A. Badescu

发表

A Marked Cox Model for the Number of IBNR Claims: Theory

X. Lin, A. Badescu, Dameng Tang, 2016 .

Applications of fluid flow matrix analytic methods in ruin theory —a review

D. Landriault, A. Badescu, 2009 .

On the dual risk model with tax payments

Hansjörg Albrecher, David Landriault, Andrei L. Badescu, 2008 .

Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model

D. Landriault, A. Badescu, 2008 .

On the analysis of a multi-threshold Markovian risk model

Steve Drekic, David Landriault, Andrei L. Badescu, 2007 .

Analysis of a threshold dividend strategy for a MAP risk model

Steve Drekic, David Landriault, Andrei L. Badescu, 2007 .

Analysis of a Dividend Barrier Strategy for a Class of Markovian Risk Models

D. Landriault, A. Badescu, Steve Drekic, 2006 .

Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models

G. Latouche, G. Latouche, L. Breuer, 2005, ASTIN Bulletin.

The surplus prior to ruin and the deficit at ruin for a correlated risk process

Guy Latouche, David A. Stanford, Lothar Breuer, 2005 .

Multivariate Pascal Mixture Regression Models for Correlated Claim Frequencies

Emiliano A. Valdez, X. Lin, A. Badescu, 2015 .

A Class of Mixture of Experts Models for General Insurance: Theoretical Developments

Tsz Chai Fung, X. Lin, A. Badescu, 2019, Insurance: Mathematics and Economics.

Dependent Risk Models with Bivariate Phase-Type Distributions

Eric C. K. Cheung, D. Landriault, A. Badescu, 2009, Journal of Applied Probability.

Recursive methods for a multi-dimensional risk process with common shocks

Eric C. K. Cheung, A. Badescu, Lan Gong, 2012 .

A Marked Cox Model for IBNR Claims: Model and Theory

X. Lin, A. Badescu, Dameng Tang, 2015, 1512.06273.

A Marked Cox Model for the Number of IBNR Claims: Theory

X. Lin, A. Badescu, Dameng Tang, 2015 .

A Posteriori Risk Classification and Ratemaking with Random Effects in the Mixture-of-Experts Model

Tsz Chai Fung, Spark C. Tseung, X. Lin, 2022, 2209.15212.

Risk processes analyzed as fluid queues

Guy Latouche, Marie-Ange Remiche, Lothar Breuer, 2005 .

Extremes on the discounted aggregate claims in a time dependent risk model

Alexandru V. Asimit, Andrei L. Badescu, A. Badescu, 2008 .

On a class of dependent Sparre Andersen risk models and a bailout application

M. Pistorius, F. Avram, L. Rabehasaina, 2016 .

A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections

L. Breuer, A. Badescu, 2014 .

The use of vector-valued martingales in risk theory

Lothar Breuer, Andrei L. Badescu, L. Breuer, 2008 .

FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM

Roel Verbelen, Katrien Antonio, Katrien Antonio, 2014, ASTIN Bulletin.

Multivariate Cox Hidden Markov models with an application to operational risk

Tsz Chai Fung, Andrei L. Badescu, X. Sheldon Lin, 2019, Scandinavian Actuarial Journal.

Andrei L. Badescu, X. Sheldon Lin, Gong Lan, 2015 .

A New Class of Severity Regression Models with an Application to IBNR Prediction

Tsz Chai Fung, Andrei L. Badescu, X. Sheldon Lin, 2020 .

A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES

A. Badescu, X. Sheldon Lin, Tsz Chai Fung, 2019, ASTIN Bulletin.

A Credibility Index Approach for Effective a Posteriori Ratemaking with Large Insurance Portfolios

A. Badescu, Xiaodong Lin, Sebastian Calcetero Vanegas, 2022, SSRN Electronic Journal.

Moments of the discounted dividends in a threshold-type Markovian risk process

D. Landriault, A. Badescu, 2007 .

Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier

Vaidyanathan Ramaswami, Soohan Ahn, Andrei L. Badescu, 2007, Queueing Syst. Theory Appl..

A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION

Andrei L. Badescu, X. Sheldon Lin, Dameng Tang, 2016, ASTIN Bulletin.

Loss modelling with mixtures of Erlang distributions

Katrien Antonio, A. Badescu, L. Sheldon, 2014 .

A two-dimensional risk model with proportional reinsurance

Eric C. K. Cheung, L. Rabehasaina, A. Badescu, 2011 .

LRMoE.jl: a software package for insurance loss modelling using mixture of experts regression model

Andrei L. Badescu, Tsz Chai Fung, Spark C. Tseung, 2021, Annals of Actuarial Science.

Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models

Tsz Chai Fung, A. Badescu, X. Lin, 2020, SSRN Electronic Journal.

LRMoE: An R Package for Flexible Actuarial Loss Modelling Using Mixture of Experts Regression Model

Tsz Chai Fung, Spark C. Tseung, A. Badescu, 2020 .

Improving risk classification and ratemaking using mixture‐of‐experts models with random effects

Tsz Chai Fung, Spark C. Tseung, A. Badescu, 2023, Journal of Risk and Insurance.

Effective a Posteriori Ratemaking with Large Insurance Portfolios via Surrogate Modeling

A. Badescu, X. Lin, Sebastian Calcetero-Vanegas, 2022, 2211.06568.

On the analysis of the Gerber–Shiu discounted penalty function for risk processes with Markovian arrivals

Soohan Ahn, Andrei L. Badescu, Soohan Ahn, 2007 .

An IBNR–RBNS insurance risk model with marked Poisson arrivals

Eric C. K. Cheung, Soohan Ahn, A. Badescu, 2018 .