Extremes on the discounted aggregate claims in a time dependent risk model AV Asimit, AL Badescu Scandinavian Actuarial Journal 2010 (2), 93-104, 2010 | 111 | 2010 |

Risk processes analyzed as fluid queues A Badescu, L Breuer, A Da Silva Soares, G Latouche, MA Remiche, ... Scandinavian Actuarial Journal 2005 (2), 127-141, 2005 | 100 | 2005 |

On the dual risk model with tax payments H Albrecher, A Badescu, D Landriault Insurance: Mathematics and Economics 42 (3), 1086-1094, 2008 | 93 | 2008 |

Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier S Ahn, AL Badescu, V Ramaswami Queueing Systems 55 (4), 207-222, 2007 | 75 | 2007 |

Dependent risk models with bivariate phase-type distributions AL Badescu, ECK Cheung, D Landriault Journal of Applied Probability 46 (1), 113-131, 2009 | 71 | 2009 |

Phase-type approximations to finite-time ruin probabilities in the Sparre-Andersen and stationary renewal risk models DA Stanford, F Avram, AL Badescu, L Breuer, ADS Soares, G Latouche ASTIN Bulletin: The Journal of the IAA 35 (1), 131-144, 2005 | 57 | 2005 |

Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm V Roel, G Lan, K Antonio, A Badescu, XS Lin Astin Bulletin 45 (3), 729-758, 2015 | 44 | 2015 |

On the analysis of a multi-threshold Markovian risk model A Badescu, S Drekic, D Landriault Scandinavian Actuarial Journal 2007 (4), 248-260, 2007 | 43 | 2007 |

On the analysis of the Gerber–Shiu discounted penalty function for risk processes with Markovian arrivals S Ahn, AL Badescu Insurance: Mathematics and Economics 41 (2), 234-249, 2007 | 42 | 2007 |

Analysis of a threshold dividend strategy for a MAP risk model A Badescu, S Drekic, D Landriault Scandinavian Actuarial Journal 2007 (4), 227-247, 2007 | 39 | 2007 |

A two-dimensional risk model with proportional reinsurance AL Badescu, ECK Cheung, L Rabehasaina Journal of Applied Probability 48 (3), 749-765, 2011 | 37 | 2011 |

A marked Cox model for the number of IBNR claims: Theory AL Badescu, XS Lin, D Tang Insurance: Mathematics and Economics 69, 29-37, 2016 | 33 | 2016 |

Recursive methods for a multi-dimensional risk process with common shocks L Gong, AL Badescu, ECK Cheung Insurance: Mathematics and Economics 50 (1), 109-120, 2012 | 29 | 2012 |

Modeling correlated frequencies with application in operational risk management A Badescu, G Lan, XS Lin, D Tang Journal of Operational Risk 10 (1), 1-43, 2015 | 27 | 2015 |

Applications of fluid flow matrix analytic methods in ruin theory—a review AL Badescu, D Landriault RACSAM-Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales …, 2009 | 27 | 2009 |

The surplus prior to ruin and the deficit at ruin for a correlated risk process AL Badescu, L Breuer, S Drekic, G Latouche, DA Stanford Scandinavian Actuarial Journal 2005 (6), 433-445, 2005 | 26 | 2005 |

A marked Cox model for the number of IBNR claims: estimation and application A Badescu, XS Lin, D Tang Astin Bulletin, 1-31, 2016 | 16 | 2016 |

On the absolute ruin problem in a Sparre Andersen risk model with constant interest IR Mitric, AL Badescu, DA Stanford Insurance: Mathematics and Economics 50 (1), 167-178, 2012 | 16 | 2012 |

Recursive calculation of the dividend moments in a multi-threshold risk model A Badescu, D Landriault North American Actuarial Journal 12 (1), 74-88, 2008 | 14 | 2008 |

“The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,” Jiandong Ren, July 2007 AL Badescu North American Actuarial Journal 12 (2), 210-212, 2008 | 13 | 2008 |