Publications

1. Badescu, A.L. and Landriault, D. Applications of matrix analytic methods in ruin theory - a review. Serie A: Matemáticas de la Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales, 2009, to appear
   
   
2. Asimit A.V., Badescu A.L., Extremes on the discounted aggregate claims in a time dependent risk model, 2009, in Scandinavian Actuarial Journal, to appear
   
   
3. Badescu A.L., Cheung E.C.K., Landriault D., Dependent risk models with bivariate phase-type distributions, Journal of Applied Probability, 2009, 46(1), 113-131.
   
   
4. Badescu A.L. - Discussion of “The Discounted Joint Distribution of the Surplus Prior to Ruin in a Sparre Andersen Model, North American Actuarial Journal, 2008(12), 2, 210-212.
   
   
5. Albrecher H., Badescu A.L., Landriault D., On the dual risk model with taxation, Insurance Mathematics and Economics, 2008(42), 3, 1086-1094.
   
   
6. Badescu A.L., Breuer L., The use of vector-valued martingales in risk theory, Blatter der DGVFM, 2008, , 29, 2008, 1-12.
   
   
7. Badescu A.L., Landriault D., Recursive calculation of the dividend moments in a multi-threshold risk model, North American Actuarial Journal, 2008(1), 74-88.
   
   
8. Badescu A.L., Drekic S., Landriault D., On the Analysis of a Multi-Threshold Markovian Risk Model, Scandinavian Actuarial Journal, 2007(4), 248-260.
   
   
9. 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 .
   
   
10. 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.
    
    
11. 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.
    
    
12. 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.
    
    
13. 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.
    
    
14. 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.
    
    
15. 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.
    
    
16. 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.
    
    
17. 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.
    
    
18. 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.