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Author ID: vernic.raluca Recent zbMATH articles by "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

Publications by Year

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 1144.91026
Goovaerts, 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 1228.91029
Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca
45
2011
Multivariate skew-normal distributions with applications in insurance. Zbl 1132.91501
Vernic, Raluca
37
2006
Recursions for convolutions and compound distributions with insurance applications. Zbl 1175.60004
Sundt, Bjørn; Vernic, Raluca
30
2009
On a multivariate Pareto distribution. Zbl 1231.60013
Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca
25
2010
Skewed bivariate models and nonparametric estimation for the CTE risk measure. Zbl 1156.91023
Bolance, Catalina; Guillen, Montserrat; Pelican, Elena; Vernic, Raluca
20
2008
Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach. Zbl 1208.60014
Vernic, Raluca
19
2011
The impact on ruin probabilities of the association structure among financial risks. Zbl 1210.91061
Tang, Qihe; Vernic, Raluca
12
2007
Background risk models and stepwise portfolio construction. Zbl 1349.62517
Asimit, Alexandru V.; Vernic, Raluca; Zitikis, Ričardas
10
2016
On the multivariate skew-normal distribution and its scale mixtures. Zbl 1108.62052
Vernic, Raluca
9
2005
Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims. Zbl 1390.91207
Raducan, Anisoara Maria; Vernic, Raluca; Zbaganu, Gheorghita
8
2015
A multivariate generalization of the generalized Poisson distribution. Zbl 1114.62332
Vernic, Raluca
7
2000
On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation. Zbl 1394.62145
Ratovomirija, Gildas; Tamraz, Maissa; Vernic, Raluca
6
2017
Maximum-likelihood estimation for the multivariate Sarmanov distribution: simulation study. Zbl 1291.62080
Pelican, Elena; Vernic, Raluca
6
2013
Capital allocation for Sarmanov’s class of distributions. Zbl 1358.60034
Vernic, Raluca
6
2017
Statistical inference for a new class of multivariate Pareto distributions. Zbl 1341.62113
Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca
5
2016
On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues. Zbl 1319.91098
Răducan, Anişoara Maria; Vernic, Raluca; Zbăganu, Gheorghiţă
5
2015
Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution. Zbl 1415.62077
Bolancé, Catalina; Vernic, Raluca
4
2019
Recursions for the individual risk model. Zbl 1104.62112
Dhaene, Jan; Ribas, Carmen; Vernic, Raluca
4
2006
On the distribution of a sum of Sarmanov distributed random variables. Zbl 1336.60024
Vernic, Raluca
4
2016
Two lognormal models for real data. Zbl 1199.60043
Vernic, Raluca; Teodorescu, Sandra; Pelican, Elena
3
2009
On the bivariate Sarmanov distribution and copula. an application on insurance data using truncated marginal distributions. Zbl 1396.60016
Bahraoui, Zuhair; Bolancé, Catalina; Pelican, Elena; Vernic, Raluca
3
2015
On a multivariate aggregate claims model with multivariate Poisson counting distribution. Zbl 1413.62186
Robe-Voinea, Elena-Graţiela; Vernic, Raluca
2
2017
Fast Fourier transform for multivariate aggregate claims. Zbl 1395.62329
Robe-Voinea, Elena-Gratiela; Vernic, Raluca
2
2018
On the recursive evaluation of a certain multivariate compound distribution. Zbl 1359.62466
Robe-Voinea, Elena-Gratiela; Vernic, Raluca
2
2016
Another approach to the evaluation of a certain multivariate compound distribution. Zbl 1389.62167
Robe-Voinea, Elena-Gratiela; Vernic, Raluca
2
2016
On a conjecture related to the ruin probability for nonhomogeneous insurance claims. Zbl 1349.91156
Vernic, Raluca
2
2015
Upper and lower bounds for a finite-type ruin probability in a nonhomogeneous risk process. Zbl 1413.60010
Răducan, Anişoara Maria; Vernic, Raluca; Zbăganu, Gheorghiţă
1
2016
Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model. Zbl 1429.91285
Vernic, Raluca
1
2016
On the evaluation of some multivariate compound distributions with Sarmanov’s counting distribution. Zbl 1401.62216
Vernic, Raluca
1
2018
On the evaluation of multivariate compound distributions with continuous severity distributions and Sarmanov’s counting distribution. Zbl 1390.62096
Tamraz, Maissa; Vernic, Raluca
1
2018
On a fuzzy cash flow model with insurance applications. Zbl 1398.91356
Ungureanu, Daniela; Vernic, Raluca
1
2015
On a bivariate generalisation of Sundt’s class of counting distributions. Zbl 1137.62309
Vernic, Raluca
1
2004
On two particular fuzzy numbers derived from probability distributions. Zbl 1363.03033
Vernic, Raluca; Ungureanu, Daniela
1
2011
Arithmetizing continuous distributions: numerical aspects. Zbl 1084.62508
Vernic, Raluca
1
2003
Approximating the distribution of a randomly weighted sum of random variables using kernel and neural network methods. Zbl 1150.62446
Enăchescu, Denis; Vernic, Raluca
1
2006
On the asymptotic ruin probability with some specific stochastic discount factors. Zbl 1199.62057
Vernic, Raluca
1
2007
A composite Exponential-Pareto distribution. Zbl 1164.60318
