The following pages link to Andrei L. Badescu (Q343957):
Displayed 31 items.
- A marked Cox model for the number of IBNR claims: theory (Q343960) (← links)
- Moments of the discounted dividends in a threshold-typ Markovian risk process (Q367560) (← links)
- (Q591130) (redirect page) (← links)
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
- On the dual risk model with tax payments (Q931202) (← links)
- The use of vector-valued martingales in risk theory (Q949432) (← links)
- An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
- A class of mixture of experts models for general insurance: theoretical developments (Q2010898) (← links)
- On a class of dependent Sparre Andersen risk models and a bailout application (Q2374094) (← links)
- On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals (Q2384449) (← links)
- Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
- On the absolute ruin problem in a Sparre Andersen risk model with constant interest (Q2427823) (← links)
- Extremes on the discounted aggregate claims in a time dependent risk model (Q3077753) (← links)
- On a Generalization of the Risk Model with Markovian Claim Arrivals (Q3094229) (← links)
- A Two-Dimensional Risk Model with Proportional Reinsurance (Q3094690) (← links)
- Analysis of a threshold dividend strategy for a MAP risk model (Q3608224) (← links)
- On the analysis of a multi-threshold Markovian risk model (Q3608225) (← links)
- Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151) (← links)
- FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM (Q4563757) (← links)
- A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections (Q4576841) (← links)
- A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES (Q4972120) (← links)
- A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION (Q4972122) (← links)
- Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model (Q5022525) (← links)
- “The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,” Jiandong Ren, July 2007 (Q5022537) (← links)
- A New Class of Severity Regression Models with an Application to IBNR Prediction (Q5165010) (← links)
- Multivariate Cox Hidden Markov models with an application to operational risk (Q5193491) (← links)
- The surplus prior to ruin and the deficit at ruin for a correlated risk process (Q5430559) (← links)
- Risk processes analyzed as fluid queues (Q5467653) (← links)
- Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models (Q5490582) (← links)
- Applications of fluid flow matrix analytic methods in ruin theory —a review;Méetodos analíticos matriciales para flujos fluidos aplicados a la teoría de la ruina —una revisión (Q5852473) (← links)
- Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models (Q5877347) (← links)