Edit Profile (opens in new tab) Vernic, Raluca Compute Distance To: Compute Author ID: vernic.raluca Published as: Vernic, Raluca; Varnic, Raluca; Vernic, R. Documents Indexed: 67 Publications since 1993, including 1 Book Co-Authors: 24 Co-Authors with 41 Joint Publications 464 Co-Co-Authors all top 5 Co-Authors 25 single-authored 8 Pelican, Elena 6 Zbăganu, Gheorghe H. 5 Răducan, Anişoara Maria 4 Asimit, Alexandru V. 4 Bolancé, Catalina 4 Robe-Voinea, Elena-Gratiela 4 Sundt, Bjørn Rosted 4 Teodorescu, Sandra 3 Furman, Edward 3 Tang, Qihe 2 Băutu, Elena 2 Dhaene, Jan 2 Tamraz, Maissa 2 Ungureanu, Daniela 1 Alemany, Ramon 1 Bahraoui, Zuhair 1 Denuit, Michel M. 1 Goovaerts, Marc J. 1 Guillen, Montserrat 1 Kaas, Rob 1 Laeven, Roger J. A. 1 Ratovomirija, Gildas 1 Ribas, Carmen 1 Zitikis, Ričardas all top 5 Serials 9 Analele Științifice ale Universității “Ovidius” Constanța. Seria: Matematică 8 Insurance Mathematics & Economics 7 Mathematical Reports 4 Analele Universității București. Matematică-Informatică 4 Methodology and Computing in Applied Probability 4 Buletinul Științific. Universitatea din Pitești. Seria Matematică și Informatică 4 ASTIN Bulletin 3 Scandinavian Actuarial Journal 2 Studii și Cercetări Matematice 2 Acta Mathematicae Applicatae Sinica. English Series 2 Proceedings of the Romanian Academy. Series A: Mathematics, Physics, Technical Sciences, Information Science 2 ROMAI Journal 1 Revue Roumaine de Mathématiques Pures et Appliquées 1 Journal of Computational and Applied Mathematics 1 Statistics & Probability Letters 1 Journal of Theoretical Probability 1 Communications in Statistics. Simulation and Computation 1 International Journal of Computer Mathematics 1 Computational and Applied Mathematics 1 Analele Universității “Ovidius” Constanța. Seria: Matematică 1 Analele Universității din Craiova. Seria Matematică Informatică 1 Decisions in Economics and Finance 1 SORT. Statistics and Operations Research Transactions 1 Fuzzy Optimization and Decision Making 1 Belgian Actuarial Bulletin all top 5 Fields 53 Statistics (62-XX) 35 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 28 Probability theory and stochastic processes (60-XX) 11 Numerical analysis (65-XX) 5 Operations research, mathematical programming (90-XX) 2 Mathematical logic and foundations (03-XX) 2 Functional analysis (46-XX) 1 Integral transforms, operational calculus (44-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 39 Publications have been cited 339 times in 247 Documents Cited by ▼ Year ▼ The tail probability of discount sums of Pareto-like losses in insurance. Zbl 1144.91026Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe; Vernic, Raluca 49 2005 Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca 45 2011 Multivariate skew-normal distributions with applications in insurance. Zbl 1132.91501Vernic, Raluca 37 2006 Recursions for convolutions and compound distributions with insurance applications. Zbl 1175.60004Sundt, Bjørn; Vernic, Raluca 30 2009 On a multivariate Pareto distribution. Zbl 1231.60013Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca 25 2010 Skewed bivariate models and nonparametric estimation for the CTE risk measure. Zbl 1156.91023Bolance, Catalina; Guillen, Montserrat; Pelican, Elena; Vernic, Raluca 20 2008 Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach. Zbl 1208.60014Vernic, Raluca 19 2011 The impact on ruin probabilities of the association structure among financial risks. Zbl 1210.91061Tang, Qihe; Vernic, Raluca 