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Article
| Breuer, Lothar and Badescu, Andrei (2014) A generalised Gerber-Shiu measure for Markov-additive risk processes with phase-type claims and capital injections. Scandinavian Actuarial Journal, 2014 (2). pp. 93-115. ISSN 0346-1238. E-ISSN 1651-2030. (doi:https://doi.org/10.1080/03461238.2011.636969) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
| Badescu, Andrei and Breuer, Lothar (2008) The use of vector--valued martingales in risk theory. Blatter der DGVFM, . (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
| Badescu, Andrei and Breuer, Lothar and Drekic, Steve and Latouche, Guy (2005) The surplus prior to ruin and the deficit at ruin for a correlated risk process. Scandinavian Actuarial Journal, 2005 (6). pp. 433-445. ISSN 1651-2030. (doi:https://doi.org/10.1080/03461230510009835) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
| Stanford, David and Avram, Florin and Badescu, Andrei and Breuer, Lothar (2005) Phase-type approximations to finite-time ruin probabilities in the Sparre Andersen and stationary renewal risk models. ASTIN Bulletin, 35 (1). pp. 131-144. ISSN 0515-0361. (doi:https://doi.org/10.2143/AST.35.1.583169) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
| Breuer, Lothar and Badescu, Andrei and da Silva Soares, Ana and Latouche, Guy and Remiche, Marie-Ange and Stanford, David (2005) Risk processes analyzed as fluid queues. Scandinavian Actuarial Journal, 2005 (2). pp. 127-141. ISSN 0346-1238. (doi:https://doi.org/10.1080/03461230410000565) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |
