Edit Profile (opens in new tab) Badescu, Andrei L. Co-Author Distance Author ID: badescu.andrei-l Published as: Badescu, Andrei L.; Badescu, Andrei; Badescu, A. L. more...less Documents Indexed: 30 Publications since 2005 Co-Authors: 25 Co-Authors with 29 Joint Publications 432 Co-Co-Authors all top 5 Co-Authors 1 single-authored 8 Landriault, David 7 Lin, X. Sheldon 5 Breuer, Lothar 5 Cheung, Eric C. K. 5 Fung, Tsz Chai 4 Stanford, David A. 3 Ahn, Soohan 3 Drekic, Steve 3 Latouche, Guy 2 Avram, Florin 2 da Silva Soares, Ana 2 Gong, Lan 2 Rabehasaina, Landy 2 Tang, Dameng 1 Albrecher, Hansjörg 1 Antonio, Katrien 1 Asimit, Alexandru V. 1 Chen, Tianle 1 Kim, Jeong-Rae 1 Lin, Sheldon 1 Mitric, Ilie-Radu 1 Pistorius, Martijn R. 1 Ramaswami, Vaidyanathan 1 Remiche, Marie-Ange 1 Verbelen, Roel all top 5 Serials 8 Insurance Mathematics & Economics 7 Scandinavian Actuarial Journal 4 ASTIN Bulletin 4 North American Actuarial Journal 2 Journal of Applied Probability 1 Queueing Systems 1 Brazilian Journal of Probability and Statistics 1 Stochastic Models 1 RACSAM. Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) Fields 29 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Probability theory and stochastic processes (60-XX) 12 Statistics (62-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 29 Publications have been cited 559 times in 364 Documents Cited by ▼ Year ▼ Extremes on the discounted aggregate claims in a time dependent risk model. Zbl 1224.91041 Asimit, Alexandru V.; Badescu, Andrei L. 80 2010 Risk processes analyzed as fluid queues. Zbl 1092.91037 Badescu, Andrei; Breuer, Lothar; Da Silva Soares, Ana; Latouche, Guy; Remiche, Marie-Ange; Stanford, David 48 2005 Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009 Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David 48 2009 On the dual risk model with tax payments. Zbl 1141.91481 Albrecher, Hansjörg; Badescu, Andrei; Landriault, David 43 2008 Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier. Zbl 1124.60067 Ahn, Soohan; Badescu, Andrei L.; Ramaswami, V. 42 2007 Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm. Zbl 1390.62227 Verbelen, Roel; Gong, Lan; Antonio, Katrien; Badescu, Andrei; Lin, Sheldon 29 2015 On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals. Zbl 1193.60103 Ahn, Soohan; Badescu, Andrei L. 28 2007 Phase-type approximations to finite-time ruin probabilities in the Sparre Andersen and stationary renewal risk models. Zbl 1123.62078 Stanford, D. A.; Avram, F.; Badescu, A. L.; Breuer, L.; da Silva Soares, A.; Latouche, G. 27 2005 Recursive methods for a multi-dimensional risk process with common shocks. Zbl 1235.91090 Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K. 23 2012 A marked Cox model for the number of IBNR claims: theory. Zbl 1369.91075 Badescu, Andrei L.; Lin, X. Sheldon; Tang, Dameng 22 2016 A two-dimensional risk model with proportional reinsurance. Zbl 1239.91073 Badescu, Andrei L.; Cheung, Eric C. K.; Rabehasaina, Landy 21 2011 On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025 Badescu, Andrei; Drekic, Steve; Landriault, Daviv 20 2007 Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024 Badescu, Andrei; Drekic, Steve; Landriault, Daviv 17 2007 The surplus prior to ruin and the deficit at ruin for a correlated risk process. Zbl 1143.91025 Badescu, Andrei L.; Breuer, Lothar; Drekic, Steve; Latouche, Guy; Stanford, David A. 15 2005 A marked Cox model for the number of IBNR claims: estimation and application. Zbl 1427.91218 Badescu, Andrei L.; Chen, Tianle; Lin, X. Sheldon; Tang, Dameng 13 2019 A class of mixture of experts models for general insurance: theoretical developments. Zbl 1427.91228 Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon 13 2019 A class of mixture of experts models for general insurance: