Publications

1. Albrecher H., Badescu A.L., Landriault D., On the dual risk model with taxation, Insurance Mathematics and Economics, 2008, in press.
   
   
2. Badescu A.L., Breuer L., The use of vector-valued martingales in risk theory, Blatter der DGVFM, 2008, in press.
   
   
3. Badescu A.L., Landriault D., Recursive calculation of the dividend moments in a multi-threshold risk model, North American Actuarial Journal, 2008(1), 1-15.
   
   
4. Badescu A.L., Drekic S., Landriault D., On the Analysis of a Multi-Threshold Markovian Risk Model, Scandinavian Actuarial Journal, 2007(4), 248-260.
   
   
5. Badescu A.L., Drekic S., Landriault D., Analysis of a Threshold Dividend Strategy for a MAP Risk Model, Scandinavian Actuarial Journal, 2007(4), 227-247 .
   
   
6. Badescu A.L., Landriault D., Moments of the discounted dividends in a threshold-type Markovian risk process, Brazilian Journal of Probability and Statistics, 21, 2007, 13-25.
   
   
7. Badescu A.L., Landriault D., On the dividend moments in a Markovian risk process, Proceedings of the Third Brazilian Conference on Statistical Modelling in Insurance and Finance, 2007, 92-97.
   
   
8. Ahn S., Badescu A.L., Ramaswami V., Time Dependent Analysis of Finite Buffer Fluid Flows and Risk Models with a Dividend Barrier, Queueing Systems: Theory and Applications, 55(4), 2007, 207-222.
   
   
9. Ahn S., Badescu A.L., On the Analysis of the Gerber-Shiu Discounted Penalty Function for Risk Processes with Markovian Arrivals , Insurance: Mathematics and Economics, 41(2), 2007, 234-249.
   
   
10. Badescu A.L., Stanford D.A., A Generalization of the De Vylder  Approximation for the Probability of Ruin, Economic Computation and Economic Cybernetics Studies and Research, (40)3-4, 2006, 245-265.
    
    
11. Badescu A.L., Breuer L., Drekic S., Latouche G., Stanford D.A., The Joint Density of the Surplus prior to Ruin and the Deficit at Ruin for a Correlated Risk Process, Scandinavian Actuarial No 6, 2005, 433-446.
    
    
12. Badescu A.L., Breuer L., Da Silva Soares A., Latouche G., Remiche M-A., Stanford D.A., Risk Processes Analyzed as Fluid Queues, Scandinavian Actuarial Journal, No 2, 2005, 127-141.
    
    
13. Stanford D.A., Avram F., Badescu A.L., Breuer L., Da Silva Soares A., Latouche G., Phase-Type Approximations to Finite-Time Ruin Probabilities in the Sparre Andersen and Stationary Renewal Risk Models, Astin Bulletin, 35, 2005, 131-144.
    
    
14. Badescu A.L., Cheng R, Lawi S., Hammouda B., Fikre A., Yuanyuan Hua, Marat M., Price Pseudo-Variance, Pseudo-Covariance, Pseudo-Volatility and Pseudo-Correlation Swaps-In Analytical Closed-Forms, Proceedings of the Sixth PIMS Industrial Problems Solving Workshop, PIMS IPSW 6, University of British Columbia, Vancouver, Canada, June 2002, pp. 27-37.