Andrei L. Badescu

Available identifiers

zbMath Open badescu.andrei-lMaRDI QIDQ343957

List of research outcomes

Publication	Date of Publication	Type
Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models	2023-02-10	Paper
Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model	2022-01-19	Paper
“The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,” Jiandong Ren, July 2007	2022-01-19	Paper
A New Class of Severity Regression Models with an Application to IBNR Prediction	2021-11-15	Paper
A class of mixture of experts models for general insurance: theoretical developments	2019-11-28	Paper
A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES	2019-11-22	Paper
A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION	2019-11-22	Paper
Multivariate Cox Hidden Markov models with an application to operational risk	2019-09-10	Paper
A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections	2018-07-11	Paper
FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM	2018-06-04	Paper
An IBNR-RBNS insurance risk model with marked Poisson arrivals	2018-04-12	Paper
On a class of dependent Sparre Andersen risk models and a bailout application	2016-12-14	Paper
A marked Cox model for the number of IBNR claims: theory	2016-11-21	Paper
Moments of the discounted dividends in a threshold-typ Markovian risk process	2013-09-16	Paper
Recursive methods for a multi-dimensional risk process with common shocks	2012-04-18	Paper
On the absolute ruin problem in a Sparre Andersen risk model with constant interest	2012-04-18	Paper
A Two-Dimensional Risk Model with Proportional Reinsurance	2011-10-25	Paper
On a Generalization of the Risk Model with Markovian Claim Arrivals	2011-10-21	Paper
Extremes on the discounted aggregate claims in a time dependent risk model	2011-02-22	Paper
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	2010-01-27	Paper
Dependent Risk Models with Bivariate Phase-Type Distributions	2009-04-14	Paper
Analysis of a threshold dividend strategy for a MAP risk model	2009-02-28	Paper
On the analysis of a multi-threshold Markovian risk model	2009-02-28	Paper
The use of vector-valued martingales in risk theory	2008-10-21	Paper
On the dual risk model with tax payments	2008-06-25	Paper
The surplus prior to ruin and the deficit at ruin for a correlated risk process	2007-12-16	Paper
On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals	2007-09-21	Paper
Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier	2007-06-14	Paper
Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models	2006-10-04	Paper
Risk processes analyzed as fluid queues	2006-05-24	Paper

Research outcomes over time

Doctoral students

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