Edit Profile (opens in new tab) Badescu, Andrei L. Compute Distance To: Compute Author ID: badescu.andrei-l Published as: Badescu, Andrei L.; Badescu, Andrei; Badescu, A. L. Documents Indexed: 29 Publications since 2005 Co-Authors: 25 Co-Authors with 28 Joint Publications 381 Co-Co-Authors all top 5 Co-Authors 1 single-authored 8 Landriault, David 6 Lin, X. Sheldon 5 Breuer, Lothar 5 Cheung, Eric C. K. 4 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 3 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 28 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Probability theory and stochastic processes (60-XX) 11 Statistics (62-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 26 Publications have been cited 459 times in 302 Documents Cited by ▼ Year ▼ Extremes on the discounted aggregate claims in a time dependent risk model. Zbl 1224.91041Asimit, Alexandru V.; Badescu, Andrei L. 68 2010 Risk processes analyzed as fluid queues. Zbl 1092.91037Badescu, Andrei; Breuer, Lothar; Da Silva Soares, Ana; Latouches, Guy; Remiche, Marie-Ange; Stanford, David 45 2005 Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David 44 2009 Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier. Zbl 1124.60067Ahn, Soohan; Badescu, Andrei L.; Ramaswami, V. 40 2007 On the dual risk model with tax payments. Zbl 1141.91481Albrecher, Hansjörg; Badescu, Andrei; Landriault, David 39 2008 On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals. Zbl 1193.60103Ahn, Soohan; Badescu, Andrei L. 26 2007 Phase-type approximations to finite-time ruin probabilities in the Sparre Andersen and stationary renewal risk models. Zbl 1123.62078Stanford, D. A.; Avram, F.; Badescu, A. L.; Breuer, L.; da Silva Soares, A.; Latouche, G. 24 2005 Recursive methods for a multi-dimensional risk process with common shocks. Zbl 1235.91090Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K. 21 2012 Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm. Zbl 1390.62227Verbelen, Roel; Gong, Lan; Antonio, Katrien; Badescu, Andrei; Lin, Sheldon 21 2015 A two-dimensional risk model with proportional reinsurance. Zbl 1239.91073Badescu, Andrei L.; Cheung, Eric C. K.; Rabehasaina, Landy 20 2011 On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025Badescu, Andrei; Drekic, Steve; Landriault, Daviv 19 2007 Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024Badescu, Andrei; Drekic, Steve; Landriault, Daviv 16 2007 The surplus prior to ruin and the deficit at ruin for a correlated risk process. Zbl 1143.91025Badescu, Andrei L.; Breuer, Lothar; Drekic, Steve; Latouche, Guy; Stanford, David A. 14 2005 A marked Cox model for the number of IBNR claims: theory. Zbl 1369.91075Badescu, Andrei L.; Lin, X. Sheldon; Tang, Dameng 13 2016 Applications of fluid flow matrix analytic methods in ruin theory – a review. Zbl 1186.60092Badescu, Andrei L.; Landriault, David 8 2009 The use of vector-valued martingales in risk theory. Zbl 1184.91107Badescu, Andrei; Breuer, Lothar 7 2008 A class of mixture of experts models for general insurance: theoretical developments. Zbl 1427.91228Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon 6 2019 A class of mixture of experts models for general insurance: application to correlated claim frequencies. Zbl 1427.91227Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon 6 2019 On a generalization of the risk model with Markovian claim arrivals. Zbl 1237.91124Cheung, 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 1401.91103Breuer, Lothar; Badescu, Andrei L. 4 2014 A marked Cox model for the number of IBNR claims: estimation and application. Zbl 1427.91218Badescu, Andrei L.; Chen, Tianle; Lin, X. Sheldon; Tang, Dameng 4 2019 Multivariate Cox hidden Markov models with an application to operational risk. Zbl 1422.91346Fung, 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 1235.91100Mitric, Ilie-Radu; Badescu, Andrei L.; Stanford, David A. 2 2012 On a class of dependent Sparre Andersen risk models and a bailout application. Zbl 1371.91078Avram, F.; Badescu, A. L.; Pistorius, M. R.; Rabehasaina, L. 2 2016 An IBNR-RBNS insurance risk model with marked Poisson arrivals. Zbl 1400.91238Ahn, Soohan; Badescu, Andrei