12 2007 Background risk models and stepwise portfolio construction. Zbl 1349.62517Asimit, Alexandru V.; Vernic, Raluca; Zitikis, Ričardas 10 2016 On the multivariate skew-normal distribution and its scale mixtures. Zbl 1108.62052Vernic, Raluca 9 2005 Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims. Zbl 1390.91207Raducan, Anisoara Maria; Vernic, Raluca; Zbaganu, Gheorghita 8 2015 A multivariate generalization of the generalized Poisson distribution. Zbl 1114.62332Vernic, Raluca 7 2000 On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation. Zbl 1394.62145Ratovomirija, Gildas; Tamraz, Maissa; Vernic, Raluca 6 2017 Maximum-likelihood estimation for the multivariate Sarmanov distribution: simulation study. Zbl 1291.62080Pelican, Elena; Vernic, Raluca 6 2013 Capital allocation for Sarmanov’s class of distributions. Zbl 1358.60034Vernic, Raluca 6 2017 Statistical inference for a new class of multivariate Pareto distributions. Zbl 1341.62113Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca 5 2016 On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues. Zbl 1319.91098Răducan, Anişoara Maria; Vernic, Raluca; Zbăganu, Gheorghiţă 5 2015 Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution. Zbl 1415.62077Bolancé, Catalina; Vernic, Raluca 4 2019 Recursions for the individual risk model. Zbl 1104.62112Dhaene, Jan; Ribas, Carmen; Vernic, Raluca 4 2006 On the distribution of a sum of Sarmanov distributed random variables. Zbl 1336.60024Vernic, Raluca 4 2016 Two lognormal models for real data. Zbl 1199.60043Vernic, Raluca; Teodorescu, Sandra; Pelican, Elena 3 2009 On the bivariate Sarmanov distribution and copula. an application on insurance data using truncated marginal distributions. Zbl 1396.60016Bahraoui, Zuhair; Bolancé, Catalina; Pelican, Elena; Vernic, Raluca 3 2015 On a multivariate aggregate claims model with multivariate Poisson counting distribution. Zbl 1413.62186Robe-Voinea, Elena-Graţiela; Vernic, Raluca 2 2017 Fast Fourier transform for multivariate aggregate claims. Zbl 1395.62329Robe-Voinea, Elena-Gratiela; Vernic, Raluca 2 2018 On the recursive evaluation of a certain multivariate compound distribution. Zbl 1359.62466Robe-Voinea, Elena-Gratiela; Vernic, Raluca 2 2016 Another approach to the evaluation of a certain multivariate compound distribution. Zbl 1389.62167Robe-Voinea, Elena-Gratiela; Vernic, Raluca 2 2016 On a conjecture related to the ruin probability for nonhomogeneous insurance claims. Zbl 1349.91156Vernic, Raluca 2 2015 Upper and lower bounds for a finite-type ruin probability in a nonhomogeneous risk process. Zbl 1413.60010Răducan, Anişoara Maria; Vernic, Raluca; Zbăganu, Gheorghiţă 1 2016 Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model. Zbl 1429.91285Vernic, Raluca 1 2016 On the evaluation of some multivariate compound distributions with Sarmanov’s counting distribution. Zbl 1401.62216Vernic, Raluca 1 2018 On the evaluation of multivariate compound distributions with continuous severity distributions and Sarmanov’s counting distribution. Zbl 1390.62096Tamraz, Maissa; Vernic, Raluca 1 2018 On a fuzzy cash flow model with insurance applications. Zbl 1398.91356Ungureanu, Daniela; Vernic, Raluca 1 2015 On a bivariate generalisation of Sundt’s class of counting distributions. Zbl 1137.62309Vernic, Raluca 1 2004 On two particular fuzzy numbers derived from probability distributions. Zbl 1363.03033Vernic, Raluca; Ungureanu, Daniela 1 2011 Arithmetizing continuous