Teodorescu, Sandra; Vernic, Raluca
1
2006
On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims. Zbl 1401.91186
Răducan, Anişoara Maria; Vernic, Raluca; Zbăganu, Gheorghiţă
1
2017
Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution. Zbl 1415.62077
Bolancé, Catalina; Vernic, Raluca
4
2019
Fast Fourier transform for multivariate aggregate claims. Zbl 1395.62329
Robe-Voinea, Elena-Gratiela; Vernic, Raluca
2
2018
On the evaluation of some multivariate compound distributions with Sarmanov’s counting distribution. Zbl 1401.62216
Vernic, Raluca
1
2018
On the evaluation of multivariate compound distributions with continuous severity distributions and Sarmanov’s counting distribution. Zbl 1390.62096
Tamraz, Maissa; Vernic, Raluca
1
2018
On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation. Zbl 1394.62145
Ratovomirija, Gildas; Tamraz, Maissa; Vernic, Raluca
6
2017
Capital allocation for Sarmanov’s class of distributions. Zbl 1358.60034
Vernic, Raluca
6
2017
On a multivariate aggregate claims model with multivariate Poisson counting distribution. Zbl 1413.62186
Robe-Voinea, Elena-Graţiela; Vernic, Raluca
2
2017
On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims. Zbl 1401.91186
Răducan, Anişoara Maria; Vernic, Raluca; Zbăganu, Gheorghiţă
1
2017
Background risk models and stepwise portfolio construction. Zbl 1349.62517
Asimit, Alexandru V.; Vernic, Raluca; Zitikis, Ričardas
10
2016
Statistical inference for a new class of multivariate Pareto distributions. Zbl 1341.62113
Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca
5
2016
On the distribution of a sum of Sarmanov distributed random variables. Zbl 1336.60024
Vernic, Raluca
4
2016
On the recursive evaluation of a certain multivariate compound distribution. Zbl 1359.62466
Robe-Voinea, Elena-Gratiela; Vernic, Raluca
2
2016
Another approach to the evaluation of a certain multivariate compound distribution. Zbl 1389.62167
Robe-Voinea, Elena-Gratiela; Vernic, Raluca
2
2016
Upper and lower bounds for a finite-type ruin probability in a nonhomogeneous risk process. Zbl 1413.60010
Răducan, Anişoara Maria; Vernic, Raluca; Zbăganu, Gheorghiţă
1
2016
Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model. Zbl 1429.91285
Vernic, Raluca
1
2016
Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims. Zbl 1390.91207
Raducan, Anisoara Maria; Vernic, Raluca; Zbaganu, Gheorghita
8
2015
On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues. Zbl 1319.91098
Răducan, 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 1396.60016
Bahraoui, Zuhair; Bolancé, Catalina; Pelican, Elena; Vernic, Raluca
3
2015
On a conjecture related to the ruin probability for nonhomogeneous insurance claims. Zbl 1349.91156
Vernic, Raluca
2
2015
On a fuzzy cash flow model with insurance applications. Zbl 1398.91356
Ungureanu, Daniela; Vernic, Raluca
1
2015
Maximum-likelihood estimation for the multivariate Sarmanov distribution: simulation study. Zbl 1291.62080
Pelican, Elena; Vernic, Raluca
6
2013
Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029
Asimit, 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 1208.60014
Vernic, Raluca
19
2011
On two particular fuzzy numbers derived from probability distributions. Zbl 1363.03033
Vernic, Raluca; Ungureanu, Daniela
1
2011
On a multivariate Pareto distribution. Zbl 1231.60013
Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca
25
2010
Recursions for convolutions and compound distributions with insurance applications. Zbl 1175.60004
Sundt, Bjørn; Vernic, Raluca
30
2009
Two lognormal models for real data. Zbl 1199.60043
Vernic, Raluca; Teodorescu, Sandra; Pelican, Elena
3
2009
Skewed bivariate models and nonparametric estimation for the CTE risk measure. Zbl 1156.91023
Bolance, Catalina; Guillen, Montserrat; Pelican, Elena; Vernic, Raluca
20
2008
The impact on ruin probabilities of the association structure among financial risks. Zbl 1210.91061
Tang, Qihe; Vernic, Raluca
12
2007
On the asymptotic ruin probability with some specific stochastic discount factors. Zbl 1199.62057
Vernic, Raluca
1
2007
Multivariate skew-normal distributions with applications in insurance. Zbl 1132.91501
Vernic, Raluca
37
2006
Recursions for the individual risk model. Zbl 1104.62112
Dhaene, 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 1150.62446
Enăchescu, Denis; Vernic, Raluca
1
2006
A composite Exponential-Pareto distribution. Zbl 1164.60318
Teodorescu, Sandra; Vernic, Raluca
1
2006
The tail probability of discount sums of Pareto-like losses in insurance. Zbl 1144.91026
Goovaerts, 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 1108.62052
Vernic, Raluca
9
2005
On a bivariate generalisation of Sundt’s class of counting distributions. Zbl 1137.62309
Vernic, Raluca
1
2004
Arithmetizing continuous distributions: numerical aspects. Zbl 1084.62508
Vernic, Raluca
1
2003
A multivariate generalization of the generalized Poisson distribution. Zbl 1114.62332
Vernic, Raluca
7
2000
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

Citations by Year