Extremes on the discounted aggregate claims in a time dependent risk model AV Asimit, AL Badescu Scandinavian Actuarial Journal 2010 (2), 93-104, 2010 | 155 | 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 | 119 | 2005 |
On the dual risk model with tax payments H Albrecher, A Badescu, D Landriault Insurance: Mathematics and Economics 42 (3), 1086-1094, 2008 | 109 | 2008 |
Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm R Verbelen, L Gong, K Antonio, A Badescu, S Lin ASTIN Bulletin: The Journal of the IAA 45 (3), 729-758, 2015 | 90 | 2015 |
Dependent risk models with bivariate phase-type distributions AL Badescu, ECK Cheung, D Landriault Journal of Applied Probability 46 (1), 113-131, 2009 | 87 | 2009 |
Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier S Ahn, AL Badescu, V Ramaswami Queueing Systems 55, 207-222, 2007 | 84 | 2007 |
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 | 70 | 2005 |
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 | 56 | 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 | 55 | 2016 |
On the analysis of a multi-threshold Markovian risk model A Badescu, S Drekic, D Landriault Scandinavian Actuarial Journal 2007 (4), 248-260, 2007 | 54 | 2007 |
A two-dimensional risk model with proportional reinsurance AL Badescu, ECK Cheung, L Rabehasaina Journal of Applied Probability 48 (3), 749-765, 2011 | 51 | 2011 |
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 | 47 | 2007 |
A class of mixture of experts models for general insurance: Application to correlated claim frequencies TC Fung, AL Badescu, XS Lin ASTIN Bulletin: The Journal of the IAA 49 (3), 647-688, 2019 | 45 | 2019 |
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 | 43 | 2012 |
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 | 38 | 2015 |
Applications of fluid flow matrix analytic methods in ruin theory, a review AL Badescu, D Landriault Revista de la Real Academia de Ciencias Exactas, Fısicas y Naturales. Serie …, 2009 | 37 | 2009 |
A class of mixture of experts models for general insurance: Theoretical developments TC Fung, AL Badescu, XS Lin Insurance: Mathematics and Economics 89, 111-127, 2019 | 35 | 2019 |
A marked Cox model for the number of IBNR claims: estimation and application AL Badescu, T Chen, XS Lin, D Tang ASTIN Bulletin: The Journal of the IAA 49 (3), 709-739, 2019 | 34 | 2019 |
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 | 31 | 2005 |
Fitting censored and truncated regression data using the mixture of experts models TC Fung, AL Badescu, XS Lin North American Actuarial Journal 26 (4), 496-520, 2022 | 22 | 2022 |