Andrei L. Badescu

Risk processes analyzed as fluid queues

Andrei L. Badescu, Lothar Breuer, Ana da Silva Soares et al. · Scandinavian Actuarial Journal · 2004 · 90 citations

Fluid Queues, Engineering, Stochastic Processes +13

On the dual risk model with tax payments

Hansjörg Albrecher, Andrei L. Badescu, David Landriault · Insurance Mathematics and Economics · 2008 · 78 citations

Economics, Optimal Taxation, Financial Risk Management +7

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

Soohan Ahn, Andrei L. Badescu, V. Ramaswami · Queueing Systems · 2007 · 74 citations

Fluid Queue, Asset Pricing, Financial Risk Management +12

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

Roel Verbelen, Lan Gong, Katrien Antonio et al. · Astin Bulletin · 2015 · 74 citations · Full text

Em Algorithm, Mixture Distribution, Engineering +10

Dependent Risk Models with Bivariate Phase-Type Distributions

Andrei L. Badescu, Eric C.K. Cheung, David Landriault · Journal of Applied Probability · 2009 · 71 citations

Engineering, Financial Risk Management, Risk Metric +17