Edit Profile (opens in new tab) Vernic, Raluca Co-Author Distance Author ID: vernic.raluca Published as: Vernic, Raluca; Varnic, Raluca; Vernic, R. more...less Documents Indexed: 71 Publications since 1993, including 1 Book Co-Authors: 26 Co-Authors with 43 Joint Publications 488 Co-Co-Authors all top 5 Co-Authors 27 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 Bâcă, Adrian 1 Bahraoui, Zuhair 1 Denuit, Michel M. 1 Goovaerts, Marc J. 1 Guillen, Montserrat 1 Kaas, Rob 1 Laeven, Roger J. A. 1 Mutali, Sezen 1 Ratovomirija, Gildas 1 Ribas, Carmen 1 Zitikis, Ričardas all top 5 Serials 10 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 Communications in Statistics. Simulation and Computation 2 Computational and Applied Mathematics 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 International Journal of Computer Mathematics 1 Analele Universității “Ovidius” Constanța. Seria: Matematică 1 Analele Universității din Craiova. Seria Matematică Informatică 1 Australian & New Zealand Journal of Statistics 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 56 Statistics (62-XX) 36 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 32 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 42 Publications have been cited 424 times in 311 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 56 2005 Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029 Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca 55 2011 Multivariate skew-normal distributions with applications in insurance. Zbl 1132.91501 Vernic, Raluca 46 2006 Recursions for convolutions and compound distributions with insurance applications. Zbl 1175.60004 Sundt, Bjørn; Vernic, Raluca 37 2009 On a multivariate Pareto distribution. Zbl 1231.60013 Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca 29 2010 Skewed bivariate models and nonparametric estimation for the CTE risk measure. Zbl 1156.91023 Bolance, Catalina; Guillen, Montserrat; Pelican, Elena; Vernic, Raluca 22 2008 Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach. Zbl 1208.60014 Vernic, Raluca 20 2011 The impact on ruin probabilities of the association structure among financial risks. Zbl 1210.91061 Tang, Qihe; Vernic, Raluca 16 2007 Background risk models and stepwise portfolio construction. Zbl 1349.62517 Asimit, Alexandru V.; Vernic, Raluca; Zitikis, Ričardas 14 2016 Capital allocation for Sarmanov’s class of distributions. Zbl 1358.60034 Vernic, Raluca 11 2017 On the multivariate skew-normal distribution and its scale mixtures. Zbl 1108.62052 Vernic, Raluca 10 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 10 2015 Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution. Zbl 1415.62077 Bolancé, Catalina; Vernic, Raluca 10 2019 On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation. Zbl 1394.62145 Ratovomirija, Gildas; Tamraz, Maissa; Vernic, Raluca 9 2017 Statistical inference for a new class of multivariate Pareto distributions. Zbl 1341.62113 Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca 9 2016 A multivariate generalization of the generalized Poisson distribution. Zbl 1114.62332 Vernic, Raluca 7 2000 On the distribution of a sum of Sarmanov distributed random variables. Zbl 1336.60024 Vernic, Raluca 6 2016 On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues. Zbl 1319.91098 Răducan, Anişoara Maria; Vernic, Raluca; Zbăganu, Gheorghiţă 6 2015 Maximum-likelihood estimation for the multivariate Sarmanov distribution: simulation study. Zbl 1291.62080 Pelican, Elena; Vernic, Raluca 6 2013 A composite Exponential-Pareto distribution. Zbl 1164.60318 Teodorescu, Sandra; Vernic, Raluca 5 2006 Two lognormal models for real data. Zbl 1199.60043 Vernic, Raluca; Teodorescu, Sandra; Pelican, Elena 4 2009 Recursions for the individual risk model. Zbl 1104.62112 Dhaene, Jan; Ribas, Carmen; Vernic, Raluca 4 2006 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 4 2015 Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model. Zbl 1429.91285 Vernic, Raluca 3 2016 On the evaluation of some multivariate compound distributions with Sarmanov’s counting distribution. Zbl 1401.62216 Vernic, Raluca 2 2018 Another approach to the evaluation of a certain multivariate compound distribution. Zbl 1389.62167 Robe-Voinea, Elena-Gratiela; Vernic, Raluca 2 2016 On a fuzzy cash flow model with insurance applications. Zbl 1398.91356 Ungureanu, Daniela; Vernic, Raluca 2 2015 On a conjecture related to the ruin probability for nonhomogeneous insurance claims. Zbl 1349.91156 Vernic, Raluca 2 2015 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 On a multivariate aggregate claims model with multivariate Poisson counting distribution. Zbl 1413.62186 Robe-Voinea, Elena-Graţiela; Vernic, Raluca 