Andrei Badescu
Andrei Badescu
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Extremes on the discounted aggregate claims in a time dependent risk model
AV Asimit, AL Badescu
Scandinavian Actuarial Journal 2010 (2), 93-104, 2010
Risk processes analyzed as fluid queues
A Badescu, L Breuer, A Da Silva Soares, G Latouche, MA Remiche, ...
Scandinavian Actuarial Journal 2005 (2), 127-141, 2005
On the dual risk model with tax payments
H Albrecher, A Badescu, D Landriault
Insurance: Mathematics and Economics 42 (3), 1086-1094, 2008
Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
S Ahn, AL Badescu, V Ramaswami
Queueing Systems 55 (4), 207-222, 2007
Dependent risk models with bivariate phase-type distributions
AL Badescu, ECK Cheung, D Landriault
Journal of Applied Probability 46 (1), 113-131, 2009
Phase-type approximations to finite-time ruin probabilities in the Sparre-Andersen and stationary renewal risk models
DA Stanford, F Avram, AL Badescu, L Breuer, ADS Soares, G Latouche
ASTIN Bulletin: The Journal of the IAA 35 (1), 131-144, 2005
Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm
V Roel, G Lan, K Antonio, A Badescu, XS Lin
Astin Bulletin 45 (3), 729-758, 2015
On the analysis of the Gerber–Shiu discounted penalty function for risk processes with Markovian arrivals
S Ahn, AL Badescu
Insurance: Mathematics and Economics 41 (2), 234-249, 2007
On the analysis of a multi-threshold Markovian risk model
A Badescu, S Drekic, D Landriault
Scandinavian Actuarial Journal 2007 (4), 248-260, 2007
Analysis of a threshold dividend strategy for a MAP risk model
A Badescu, S Drekic, D Landriault
Scandinavian Actuarial Journal 2007 (4), 227-247, 2007
A marked Cox model for the number of IBNR claims: Theory
AL Badescu, XS Lin, D Tang
Insurance: Mathematics and Economics 69, 29-37, 2016
A two-dimensional risk model with proportional reinsurance
AL Badescu, ECK Cheung, L Rabehasaina
Journal of Applied Probability 48 (3), 749-765, 2011
Modeling correlated frequencies with application in operational risk management
A Badescu, G Lan, XS Lin, D Tang
Journal of Operational Risk 10 (1), 1-43, 2015
Recursive methods for a multi-dimensional risk process with common shocks
L Gong, AL Badescu, ECK Cheung
Insurance: Mathematics and Economics 50 (1), 109-120, 2012
The surplus prior to ruin and the deficit at ruin for a correlated risk process
AL Badescu, L Breuer, S Drekic, G Latouche, DA Stanford
Scandinavian Actuarial Journal 2005 (6), 433-445, 2005
Applications of fluid flow matrix analytic methods in ruin theory—a review
AL Badescu, D Landriault
RACSAM-Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales …, 2009
A marked Cox model for the number of IBNR claims: estimation and application
A Badescu, XS Lin, D Tang
Astin Bulletin, 1-31, 2016
On the absolute ruin problem in a Sparre Andersen risk model with constant interest
IR Mitric, AL Badescu, DA Stanford
Insurance: Mathematics and Economics 50 (1), 167-178, 2012
Recursive calculation of the dividend moments in a multi-threshold risk model
A Badescu, D Landriault
North American Actuarial Journal 12 (1), 74-88, 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
AL Badescu
North American Actuarial Journal 12 (2), 210-212, 2008
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