Andrei L. Badescu
Management Science and Operations Research · 2005–2015
A researcher in the Science corpus: 7 papers; trusts 20 researchers and is trusted by 12 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 46 citations into it; #3,503 of 11,946 by trust here, #4,602 by citations
- Statistics and Probability — 27 citations into it; #11,176 of 12,932 by trust here, #6,853 by citations
- Demography — 26 citations into it
- Finance — 18 citations into it; #4,047 of 10,518 by trust here, #6,960 by citations
- Artificial Intelligence — 12 citations into it; #32,956 of 35,345 by trust here, #28,481 by citations
- Economics and Econometrics — 6 citations into it; #8,777 of 23,481 by trust here, #21,405 by citations
- Mathematical Physics — 6 citations into it
Whom Andrei L. Badescu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Qihe Tang
- Jiandong Ren
- Hansjörg Albrecher *
- Tom L. Burr
- Gordon E. Willmot
- Jem N. Corcoran
- Roger B. Nelsen
- Steve Drekic
- David Landriault
- Søren Asmussen
Who trusts Andrei L. Badescu overall
- Lothar Breuer
- Eric C. K. Cheung
- Jinzhu Li
- Qihe Tang
- Alexandru V. Asimit
- Mathieu Bargès
- Hansjörg Albrecher *
- David Landriault
Papers from Andrei L. Badescu's perspective
Ordered by how strongly the researchers Andrei L. Badescu trusts endorse each paper. Same corpus, a different order for every researcher.
- On a general class of renewal risk process: analysis of the Gerber-Shiu function (Advances in Applied Probability)
- A ruin model with dependence between claim sizes and claim intervals
- Exponential behavior in the presence of dependence in risk theory
- On a risk model with dependence between interclaim arrivals and claim sizes
- THE FINITE-TIME RUIN PROBABILITY OF THE COMPOUND POISSON MODEL WITH CONSTANT INTEREST FORCE
- Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
- On the Gerber–Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
- On the Density and Moments of the Time of Ruin with Exponential Claims (ASTIN Bulletin: The Journal of the International Actuarial Association)
- Quantitative Risk Management: Concepts, Techniques, and Tools
Their papers
- Dependent Risk Models with Bivariate Phase-Type Distributions (2009) — 85 citations
- Extremes on the discounted aggregate claims in a time dependent risk model (2010) — 145 citations
- Risk processes analyzed as fluid queues (2005) — 101 citations
- FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM (2015) — 77 citations
- On the dual risk model with tax payments (2008) — 82 citations
- On the analysis of the Gerber–Shiu discounted penalty function for risk processes with Markovian arrivals (2007) — 50 citations
- Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models (2005) — 50 citations