2 2017 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 evaluation of multivariate compound distributions with continuous severity distributions and Sarmanov’s counting distribution. Zbl 1390.62096 Tamraz, Maissa; Vernic, Raluca 1 2018 Arithmetizing continuous distributions: numerical aspects. Zbl 1084.62508 Vernic, Raluca 1 2003 On the asymptotic ruin probability with some specific stochastic discount factors. Zbl 1199.62057 Vernic, Raluca 1 2007 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 Bivariate Bernoulli weighted sums and distribution of single-period tontine benefits. Zbl 1411.62294 Denuit, Michel; Vernic, Raluca 1 2018 On composite Pareto models. Zbl 1289.60008 Teodorescu, Sandra; Vernic, Raluca 1 2013 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 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 On a class of bivariate mixed Sarmanov distributions. Zbl 1521.62079 Vernic, Raluca 1 2020 On a class of bivariate mixed Sarmanov distributions. Zbl 1521.62079 Vernic, Raluca 1 2020 Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution. Zbl 1415.62077 Bolancé, Catalina; Vernic, Raluca 10 2019 On the evaluation of some multivariate compound distributions with Sarmanov’s counting distribution. Zbl 1401.62216 Vernic, Raluca 2 2018 Fast Fourier transform for multivariate aggregate claims. Zbl 1395.62329 Robe-Voinea, Elena-Gratiela; Vernic, Raluca 2 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 Bivariate Bernoulli weighted sums and distribution of single-period tontine benefits. Zbl 1411.62294 Denuit, Michel; Vernic, Raluca 1 2018 Capital allocation for Sarmanov’s class of distributions. Zbl 1358.60034 Vernic, Raluca 11 2017 On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation. Zbl 1394.62145 Ratovomirija, Gildas; Tamraz, Maissa; Vernic, Raluca 9 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 14 2016 Statistical inference for a new class of multivariate Pareto distributions. Zbl 1341.62113 Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca 9 2016 On the distribution of a sum of Sarmanov distributed random variables. Zbl 1336.60024 Vernic, Raluca 6 2016 Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model. Zbl 1429.91285 Vernic, Raluca 3 2016 Another approach to the evaluation of a certain multivariate compound distribution. Zbl 1389.62167 Robe-Voinea, Elena-Gratiela; Vernic, Raluca 2 2016 On the recursive evaluation of a certain multivariate compound distribution. Zbl 1359.62466 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 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 10 2015 On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues. Zbl 1319.91098 Răducan, Anişoara Maria; Vernic, Raluca; Zbăganu, Gheorghiţă 6 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 4 2015 On a fuzzy cash flow model with insurance applications. Zbl 1398.91356 Ungureanu, Daniela; Vernic, Raluca 2 2015 On a conjecture related to the ruin probability for nonhomogeneous insurance claims. Zbl 1349.91156 Vernic, Raluca 2 2015 Maximum-likelihood estimation for the multivariate Sarmanov distribution: simulation study. Zbl 1291.62080 Pelican, Elena; Vernic, Raluca 6 2013 On composite Pareto models. Zbl 1289.60008 Teodorescu, Sandra; Vernic, Raluca 1 2013 Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029 Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca 55 2011 Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach. Zbl 1208.60014 Vernic, Raluca 20 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 29 2010 Recursions for convolutions and compound distributions with insurance applications. Zbl 1175.60004 Sundt, Bjørn; Vernic, Raluca 37 2009 Two lognormal models for real data. Zbl 1199.60043 Vernic, Raluca; Teodorescu, Sandra; Pelican, Elena 4 2009 Skewed bivariate models and nonparametric estimation for the CTE risk measure. Zbl 1156.91023 Bolance, Catalina; Guillen, Montserrat; Pelican, Elena; Vernic, Raluca 22 2008 The impact on ruin probabilities of the association structure among financial risks. Zbl 1210.91061 Tang, Qihe; Vernic, Raluca 16 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 46 2006 A composite Exponential-Pareto distribution. Zbl 1164.60318 Teodorescu, Sandra; Vernic, Raluca 5 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 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 56 2005 On the multivariate skew-normal distribution and its scale mixtures. Zbl 1108.62052 Vernic, Raluca 10 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 cited Publications top 5 cited Publications all top 5 Cited by 423 Authors 25 Vernic, Raluca 19 Furman, Edward 18 Yang, Yang 14 Li, Jinzhu 12 Su, Jianxi 12 Zitikis, Ričardas 11 Šiaulys, Jonas 9 