distributions: numerical aspects. Zbl 1084.62508Vernic, Raluca 1 2003 Approximating the distribution of a randomly weighted sum of random variables using kernel and neural network methods. Zbl 1150.62446Enăchescu, Denis; Vernic, Raluca 1 2006 On the asymptotic ruin probability with some specific stochastic discount factors. Zbl 1199.62057Vernic, Raluca 1 2007 A composite Exponential-Pareto distribution. Zbl 1164.60318Teodorescu, Sandra; Vernic, Raluca 1 2006 On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims. Zbl 1401.91186Răducan, Anişoara Maria; Vernic, Raluca; Zbăganu, Gheorghiţă 1 2017 Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution. Zbl 1415.62077Bolancé, Catalina; Vernic, Raluca 4 2019 Fast Fourier transform for multivariate aggregate claims. Zbl 1395.62329Robe-Voinea, Elena-Gratiela; Vernic, Raluca 2 2018 On the evaluation of some multivariate compound distributions with Sarmanov’s counting distribution. Zbl 1401.62216Vernic, Raluca 1 2018 On the evaluation of multivariate compound distributions with continuous severity distributions and Sarmanov’s counting distribution. Zbl 1390.62096Tamraz, Maissa; Vernic, Raluca 1 2018 On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation. Zbl 1394.62145Ratovomirija, Gildas; Tamraz, Maissa; Vernic, Raluca 6 2017 Capital allocation for Sarmanov’s class of distributions. Zbl 1358.60034Vernic, Raluca 6 2017 On a multivariate aggregate claims model with multivariate Poisson counting distribution. Zbl 1413.62186Robe-Voinea, Elena-Graţiela; Vernic, Raluca 2 2017 On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims. Zbl 1401.91186Răducan, Anişoara Maria; Vernic, Raluca; Zbăganu, Gheorghiţă 1 2017 Background risk models and stepwise portfolio construction. Zbl 1349.62517Asimit, Alexandru V.; Vernic, Raluca; Zitikis, Ričardas 10 2016 Statistical inference for a new class of multivariate Pareto distributions. Zbl 1341.62113Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca 5 2016 On the distribution of a sum of Sarmanov distributed random variables. Zbl 1336.60024Vernic, Raluca 4 2016 On the recursive evaluation of a certain multivariate compound distribution. Zbl 1359.62466Robe-Voinea, Elena-Gratiela; Vernic, Raluca 2 2016 Another approach to the evaluation of a certain multivariate compound distribution. Zbl 1389.62167Robe-Voinea, Elena-Gratiela; Vernic, Raluca 2 2016 Upper and lower bounds for a finite-type ruin probability in a nonhomogeneous risk process. Zbl 1413.60010Răducan, Anişoara Maria; Vernic, Raluca; Zbăganu, Gheorghiţă 1 2016 Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model. Zbl 1429.91285Vernic, Raluca 1 2016 Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims. Zbl 1390.91207Raducan, Anisoara Maria; Vernic, Raluca; Zbaganu, Gheorghita 8 2015 On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues. Zbl 1319.91098Răducan, Anişoara Maria; Vernic, Raluca; Zbăganu, Gheorghiţă 5 2015 On the bivariate Sarmanov distribution and copula. an application on insurance data using truncated marginal distributions. Zbl 1396.60016Bahraoui, Zuhair; Bolancé, Catalina; Pelican, Elena; Vernic, Raluca 3 2015 On a conjecture related to the ruin probability for nonhomogeneous insurance claims. Zbl 1349.91156Vernic, Raluca 2 2015 On a fuzzy cash flow model with insurance applications. Zbl 1398.91356Ungureanu, Daniela; Vernic, Raluca 1 2015 Maximum-likelihood estimation for the multivariate Sarmanov distribution: simulation study. Zbl 