A marked Cox model for the number of IBNR claims: Theory von Badescu, Andrei L., Lin, X. Sheldon, Tang, Dameng

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A class of mixture of experts models for general insurance: Theoretical developments von Fung, Tsz Chai, Badescu, Andrei L., Lin, X. Sheldon

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Extremes on the discounted aggregate claims in a time dependent risk model von Asimit, Alexandru V., Badescu, Andrei L.

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Multivariate Cox Hidden Markov models with an application to operational risk von Fung, Tsz Chai, Badescu, Andrei L., Lin, X. Sheldon

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A Two-Dimensional Risk Model with Proportional Reinsurance von Badescu, Andrei L., Cheung, Eric C. K., Rabehasaina, Landy

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On the analysis of the Gerber–Shiu discounted penalty function for risk processes with Markovian arrivals von Ahn, Soohan, Badescu, Andrei L.

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Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier von Ahn, Soohan, Badescu, Andrei L., Ramaswami, V.

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A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections von Breuer, Lothar, Badescu, Andrei L.

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Applications of fluid flow matrix analytic methods in ruin theory —a review von Badescu, Andrei L., Landriault, David

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Effective experience rating for large insurance portfolios via surrogate modeling von Calcetero Vanegas, Sebastián, Badescu, Andrei L., Lin, X. Sheldon

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Recursive methods for a multi-dimensional risk process with common shocks von Gong, Lan, Badescu, Andrei L., Cheung, Eric C.K.

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The surplus prior to ruin and the deficit at ruin for a correlated risk process von Badescu, Andrei L., Breuer, Lothar, Drekic, Steve, Latouche, Guy, Stanford, David A.

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A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION von Badescu, Andrei L., Chen, Tianle, Lin, X. Sheldon, Tang, Dameng

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Improving risk classification and ratemaking using mixture‐of‐experts models with random effects von Tseung, Spark C., Chan, Ian Weng, Fung, Tsz Chai, Badescu, Andrei L., Lin, X. Sheldon

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A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES von Chai Fung, Tsz, Badescu, Andrei L., Sheldon Lin, X.

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On the absolute ruin problem in a Sparre Andersen risk model with constant interest von Mitric, Ilie-Radu, Badescu, Andrei L., Stanford, David A.

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LRMoE.jl: a software package for insurance loss modelling using mixture of experts regression model von Tseung, Spark C., Badescu, Andrei L., Fung, Tsz Chai, Lin, X. Sheldon

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An IBNR–RBNS insurance risk model with marked Poisson arrivals von Ahn, Soohan, Badescu, Andrei L., Cheung, Eric C.K., Kim, Jeong-Rae

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Dependent Risk Models with Bivariate Phase-Type Distributions von Badescu, Andrei L., Cheung, Eric C. K., Landriault, David

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Claim reserving via inverse probability weighting: a micro-level Chain-Ladder method von Vanegas, Sebastián Calcetero, Badescu, Andrei L., Lin, X. Sheldon

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