Guillen, Montserrat 9 Tang, Qihe 8 Asimit, Alexandru V. 8 Yuen, Kam Chuen 7 Chen, Yiqing 6 Bolancé, Catalina 6 Gómez-Déniz, Emilio 6 Landsman, Zinoviy M. 6 Nadarajah, Saralees 5 Calderín Ojeda, Enrique 5 Lefèvre, Claude 5 Ren, Jiandong 5 Santolino, Miguel 5 Sarabia, José María 5 Wang, Kaiyong 5 Yuan, Zhongyi 4 Chen, Yu 4 Denuit, Michel M. 4 Hashorva, Enkelejd 4 Liu, Jiajun 4 Shushi, Tomer 4 Yang, Haizhong 3 Belles-Sampera, Jaume 3 Bhati, Deepesh 3 Cheng, Dongya 3 Eini, Esmat Jamshidi 3 Gribkova, Nadezhda Viktorovna 3 Ignatieva, Katja 3 Khaloozadeh, Hamid 3 Kye, Yisub 3 Leipus, Remigijus 3 Maruotti, Antonello 3 Mulinacci, Sabrina 3 Peng, Zuoxiang 3 Prieto, Faustino 3 Shen, Xinmei 3 Steliga, Katarzyna 3 Szynal, Dominik 3 Wang, Xuejun 3 Woo, Jae-Kyung 3 Young, Dean Max 3 Young, Phil D. 3 Zhang, Yi 2 Ahmad, Zubair 2 Alawady, Metwally Alsayed 2 Alemany, Ramon 2 Aminzadeh, Mostafa S. 2 Arendarczyk, Marek 2 Barakat, Haroon Mohamed 2 Cai, Jun 2 Chen, Shaoying 2 Cossette, Hélène 2 Deng, Min 2 Eling, Martin 2 Gathy, Maude 2 Guo, Junyi 2 Hua, Lei 2 Husseiny, Islam Abdullah 2 Jamalizadeh, Ahad 2 Jaunė, Eglė 2 Jin, Tao 2 Jordá, Vanesa 2 Kievinaitė, Dominyka 2 Kozubowski, Tomasz J. 2 Li, Xiaohu 2 Liao, Xin 2 Loisel, Stéphane 2 Mahmoudi, Eisa 2 Mansour, G. M. 2 Mao, Tiantian 2 Marceau, Étienne 2 Marri, Fouad 2 Montesinos, Pierre 2 Naderi, Mehrdad 2 Navickienė, Olga 2 Ng, Kai Wang 2 Panorska, Anna K. 2 Peng, Liang 2 Punzo, Antonio 2 Răducan, Anişoara Maria 2 Robe-Voinea, Elena-Gratiela 2 Sakhanenko, Aleksandr Ivanovich 2 Sprindys, Jonas 2 Tamraz, Maissa 2 Tan, Ken Seng 2 Tzougas, George 2 Valdez, Emiliano A. 2 Wang, Tonghui 2 Wang, Yuebao 2 Wei, Li 2 Weng, Chengguo 2 Wu, Yi 2 Yang, Fan ...and 323 more Authors all top 5 Cited in 70 Serials 69 Insurance Mathematics & Economics 21 Communications in Statistics. Theory and Methods 19 Statistics & Probability Letters 14 Methodology and Computing in Applied Probability 14 ASTIN Bulletin 13 North American Actuarial Journal 11 Journal of Computational and Applied Mathematics 11 Scandinavian Actuarial Journal 8 Communications in Statistics. Simulation and Computation 7 European Actuarial Journal 6 Journal of Mathematical Analysis and Applications 6 Lithuanian Mathematical Journal 6 Journal of Statistical Computation and Simulation 5 Journal of Applied Probability 5 Journal of Multivariate Analysis 4 Stochastic Models 3 Advances in Applied Probability 3 Metrika 3 Applied Mathematics and Computation 3 Acta Mathematicae Applicatae Sinica. English Series 3 Journal of Theoretical Probability 3 Applicationes Mathematicae 3 Extremes 3 Probability in the Engineering and Informational Sciences 3 Journal of Industrial and Management Optimization 3 Science China. Mathematics 3 Modern Stochastics. Theory and Applications 2 Annals of the Institute of Statistical Mathematics 2 Probability and Mathematical Statistics 2 Statistics 2 Computational and Applied Mathematics 2 Journal of Nonparametric Statistics 2 Journal of Applied Statistics 2 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 2 Fuzzy Optimization and Decision Making 2 Journal of Statistical Theory and Practice 2 Journal of Probability and Statistics 2 Sankhyā. Series A 2 Journal of Statistical Distributions and Applications 1 Physica A 1 Acta Mathematicae Applicatae Sinica 1 Stochastic Analysis and Applications 1 Numerical Algorithms 1 Computational Statistics 1 European Journal of Operational Research 1 International Journal of Computer Mathematics 1 Stochastic Processes and their Applications 1 Test 1 Applied Mathematics. Series B (English Edition) 1 Mathematical Methods of Statistics 1 Journal of Mathematical Sciences (New York) 1 Statistica Sinica 1 Journal of Inequalities and Applications 1 Studies in Nonlinear Dynamics and Econometrics 1 Australian & New Zealand Journal of Statistics 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 Journal of Computational and Graphical Statistics 1 Statistics & Risk Modeling 1 Journal of Mathematical Research with Applications 1 Communications in Mathematics and Statistics 1 International Journal of Systems Science. Principles and Applications of Systems and Integration all top 5 Cited in 15 Fields 239 Statistics (62-XX) 193 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 135 Probability theory and stochastic processes (60-XX) 9 Operations research, mathematical programming (90-XX) 5 Numerical analysis (65-XX) 2 Integral transforms, operational calculus (44-XX) 2 Operator theory (47-XX) 1 Mathematical logic and foundations (03-XX) 1 Real functions (26-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 Statistical mechanics, structure of matter (82-XX) 1 Biology and other natural sciences (92-XX) Citations by Year