1291.62080Pelican, Elena; Vernic, Raluca 6 2013 Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca 45 2011 Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach. Zbl 1208.60014Vernic, Raluca 19 2011 On two particular fuzzy numbers derived from probability distributions. Zbl 1363.03033Vernic, Raluca; Ungureanu, Daniela 1 2011 On a multivariate Pareto distribution. Zbl 1231.60013Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca 25 2010 Recursions for convolutions and compound distributions with insurance applications. Zbl 1175.60004Sundt, Bjørn; Vernic, Raluca 30 2009 Two lognormal models for real data. Zbl 1199.60043Vernic, Raluca; Teodorescu, Sandra; Pelican, Elena 3 2009 Skewed bivariate models and nonparametric estimation for the CTE risk measure. Zbl 1156.91023Bolance, Catalina; Guillen, Montserrat; Pelican, Elena; Vernic, Raluca 20 2008 The impact on ruin probabilities of the association structure among financial risks. Zbl 1210.91061Tang, Qihe; Vernic, Raluca 12 2007 On the asymptotic ruin probability with some specific stochastic discount factors. Zbl 1199.62057Vernic, Raluca 1 2007 Multivariate skew-normal distributions with applications in insurance. Zbl 1132.91501Vernic, Raluca 37 2006 Recursions for the individual risk model. Zbl 1104.62112Dhaene, Jan; Ribas, Carmen; Vernic, Raluca 4 2006 Approximating the distribution of a randomly weighted sum of random variables using kernel and neural network methods. Zbl 1150.62446Enăchescu, Denis; Vernic, Raluca 1 2006 A composite Exponential-Pareto distribution. Zbl 1164.60318Teodorescu, Sandra; Vernic, Raluca 1 2006 The tail probability of discount sums of Pareto-like losses in insurance. Zbl 1144.91026Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe; Vernic, Raluca 49 2005 On the multivariate skew-normal distribution and its scale mixtures. Zbl 1108.62052Vernic, Raluca 9 2005 On a bivariate generalisation of Sundt’s class of counting distributions. Zbl 1137.62309Vernic, Raluca 1 2004 Arithmetizing continuous distributions: numerical aspects. Zbl 1084.62508Vernic, Raluca 1 2003 A multivariate generalization of the generalized Poisson distribution. Zbl 1114.62332Vernic, Raluca 7 2000 all cited Publications top 5 cited Publications all top 5 Cited by 337 Authors 22 Vernic, Raluca 19 Furman, Edward 13 Yang, Yang 11 Li, Jinzhu 10 Su, Jianxi 9 Guillen, Montserrat 9 Šiaulys, Jonas 9 Tang, Qihe 9 Zitikis, Ričardas 8 Asimit, Alexandru V. 6 Bolancé, Catalina 6 Gómez-Déniz, Emilio 6 Landsman, Zinoviy M. 5 Calderín Ojeda, Enrique 5 Chen, Yiqing 5 Nadarajah, Saralees 5 Santolino, Miguel 5 Yuan, Zhongyi 4 Chen, Yu 4 Hashorva, Enkelejd 4 Lefèvre, Claude 4 Ren, Jiandong 4 Sarabia, José María 4 Shushi, Tomer 4 Yang, Haizhong 4 Yuen, Kam Chuen 3 Belles-Sampera, Jaume 3 Cheng, Dongya 3 Denuit, Michel M. 3 Kye, Yisub 3 Leipus, Remigijus 3 Maruotti, Antonello 3 Prieto, Faustino 3 Steliga, Katarzyna 3 Szynal, Dominik 3 Wang, Kaiyong 3 Young, Dean Max 3 Young, Phil D. 3 Zhang, Yi 2 Alemany, Ramon 2 Arendarczyk, Marek 2 Bhati, Deepesh 2 Cai, Jun 2 Eini, Esmat Jamshidi 2 Eling, Martin 2 Gathy, Maude 2 Guo, Junyi 2 Hua, Lei 2 Ignatieva, Katja 2 Jin, Tao 2 Jordá, Vanesa 2 Khaloozadeh, Hamid 2 Kievinaitė, Dominyka 2 Kozubowski, Tomasz J. 2 Li, Xiaohu 2 Mao, Tiantian 2 Marri, Fouad 2 Mulinacci, Sabrina 2 Navickienė, Olga 2 Ng, Kai Wang 2 Panorska, Anna K. 2 Peng, Zuoxiang 2 Punzo, Antonio 2 Răducan, Anişoara Maria 2 Robe-Voinea, Elena-Gratiela 2 Sakhanenko, Aleksandr Ivanovich 2 Shen, Xinmei 2 