L.; Cheung, Eric C. K.; Kim, Jeong-Rae 1 2018 A new class of severity regression models with an application to IBNR prediction. Zbl 1475.91299Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon 1 2021 A new class of severity regression models with an application to IBNR prediction. Zbl 1475.91299Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon 1 2021 A class of mixture of experts models for general insurance: theoretical developments. Zbl 1427.91228Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon 6 2019 A class of mixture of experts models for general insurance: application to correlated claim frequencies. Zbl 1427.91227Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon 6 2019 A marked Cox model for the number of IBNR claims: estimation and application. Zbl 1427.91218Badescu, Andrei L.; Chen, Tianle; Lin, X. Sheldon; Tang, Dameng 4 2019 Multivariate Cox hidden Markov models with an application to operational risk. Zbl 1422.91346Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon 3 2019 An IBNR-RBNS insurance risk model with marked Poisson arrivals. Zbl 1400.91238Ahn, Soohan; Badescu, Andrei L.; Cheung, Eric C. K.; Kim, Jeong-Rae 1 2018 A marked Cox model for the number of IBNR claims: theory. Zbl 1369.91075Badescu, Andrei L.; Lin, X. Sheldon; Tang, Dameng 13 2016 On a class of dependent Sparre Andersen risk models and a bailout application. Zbl 1371.91078Avram, 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 1390.62227Verbelen, Roel; Gong, Lan; Antonio, Katrien; Badescu, Andrei; Lin, Sheldon 21 2015 A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections. Zbl 1401.91103Breuer, Lothar; Badescu, Andrei L. 4 2014 Recursive methods for a multi-dimensional risk process with common shocks. Zbl 1235.91090Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K. 21 2012 On the absolute ruin problem in a Sparre Andersen risk model with constant interest. Zbl 1235.91100Mitric, Ilie-Radu; Badescu, Andrei L.; Stanford, David A. 2 2012 A two-dimensional risk model with proportional reinsurance. Zbl 1239.91073Badescu, Andrei L.; Cheung, Eric C. K.; Rabehasaina, Landy 20 2011 On a generalization of the risk model with Markovian claim arrivals. Zbl 1237.91124Cheung, Eric C. K.; Landriault, David; Badescu, Andrei L. 5 2011 Extremes on the discounted aggregate claims in a time dependent risk model. Zbl 1224.91041Asimit, Alexandru V.; Badescu, Andrei L. 68 2010 Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David 44 2009 Applications of fluid flow matrix analytic methods in ruin theory – a review. Zbl 1186.60092Badescu, Andrei L.; Landriault, David 8 2009 On the dual risk model with tax payments. Zbl 1141.91481Albrecher, Hansjörg; Badescu, Andrei; Landriault, David 39 2008 The use of vector-valued martingales in risk theory. Zbl 1184.91107Badescu, Andrei; Breuer, Lothar 7 2008 Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier. Zbl 1124.60067Ahn, Soohan; Badescu, Andrei L.; Ramaswami, V. 40 2007 On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals. Zbl 1193.60103Ahn, Soohan; Badescu, Andrei L. 26 2007 On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025Badescu, Andrei; Drekic, Steve; Landriault, Daviv 19 2007 Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024Badescu, Andrei; Drekic, Steve; Landriault, Daviv 16 2007 Risk processes analyzed as fluid queues. Zbl 1092.91037Badescu, Andrei; Breuer, Lothar; Da Silva Soares, Ana; Latouches, Guy; Remiche, Marie-Ange; Stanford, David 45 2005 Phase-type approximations to finite-time ruin probabilities in the Sparre Andersen and stationary renewal risk models. Zbl 1123.62078Stanford, D. A.; Avram, F.; Badescu, A. L.; Breuer, L.; da Silva Soares, A.; Latouche, G. 24 2005 The surplus prior to ruin and the deficit at ruin for a correlated risk process. Zbl 1143.91025Badescu, Andrei L.; Breuer, Lothar; Drekic, Steve; Latouche, Guy; Stanford, David A. 14 2005 all cited Publications top 5 cited Publications all top 5 Cited by 380 Authors 30 Cheung, Eric C. K. 21 Badescu, Andrei L. 19 Landriault, David 11 Fu, Ke’ang 10 Ahn, Soohan 10 Woo, Jae-Kyung 10 Yang, Yang 9 Lin, X. Sheldon 9 Zhang, Zhimin 8 Breuer, Lothar 8 Li, Jinzhu 7 