application to correlated claim frequencies. Zbl 1427.91227 Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon 12 2019 Applications of fluid flow matrix analytic methods in ruin theory – a review. Zbl 1186.60092 Badescu, Andrei L.; Landriault, David 11 2009 The use of vector-valued martingales in risk theory. Zbl 1184.91107 Badescu, Andrei; Breuer, Lothar 7 2008 A new class of severity regression models with an application to IBNR prediction. Zbl 1475.91299 Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon 6 2021 Recursive calculation of the dividend moments in a multi-threshold risk model. Zbl 1481.91162 Badescu, Andrei; Landriault, David 6 2008 “The discounted joint distribution of the surplus prior to ruin and the deficit at ruin in a Sparre Andersen model”, Jiandong Ren, July 2007. Zbl 1481.91047 Badescu, Andrei L. 6 2008 On a generalization of the risk model with Markovian claim arrivals. Zbl 1237.91124 Cheung, Eric C. K.; Landriault, David; Badescu, Andrei L. 5 2011 A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections. Zbl 1401.91103 Breuer, Lothar; Badescu, Andrei L. 5 2014 Fitting censored and truncated regression data using the mixture of experts models. Zbl 1507.91176 Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon 3 2022 Multivariate Cox hidden Markov models with an application to operational risk. Zbl 1422.91346 Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon 3 2019 On the absolute ruin problem in a Sparre Andersen risk model with constant interest. Zbl 1235.91100 Mitric, Ilie-Radu; Badescu, Andrei L.; Stanford, David A. 2 2012 An IBNR-RBNS insurance risk model with marked Poisson arrivals. Zbl 1400.91238 Ahn, Soohan; Badescu, Andrei L.; Cheung, Eric C. K.; Kim, Jeong-Rae 2 2018 On a class of dependent Sparre Andersen risk models and a bailout application. Zbl 1371.91078 Avram, F.; Badescu, A. L.; Pistorius, M. R.; Rabehasaina, L. 2 2016 Fitting censored and truncated regression data using the mixture of experts models. Zbl 1507.91176 Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon 3 2022 A new class of severity regression models with an application to IBNR prediction. Zbl 1475.91299 Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon 6 2021 A marked Cox model for the number of IBNR claims: estimation and application. Zbl 1427.91218 Badescu, Andrei L.; Chen, Tianle; Lin, X. Sheldon; Tang, Dameng 13 2019 A class of mixture of experts models for general insurance: theoretical developments. Zbl 1427.91228 Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon 13 2019 A class of mixture of experts models for general insurance: application to correlated claim frequencies. Zbl 1427.91227 Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon 12 2019 Multivariate Cox hidden Markov models with an application to operational risk. Zbl 1422.91346 Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon 3 2019 An IBNR-RBNS insurance risk model with marked Poisson arrivals. Zbl 1400.91238 Ahn, Soohan; Badescu, Andrei L.; Cheung, Eric C. K.; Kim, Jeong-Rae 2 2018 A marked Cox model for the number of IBNR claims: theory. Zbl 1369.91075 Badescu, Andrei L.; Lin, X. Sheldon; Tang, Dameng 22 2016 On a class of dependent Sparre Andersen risk models and a bailout application. Zbl 1371.91078 Avram, F.; Badescu, A. L.; Pistorius, M. R.; Rabehasaina, L. 2 2016 Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm. Zbl 1390.62227 Verbelen, Roel; Gong, Lan; Antonio, Katrien; Badescu, Andrei; Lin, Sheldon 29 2015 A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections. Zbl 1401.91103 Breuer, Lothar; Badescu, Andrei L. 5 2014 Recursive methods for a multi-dimensional risk process with common shocks. Zbl 1235.91090 Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K. 23 2012 On the absolute ruin problem