369.91075) Full Text: DOI OpenURL
Breuer, Lothar; Badescu, Andrei L. A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections. (English) Zbl 1401.91103 Scand. Actuar. J. 2014, No. 2, 93-115 (2014). MSC: 91B30 60K10 60G55 60J65 PDF BibTeX XML Cite \textit{L. Breuer} and \textit{A. L. Badescu}, Scand. Actuar. J. 2014, No. 2, 93--115 (2014; Zbl 1401.91103) Full Text: DOI OpenURL
Mitric, Ilie-Radu; Badescu, Andrei L.; Stanford, David A. On the absolute ruin problem in a Sparre Andersen risk model with constant interest. (English) Zbl 1235.91100 Insur. Math. Econ. 50, No. 1, 167-178 (2012). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{I.-R. Mitric} et al., Insur. Math. Econ. 50, No. 1, 167--178 (2012; Zbl 1235.91100) Full Text: DOI OpenURL
Badescu, Andrei L.; Cheung, Eric C. K.; Rabehasaina, Landy A two-dimensional risk model with proportional reinsurance. (English) Zbl 1239.91073 J. Appl. Probab. 48, No. 3, 749-765 (2011). MSC: 91B30 60G51 60K30 60J75 PDF BibTeX XML Cite \textit{A. L. Badescu} et al., J. Appl. Probab. 48, No. 3, 749--765 (2011; Zbl 1239.91073) Full Text: DOI OpenURL
Cheung, Eric C. K.; Landriault, David; Badescu, Andrei L. On a generalization of the risk model with Markovian claim arrivals. (English) Zbl 1237.91124 Stoch. Models 27, No. 3, 407-430 (2011). MSC: 91B30 60K15 60J75 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Stoch. Models 27, No. 3, 407--430 (2011; Zbl 1237.91124) Full Text: DOI Link OpenURL
Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David Dependent risk models with bivariate phase-type distributions. (English) Zbl 1172.91009 J. Appl. Probab. 46, No. 1, 113-131 (2009). Reviewer: Zbigniew Michna (Wrocław) MSC: 91B30 60J25 60J75 PDF BibTeX XML Cite \textit{A. L. Badescu} et al., J. Appl. Probab. 46, No. 1, 113--131 (2009; Zbl 1172.91009) Full Text: DOI OpenURL
Badescu, Andrei; Breuer, Lothar The use of vector-valued martingales in risk theory. (English) Zbl 1184.91107 Bl. DGVFM 29, No. 1, 1-12 (2008). MSC: 91B30 60G44 PDF BibTeX XML Cite \textit{A. Badescu} and \textit{L. Breuer}, Bl. DGVFM 29, No. 1, 1--12 (2008; Zbl 1184.91107) Full Text: DOI OpenURL
Badescu, Andrei; Drekic, Steve; Landriault, Daviv On the analysis of a multi-threshold Markovian risk model. (English) Zbl 1164.91025 Scand. Actuar. J. 2007, No. 4, 248-260 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{A. Badescu} et al., Scand. Actuar. J. 2007, No. 4, 248--260 (2007; Zbl 1164.91025) Full Text: DOI OpenURL
Ahn, Soohan; Badescu, Andrei L. On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals. (English) Zbl 1193.60103 Insur. Math. Econ. 41, No. 2, 234-249 (2007). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{S. Ahn} and \textit{A. L. Badescu}, Insur. Math. Econ. 41, No. 2, 234--249 (2007; Zbl 1193.60103) Full Text: DOI OpenURL
Ahn, Soohan; Badescu, Andrei L.; Ramaswami, V. Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier. (English) Zbl 1124.60067 Queueing Syst. 55, No. 4, 207-222 (2007). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 60J25 60K15 60K37 PDF BibTeX XML Cite \textit{S. Ahn} et al., Queueing Syst. 55, No. 4, 207--222 (2007; Zbl 1124.60067) Full Text: DOI OpenURL