Barron, Yonit 7 Stanford, David A. 7 Wang, Wenyuan 6 Albrecher, Hansjörg 6 Boxma, Onno Johan 6 Latouche, Guy 6 Rabehasaina, Landy 6 Ren, Jiandong 6 Yang, Hailiang 6 Yuen, Kam Chuen 5 Bean, Nigel G. 5 Gao, Qingwu 5 Ivanovs, Jevgeņijs 5 Li, Shuanming 5 Miljkovic, Tatjana 5 O’Reilly, Małgorzata M. 5 Willmot, Gordon E. 4 Avram, Florin 4 Baek, Jung Woo 4 Drekic, Steve 4 Frostig, Esther 4 Fung, Tsz Chai 4 Hu, Yijun 4 Palmowski, Zbigniew 4 Sendova, Kristina P. 4 Shen, Xinmei 4 Tang, Qihe 4 Wang, Dehui 4 Wang, Shijie 4 Yu, Kaiqi 3 Asimit, Alexandru V. 3 Avanzi, Benjamin 3 Cheng, Jianhua 3 Dendievel, Sarah 3 Dickson, David C. M. 3 Huang, Rongtan 3 Lee, Ho Woo 3 Lefèvre, Claude 3 Leipus, Remigijus 3 Ming, Ruixing 3 Perry, David 3 Ramaswami, Vaidyanathan 3 Šiaulys, Jonas 3 Yang, Chen 3 Zhang, Yan 3 Zhao, Peibiao 2 Akar, Nail 2 Antonio, Katrien 2 Asmussen, Søren 2 Badila, E. S. 2 Beirlant, Jan 2 Bi, Junna 2 Bi, Xiuchun 2 Biard, Romain 2 Bladt, Mogens 2 Chen, Mi 2 Chen, Shumin 2 Chen, Yiqing 2 Cheng, Dongya 2 Cossette, Hélène 2 Dibu, A. S. 2 Egídio dos Reis, Alfredo D. 2 Furman, Edward 2 Geng, Bingzhen 2 Grün, Bettina 2 Gui, Wenyong 2 Hashorva, Enkelejd 2 Horváth, Gábor 2 Hu, Xiang 2 Jacob, M. J. 2 Jiang, Tao 2 Kabanov, Yuriĭ Mikhaĭlovich 2 Kim, Bara 2 Kortschak, Dominik 2 Lee, Se Won 2 Lee, Wing Yan 2 Li, Jie 2 Li, Shu 2 Liang, Zhibin 2 Liu, Xijun 2 Loisel, Stéphane 2 Lu, Yi 2 Mandjes, Michel Robertus Hendrikus 2 Marceau, Étienne 2 Meini, Beatrice 2 Meng, Shengwang 2 Papaioannou, Apostolos D. 2 Peng, Jiangyan 2 Pergamenshchikov, Sergeĭ Markovich ...and 280 more Authors all top 5 Cited in 56 Serials 56 Insurance Mathematics & Economics 32 Scandinavian Actuarial Journal 19 Stochastic Models 17 ASTIN Bulletin 15 Statistics & Probability Letters 13 Journal of Computational and Applied Mathematics 11 Methodology and Computing in Applied Probability 10 Journal of Applied Probability 9 Communications in Statistics. Theory and Methods 9 North American Actuarial Journal 8 Advances in Applied Probability 8 Journal of Industrial and Management Optimization 7 Annals of Operations Research 7 European Actuarial Journal 6 Journal of the Korean Statistical Society 5 Queueing Systems 5 Applied Mathematics. Series B (English Edition) 4 Acta Mathematicae Applicatae Sinica. English Series 3 Journal of Mathematical Analysis and Applications 3 Lithuanian Mathematical Journal 3 Applied Mathematics and Computation 3 European Journal of Operational Research 3 Stochastic Processes and their Applications 3 Mathematical Methods of Operations Research 3 Journal of Inequalities and Applications 3 Probability in the Engineering and Informational Sciences 2 Japan Journal of Industrial and Applied Mathematics 2 Theory of Probability and Mathematical Statistics 2 Finance and Stochastics 2 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 2 Science China. Mathematics 1 Journal of the Korean Mathematical Society 1 Journal of Optimization Theory and Applications 1 Siberian Mathematical Journal 1 SIAM Journal on Matrix Analysis and Applications 1 Science in China. Series A 1 Computational Mathematics and Mathematical Physics 1 Linear Algebra and its Applications 1 Journal of Mathematical Sciences (New York) 1 Numerical Linear Algebra with Applications 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 Advances in Data Analysis and Classification. ADAC 1 Statistics & Risk Modeling 1 Communications in Mathematics and Statistics 1 ISRN Probability and Statistics 1 Modern Stochastics. Theory and Applications 1 International Journal of Applied and Computational Mathematics 1 Cogent Mathematics all top 5 Cited in 18 Fields 236 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 195 Probability theory and stochastic processes (60-XX) 122 Statistics (62-XX) 21 Operations research, mathematical programming (90-XX) 12 Systems theory; control (93-XX) 7 Numerical analysis (65-XX) 4 Integral equations (45-XX) 3 Integral transforms, operational calculus (44-XX) 3 Computer science (68-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Fluid mechanics (76-XX) 1 Field theory and polynomials (12-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Citations by Year