in a Sparre Andersen risk model with constant interest. Zbl 1235.91100 Mitric, Ilie-Radu; Badescu, Andrei L.; Stanford, David A. 2 2012 A two-dimensional risk model with proportional reinsurance. Zbl 1239.91073 Badescu, Andrei L.; Cheung, Eric C. K.; Rabehasaina, Landy 21 2011 On a generalization of the risk model with Markovian claim arrivals. Zbl 1237.91124 Cheung, Eric C. K.; Landriault, David; Badescu, Andrei L. 5 2011 Extremes on the discounted aggregate claims in a time dependent risk model. Zbl 1224.91041 Asimit, Alexandru V.; Badescu, Andrei L. 80 2010 Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009 Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David 48 2009 Applications of fluid flow matrix analytic methods in ruin theory – a review. Zbl 1186.60092 Badescu, Andrei L.; Landriault, David 11 2009 On the dual risk model with tax payments. Zbl 1141.91481 Albrecher, Hansjörg; Badescu, Andrei; Landriault, David 43 2008 The use of vector-valued martingales in risk theory. Zbl 1184.91107 Badescu, Andrei; Breuer, Lothar 7 2008 Recursive calculation of the dividend moments in a multi-threshold risk model. Zbl 1481.91162 Badescu, Andrei; Landriault, David 6 2008 “The discounted joint distribution of the surplus prior to ruin and the deficit at ruin in a Sparre Andersen model”, Jiandong Ren, July 2007. Zbl 1481.91047 Badescu, Andrei L. 6 2008 Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier. Zbl 1124.60067 Ahn, Soohan; Badescu, Andrei L.; Ramaswami, V. 42 2007 On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals. Zbl 1193.60103 Ahn, Soohan; Badescu, Andrei L. 28 2007 On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025 Badescu, Andrei; Drekic, Steve; Landriault, Daviv 20 2007 Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024 Badescu, Andrei; Drekic, Steve; Landriault, Daviv 17 2007 Risk processes analyzed as fluid queues. Zbl 1092.91037 Badescu, Andrei; Breuer, Lothar; Da Silva Soares, Ana; Latouche, Guy; Remiche, Marie-Ange; Stanford, David 48 2005 Phase-type approximations to finite-time ruin probabilities in the Sparre Andersen and stationary renewal risk models. Zbl 1123.62078 Stanford, D. A.; Avram, F.; Badescu, A. L.; Breuer, L.; da Silva Soares, A.; Latouche, G. 27 2005 The surplus prior to ruin and the deficit at ruin for a correlated risk process. Zbl 1143.91025 Badescu, Andrei L.; Breuer, Lothar; Drekic, Steve; Latouche, Guy; Stanford, David A. 15 2005 all cited Publications top 5 cited Publications all top 5 Cited by 453 Authors 22 Badescu, Andrei L. 22 Cheung, Eric C. K. 19 Landriault, David 13 Fu, Ke’ang 12 Zhang, Zhimin 11 Woo, Jae-Kyung 11 Yang, Yang 10 Ahn, Soohan 10 Lin, X. Sheldon 8 Breuer, Lothar 8 Fung, Tsz Chai 8 Li, Jinzhu 8 Ren, Jiandong 8 Stanford, David A. 7 Albrecher, Hansjörg 7 Barron, Yonit 7 Boxma, Onno Johan 7 Li, Shuanming 7 Palmowski, Zbigniew 7 Rabehasaina, Landy 6 Bean, Nigel G. 6 Gao, Qingwu 6 Latouche, Guy 6 Miljkovic, Tatjana 6 O’Reilly, Małgorzata M. 6 Wang, Wenyuan 6 Yang, Hailiang 6 Yuen, Kam Chuen 5 Frostig, Esther 5 Ivanovs, Jevgeņijs 5 Peng, Jiangyan 5 Tzougas, George 5 Willmot, Gordon E. 5 Wüthrich, Mario Valentin 4 Avram, Florin 4 Baek, Jung Woo 4 Drekic, Steve 4 Hu, Yijun 4 Lefèvre, Claude 4 Sendova, Kristina P. 4 Shen, Xinmei 4 Tang, Qihe 4 Wang, Dehui 4 Wang, Shijie 4 Yu, Kaiqi 4 Zhang, Yan 4 Zhao, Peibiao 3 Akar, Nail 3 Antonio, Katrien 3 Asimit, Alexandru V. 3 Avanzi, Benjamin 3 Bladt, Martin 3 Cheng, Jianhua 3 Dendievel, Sarah 3 Dickson, David C. M. 3 Geng, Bingzhen 3 Grün, Bettina 3 Huang, Rongtan 3 Lee, Ho Woo 3 Leipus, Remigijus 3 Liu, Xijun 3 Liu, Yang 3 Ming, Ruixing 3 Perry, David 3 Ramaswami, Vaidyanathan 3 Šiaulys, Jonas 3 Verbelen, Roel 3 Wang, Dingcheng 3 Woolford, Douglas G. 3 Wu, Xueyuan 3 Yang, Chen 2 Asmussen, Søren 2 Badila, E. S. 2 