← All authors Andrei L. Badescu University of Toronto (from arXiv:2307.10808, 2023) · ORCID · OpenAlex
35 papers in scope · 34 published · 2 on the econ.EM arXiv · 882 citations · h-index 17 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Tsz Chai Fung Mario V. Wüthrich Ian Weng Chan Spark C. Tseung X. Sheldon Lin Jingshen Wang Xinwei Ma Sebastian Calcetero-Vanegas Lo-Hua Yuan Waverly Wei Matias D. Cattaneo David Arbour Yingfei Wang Max H. Farrell Michael Jansson Apoorva Lal Victor Chernozhukov Junya Honda Ganesh Karapakula Yusufcan Masatlıoĝlu Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 35)
An Effective Bayesian GLM Approach for IBNR Claim Count Estimation
published 2025 · North American Actuarial Journal · 1 citations
with Hassan Abdelrahman, X. Sheldon Lin
Marked Cox models for IBNR claims count: continuous and discretized approaches with Dirichlet-driven reporting delays
published 2025 · Astin Bulletin · 2 citations · first circulated 2024
with Hassan Abdelrahman, Radu V. Craiu, Xiaodong Lin, H. A. Abdel-Rahman, Sheldon S. Lin
Assessing driving risk through unsupervised detection of anomalies in telematics time series data
published 2025 · Astin Bulletin · 4 citations · first circulated 2024
Data Mining of Telematics Data: Unveiling the Hidden Patterns in Driving Behavior
published 2024 · North American Actuarial Journal · 8 citations · first circulated 2023
published 2024 · European Actuarial Journal · 3 citations · first circulated 2023
Effective experience rating for large insurance portfolios via surrogate modeling
published 2024 · Insurance Mathematics and Economics · 1 citations · first circulated 2022
Improving risk classification and ratemaking using mixture‐of‐experts models with random effects
published 2023 · Journal of Risk & Insurance · 6 citations
working paper 2022 · arXiv
Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models
published 2022 · North American Actuarial Journal · 18 citations · first circulated 2020
A New Class of Severity Regression Models with an Application to IBNR Prediction
published 2020 · North American Actuarial Journal · 22 citations
A class of mixture of experts models for general insurance: Theoretical developments
published 2019 · Insurance Mathematics and Economics · 30 citations
A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES
published 2019 · Astin Bulletin · 43 citations · first circulated 2018
A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION
published 2019 · Astin Bulletin · 23 citations · first circulated 2016
Multivariate Cox Hidden Markov models with an application to operational risk
published 2019 · Scandinavian Actuarial Journal · 6 citations
An IBNR–RBNS insurance risk model with marked Poisson arrivals
published 2017 · Insurance Mathematics and Economics · 6 citations
with Soohan Ahn, Eric C.K. Cheung, Jeong-Rae Kim
On a class of dependent Sparre Andersen risk models and a bailout application
published 2016 · Insurance Mathematics and Economics · 8 citations
with Florin Avram, Martijn Pistorius, Landy Rabehasaina
A marked Cox model for the number of IBNR claims: Theory
published 2016 · Insurance Mathematics and Economics · 42 citations · first circulated 2015
FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM
published 2015 · Astin Bulletin · 77 citations · first circulated 2014
Modeling correlated frequencies with application in operational risk management
published 2015 · The Journal of Operational Risk · 5 citations
A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections
published 2011 · Scandinavian Actuarial Journal · 13 citations
with Lothar Breuer
On the absolute ruin problem in a Sparre Andersen risk model with constant interest
published 2011 · Insurance Mathematics and Economics · 11 citations
with Ilie-Radu Mitric, David A. Stanford
Recursive methods for a multi-dimensional risk process with common shocks
published 2011 · Insurance Mathematics and Economics · 31 citations
with Lan Gong, Eric C.K. Cheung
A Two-Dimensional Risk Model with Proportional Reinsurance
published 2011 · Journal of Applied Probability · 37 citations
with Eric C.K. Cheung, Landy Rabehasaina
On a Generalization of the Risk Model with Markovian Claim Arrivals
published 2011 · Stochastic Models · 9 citations
with Eric C.K. Cheung, David Landriault
Dependent Risk Models with Bivariate Phase-Type Distributions
published 2009 · Journal of Applied Probability · 72 citations
with Eric C.K. Cheung, David Landriault
Extremes on the discounted aggregate claims in a time dependent risk model
published 2009 · Scandinavian Actuarial Journal · 10 citations
with Alexandru V. Asimit
The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,” Jiandong Ren, July 2007
published 2008 · North American Actuarial Journal · 9 citations
On the dual risk model with tax payments
published 2008 · Insurance Mathematics and Economics · 79 citations
with Hansjörg Albrecher, David Landriault
Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model
published 2008 · North American Actuarial Journal · 17 citations
with David Landriault
On the analysis of a multi-threshold Markovian risk model
published 2007 · Scandinavian Actuarial Journal · 40 citations
with Steve Drekic, David Landriault
Analysis of a threshold dividend strategy for a MAP risk model
published 2007 · Scandinavian Actuarial Journal · 34 citations
with Steve Drekic, David Landriault
On the analysis of the Gerber–Shiu discounted penalty function for risk processes with Markovian arrivals
published 2006 · Insurance Mathematics and Economics · 48 citations
with Soohan Ahn
The surplus prior to ruin and the deficit at ruin for a correlated risk process
published 2005 · Scandinavian Actuarial Journal · 33 citations
with Lothar Breuer, Steve Drekic, Guy Latouche, David A. Stanford
Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
published 2005 · Astin Bulletin · 42 citations
with David A. Stanford, Florin Avram, Lothar Breuer, Ana da Silva Soares, Guy Latouche
Risk processes analyzed as fluid queues
published 2004 · Scandinavian Actuarial Journal · 92 citations
with Lothar Breuer, Ana da Silva Soares, Guy Latouche, Marie-Ange Remiche, David A. Stanford
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