Publications

1.      Badescu A.L., Lin S., Tang D., A marked Cox model for the number of IBNR claims: estimation and application, 2016, submitted.

 

2.      Badescu A.L., Lin S., Tang D., Valdez E., Multivariate Pascal mixture regression models for correlated claim frequencies, 2016, submitted.

 

3.      Ahn S., Badescu A.L., Cheung E., Kim Y., An IBNR-RBNS insurance risk model with marked Poisson arrivals, 2016, submitted.

 

4.      Avram F., Badescu A.L., Pistorius M., Rabehasaina L., On a class of dependent Sparre Andersen risk models and a bailout application, Insurance: Mathematics and Economics, 2016, in press.

 

5.      Badescu A.L., Lin S., Tang D., A marked Cox model for the number of IBNR claims: Theory, Insurance: Mathematics and Economics, 2016, 69, 29 – 37.

 

6.      Antonio K., Badescu A.L., Gong L., Lin X.S., Verbelen R. Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm, Astin Bulletin, 2015, 45(03), 729 - 758.

 

7.      Badescu A.L., Gong L., Lin X.S., Tang D. Modeling correlated frequencies with application in operational risk management, Journal of Operational Risk, 2015, Vol 10(1), 1-45.

 

8.      Breuer L., Badescu A.L., A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections, Scandinavian Actuarial Journal, 2014, Issue 2, 93-115.

 

9.      Gong L., Badescu A.L., Cheung E., Recursive Methods for a Two-Dimensional Risk Process with Common Shocks, Insurance: Mathematics and Economics, 2012, 50, 109-120.

 

10.  Mitric I.R., Badescu A.L., Stanford D., On the absolute ruin in a Sparre Andersen risk model with constant interest, Insurance: Mathematics and Economics, 2012, 50, 167-178.

 

11.  Badescu A.L., Cheung E., Rabehasaina L. - A Two Dimensional Risk Model with Proportional Reinsurance, Journal of Applied Probability, 2011, 48(3), 749 - 765.

 

12.  Cheung E., Landriault D., Badescu A.L.  – On a Generalization of the Risk Model with Markovian Claim Arrivals, Stochastic Models, 2011, 27(3), 407 - 430.

  1. Asimit A.V., Badescu A.L.  -  Extremes on the Discounted Aggregate Claims in a Time Dependent Risk Model, Scandinavian Actuarial Journal, 2010, 2, 93 – 104.
  2. Badescu A.L., Cheung E., Landriault D.  -  Dependent Risk Models with Bivariate Phase-Type Distributions, Journal of Applied Probability, 2009, 46(1), 113-131.
  3. Badescu A.L., Landriault D., - Applications of Fluid Flow Matrix Analytic Methods in Ruin Theory - a Review, Serie A: Matemáticas de la Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales, 2009, 103(2), 353 – 372.
  4. Badescu A.L. - Discussion of The Discounted Joint Distribution of the Surplus Prior to Ruin in a Sparre Andersen Model, North American Actuarial Journal, 2008, 12(2), 210-212.
  5. Albrecher H., Badescu A.L., Landriault D. - On the Dual Risk Model with Taxation, Insurance: Mathematics and Economics, 2008, 42(3), 1086-1094.
  6. Badescu A.L., Breuer L. - The Use of Vector-Valued Martingales in Risk Theory, Blatter der DGVFM, 29, 2008, 1-12.
  7. Badescu A.L., Landriault D. - Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model, North American Actuarial Journal, 12(1), 2008, 74-88.
  8. Badescu A.L., Drekic S., Landriault D. - On the Analysis of a Multi-Threshold Markovian Risk Model, Scandinavian Actuarial Journal, 2007, 4, 248-260.
  9. Badescu A.L., Drekic S., Landriault D. - Analysis of a Threshold Dividend Strategy for a MAP Risk Model, Scandinavian Actuarial Journal, 2007, 4, 227-247.
  10. Badescu A.L., Landriault D. - Moments of the Discounted Dividends in a Threshold-Type Markovian Risk Process, Brazilian Journal of Probability and Statistics, 2007, 21, 13-25.
  11. Ahn S., Badescu A.L., Ramaswami V. - Time Dependent Analysis of Finite Buffer Fluid Flows and Risk Models with a Dividend Barrier, Queueing Systems: Theory and Applications, 2007, 55(4), 207-222.
  12. Ahn S., Badescu A.L. - On the Analysis of the Gerber-Shiu Discounted Penalty Function for Risk Processes with Markovian Arrivals, Insurance: Mathematics and Economics, 2007, 41(2), 234-249.
  13. Badescu A.L., Stanford D.A. - A Generalization of the De Vylder  Approximation for the Probability of Ruin, Economic Computation and Economic Cybernetics Studies and Research, 2006, (40)3-4, 245-265.
  14. Badescu A.L., Breuer L., Drekic S., Latouche G., Stanford D.A. -The Surplus prior to Ruin and the Deficit at Ruin for a Correlated Risk Process, Scandinavian Actuarial Journal, 2005, 6, 433-446.
  15. Badescu A.L., Breuer L., Da Silva Soares A., Latouche G., Remiche M-A., Stanford D.A. - Risk Processes Analyzed as Fluid Queues, Scandinavian Actuarial Journal, 2005, 2, 127-141.
  16. Stanford D.A., Avram F., Badescu A.L., Breuer L., Da Silva Soares A., Latouche G. - Phase-Type Approximations to Finite-Time Ruin Probabilities in the Sparre Andersen and Stationary Renewal Risk Models, Astin Bulletin, 2005, 35, 131-144.