Beirlant, Jan 2 Bi, Junna 2 Bi, Xiuchun 2 Biard, Romain 2 Bladt, Mogens 2 Boychuk, Dennis 2 Chen, Mi 2 Chen, Shumin 2 Chen, Yiqing 2 Chen, Yu 2 Chen, Zhenlong 2 Cheng, Dongya 2 Claeskens, Gerda 2 Cossette, Hélène 2 Costabile, Massimo 2 Dassios, Angelos 2 Delong, Łukasz 2 Dibu, A. S. 2 Egídio dos Reis, Alfredo D. 2 Furman, Edward 2 Gui, Wenyong 2 Gursoy, Omer 2 Hashorva, Enkelejd 2 Horváth, Gábor 2 Hu, Xiang 2 Jacob, M. J. 2 Jang, Jiwook ...and 353 more Authors all top 5 Cited in 66 Serials 65 Insurance Mathematics & Economics 37 Scandinavian Actuarial Journal 20 Stochastic Models 19 ASTIN Bulletin 17 Methodology and Computing in Applied Probability 16 Statistics & Probability Letters 16 Communications in Statistics. Theory and Methods 16 North American Actuarial Journal 13 Journal of Computational and Applied Mathematics 10 Journal of Applied Probability 10 Journal of Industrial and Management Optimization 9 Advances in Applied Probability 9 European Actuarial Journal 7 Annals of Operations Research 6 Journal of the Korean Statistical Society 5 Queueing Systems 5 Applied Mathematics. Series B (English Edition) 4 Applied Mathematics and Computation 4 Acta Mathematicae Applicatae Sinica. English Series 4 European Journal of Operational Research 4 Probability in the Engineering and Informational Sciences 3 Journal of Mathematical Analysis and Applications 3 Lithuanian Mathematical Journal 3 Japan Journal of Industrial and Applied Mathematics 3 Stochastic Processes and their Applications 3 Mathematical Methods of Operations Research 3 Journal of Inequalities and Applications 2 Theory of Probability and Mathematical Statistics 2 Journal of Mathematical Sciences (New York) 2 Finance and Stochastics 2 Stochastics 2 Advances in Data Analysis and Classification. ADAC 2 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 2 Science China. Mathematics 2 Modern Stochastics. Theory and Applications 1 INFOR 1 Journal of the Korean Mathematical Society 1 Journal of Optimization Theory and Applications 1 Mathematics of Operations Research 1 Siberian Mathematical Journal 1 Statistical Science 1 SIAM Journal on Matrix Analysis and Applications 1 Science in China. Series A 1 Computational Statistics 1 Computational Mathematics and Mathematical Physics 1 Communications in Statistics. Simulation and Computation 1 Linear Algebra and its Applications 1 Numerical Linear Algebra with Applications 1 Filomat 1 Lifetime Data Analysis 1 Mathematical Problems in Engineering 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Abstract and Applied Analysis 1 Discrete Dynamics in Nature and Society 1 Applied Stochastic Models in Business and Industry 1 International Game Theory Review 1 Quantitative Finance 1 Journal of Applied Mathematics 1 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 Computational Management Science 1 Statistics & Risk Modeling 1 Communications in Mathematics and Statistics 1 ISRN Probability and Statistics 1 Dependence Modeling 1 International Journal of Applied and Computational Mathematics 1 Cogent Mathematics all top 5 Cited in 23 Fields 285 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 225 Probability theory and stochastic processes (60-XX) 150 Statistics (62-XX) 27 Operations research, mathematical programming (90-XX) 14 Systems theory; control (93-XX) 8 Numerical analysis (65-XX) 5 Integral transforms, operational calculus (44-XX) 5 Integral equations (45-XX) 4 Computer science (68-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Fluid mechanics (76-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Field theory and polynomials (12-XX) 1 Real functions (26-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Operator theory (47-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) 1 Mathematics education (97-XX) Citations by Year