Sprindys, Jonas 2 Tamraz, Maissa 2 Tan, Ken Seng 2 Valdez, Emiliano A. 2 Wang, Yuebao 2 Wei, Li 2 Weng, Chengguo 2 Woo, Jae-Kyung 2 Zbăganu, Gheorghe H. 2 Zhang, Weiguo 2 Zhou, Qianqian 1 Abbasi, Babak 1 Adamic, Peter F. 1 Afuecheta, Emmanuel 1 Alai, Daniel H. 1 Alawady, Metwally Alsayed 1 Albrecher, Hansjörg 1 Alon, Tzvi 1 Amiri, Mehdi 1 Amirzadeh, Vahid 1 Anastasiadis, Simon 1 Andrulytė, Ieva Marija 1 Arevalillo, Jorge M. 1 Artis, Manuel 1 Asmussen, Søren 1 Bagnato, Luca 1 Bahraoui, Zuhair 1 Baird, Mark E. 1 Bakar, S. A. A. 1 Balakrishnan, Narayanaswamy 1 Barakat, Haroon Mohamed 1 Bardakhchyan, Vardan G. 1 Bekker, Andriëtte ...and 237 more Authors all top 5 Cited in 60 Serials 61 Insurance Mathematics & Economics 19 Statistics & Probability Letters 13 ASTIN Bulletin 12 Communications in Statistics. Theory and Methods 11 Scandinavian Actuarial Journal 10 Journal of Computational and Applied Mathematics 10 North American Actuarial Journal 8 Methodology and Computing in Applied Probability 6 Journal of Mathematical Analysis and Applications 5 Lithuanian Mathematical Journal 5 Journal of Applied Probability 5 European Actuarial Journal 4 Journal of Multivariate Analysis 4 Stochastic Models 3 Metrika 3 Acta Mathematicae Applicatae Sinica. English Series 3 Journal of Statistical Computation and Simulation 3 Applicationes Mathematicae 3 Extremes 3 Modern Stochastics. Theory and Applications 2 Advances in Applied Probability 2 Applied Mathematics and Computation 2 Journal of Theoretical Probability 2 Communications in Statistics. Simulation and Computation 2 Journal of Nonparametric Statistics 2 Journal of Applied Statistics 2 Probability in the Engineering and Informational Sciences 2 Fuzzy Optimization and Decision Making 2 Journal of Statistical Theory and Practice 2 Science China. Mathematics 2 Journal of Probability and Statistics 2 Sankhyā. Series A 2 Journal of Statistical Distributions and Applications 1 Annals of the Institute of Statistical Mathematics 1 Probability and Mathematical Statistics 1 Stochastic Analysis and Applications 1 Statistics 1 Numerical Algorithms 1 International Journal of Computer Mathematics 1 Stochastic Processes and their Applications 1 Test 1 Applied Mathematics. Series B (English Edition) 1 Journal of Mathematical Sciences (New York) 1 Computational and Applied Mathematics 1 Statistica Sinica 1 Journal of Inequalities and Applications 1 Informatica (Vilnius) 1 Lobachevskii Journal of Mathematics 1 Applied Stochastic Models in Business and Industry 1 International Game Theory Review 1 Brazilian Journal of Probability and Statistics 1 The ANZIAM Journal 1 Nonlinear Analysis. Modelling and Control 1 Advances and Applications in Statistics 1 Decisions in Economics and Finance 1 Statistical Modelling 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Journal of Industrial and Management Optimization 1 Statistics & Risk Modeling 1 Communications in Mathematics and Statistics all top 5 Cited in 14 Fields 186 Statistics (62-XX) 162 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 114 Probability theory and stochastic processes (60-XX) 6 Numerical analysis (65-XX) 6 Operations research, mathematical programming (90-XX) 2 Integral transforms, operational calculus (44-XX) 2 Operator theory (47-XX) 1 Mathematical logic and foundations (03-XX) 1 Measure and integration (28-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Computer science (68-XX) 1 Biology and other natural sciences (92-XX) Citations by Year