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Author ID: badescu.andrei-l Recent zbMATH articles by "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

Publications by Year

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 1224.91041
Asimit, Alexandru V.; Badescu, Andrei L.
68
2010
Risk processes analyzed as fluid queues. Zbl 1092.91037
Badescu, 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 1172.91009
Badescu, 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 1124.60067
Ahn, Soohan; Badescu, Andrei L.; Ramaswami, V.
40
2007
On the dual risk model with tax payments. Zbl 1141.91481
Albrecher, Hansjörg; Badescu, Andrei; Landriault, David
39
2008
On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals. Zbl 1193.60103
Ahn, Soohan; Badescu, Andrei L.
26
2007
Phase-type approximations to finite-time ruin probabilities in the Sparre Andersen and stationary renewal risk models. Zbl 1123.62078
Stanford, 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 1235.91090
Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K.
21
2012
Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm. Zbl 1390.62227
Verbelen, Roel; Gong, Lan; Antonio, Katrien; Badescu, Andrei; Lin, Sheldon
21
2015
A two-dimensional risk model with proportional reinsurance. Zbl 1239.91073
Badescu, Andrei L.; Cheung, Eric C. K.; Rabehasaina, Landy
20
2011
On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025
Badescu, Andrei; Drekic, Steve; Landriault, Daviv
19
2007
Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024
Badescu, Andrei; Drekic, Steve; Landriault, Daviv
16
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.
14
2005
A marked Cox model for the number of IBNR claims: theory. Zbl 1369.91075
Badescu, Andrei L.; Lin, X. Sheldon; Tang, Dameng
13
2016
Applications of fluid flow matrix analytic methods in ruin theory – a review. Zbl 1186.60092
Badescu, Andrei L.; Landriault, David
8
2009
The use of vector-valued martingales in risk theory. Zbl 1184.91107
Badescu, Andrei; Breuer, Lothar
7
2008
A class of mixture of experts models for general insurance: theoretical developments. Zbl 1427.91228
Fung, 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 1427.91227
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon
6
2019
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.
4
2014
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
4
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
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
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
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
1
2018
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
1
2021
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
1
2021
A class of mixture of experts models for general insurance: theoretical developments. Zbl 1427.91228
Fung, 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 1427.91227
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon
6
2019
A marked Cox model for the number of IBNR claims: estimation and application. Zbl 1427.91218
Badescu, Andrei L.; Chen, Tianle; Lin, X. Sheldon; Tang, Dameng
4
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
1
2018
A marked Cox model for the number of IBNR claims: theory. Zbl 1369.91075
Badescu, Andrei L.; Lin, X. Sheldon; Tang, Dameng
13
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
21
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.
4
2014
Recursive methods for a multi-dimensional risk process with common shocks. Zbl 1235.91090
Gong, 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 1235.91100
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
20
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.
68
2010
Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009
Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David
44
2009
Applications of fluid flow matrix analytic methods in ruin theory – a review. Zbl 1186.60092
Badescu, Andrei L.; Landriault, David
8
2009
On the dual risk model with tax payments. Zbl 1141.91481
Albrecher, Hansjörg; Badescu, Andrei; Landriault, David
39
2008
The use of vector-valued martingales in risk theory. Zbl 1184.91107
Badescu, Andrei; Breuer, Lothar
7
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.
40
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.
26
2007
On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025
Badescu, Andrei; Drekic, Steve; Landriault, Daviv
19
2007
Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024
Badescu, Andrei; Drekic, Steve; Landriault, Daviv
16
2007
Risk processes analyzed as fluid queues. Zbl 1092.91037
Badescu, 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 1123.62078
Stanford, 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 1143.91025
Badescu, Andrei L.; Breuer, Lothar; Drekic, Steve; Latouche, Guy; Stanford, David A.
14
2005
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

Citations by Year