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Vernic Raluca
Vernic Raluca
Verified email at univ-ovidius.ro
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Cited by
Cited by
Year
Multivariate skew-normal distributions with applications in insurance
R Vernic
Insurance: Mathematics and economics 38 (2), 413-426, 2006
1232006
Asymptotics for risk capital allocations based on conditional tail expectation
AV Asimit, E Furman, Q Tang, R Vernic
Insurance: Mathematics and Economics 49 (3), 310-324, 2011
1102011
Recursions for convolutions and compound distributions with insurance applications
B Sundt, R Vernic
Springer Science & Business Media, 2009
1042009
The tail probability of discounted sums of Pareto-like losses in insurance
MJ Goovaerts, R Kaas, RJA Laeven, Q Tang, R Vernic
Scandinavian Actuarial Journal 2005 (6), 446-461, 2005
1012005
Skewed bivariate models and nonparametric estimation for the CTE risk measure
C Bolance, M Guillen, E Pelican, R Vernic
Insurance: Mathematics and Economics 43 (3), 386-393, 2008
932008
On a multivariate Pareto distribution
AV Asimit, E Furman, R Vernic
Insurance: Mathematics and Economics 46 (2), 308-316, 2010
802010
On the bivariate generalized Poisson distribution
R Vernic
ASTIN Bulletin: The Journal of the IAA 27 (1), 23-32, 1997
551997
Recursive evaluation of some bivariate compound distributions
R Vernic
ASTIN Bulletin: The Journal of the IAA 29 (2), 315-325, 1999
471999
Evaluating risk measures and capital allocations based on multi-losses driven by a heavy-tailed background risk: The multivariate Pareto-II model
AV Asimit, R Vernic, R Zitikis
Risks 1 (1), 14-33, 2013
412013
Some composite Exponential-Pareto models for actuarial prediction
S Teodorescu, R Vernic
Romanian Journal of Economic Forecasting 12 (4), 82-100, 2009
412009
A composite Exponential-Pareto distribution.
S Teodorescu, R Vernic
Analele Ştiinţifice ale Universităţii “Ovidius" Constanţa. Seria: Matematică …, 2006
412006
A multivariate generalization of the generalized Poisson distribution
R Vernic
ASTIN Bulletin: The Journal of the IAA 30 (1), 57-67, 2000
412000
Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach
R Vernic
Methodology and Computing in Applied Probability 13, 121-137, 2011
382011
Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution
C Bolancé, R Vernic
Insurance: Mathematics and Economics 85, 89-103, 2019
332019
The impact on ruin probabilities of the association structure among financial risks
Q Tang, R Vernic
Statistics & probability letters 77 (14), 1522-1525, 2007
302007
Background risk models and stepwise portfolio construction
AV Asimit, R Vernic, R Zitikis
Methodology and Computing in Applied Probability 18, 805-827, 2016
262016
Recursive calculation of ruin probabilities at or before claim instants for non-identically distributed claims
AM Raducan, R Vernic, G Zbaganu
ASTIN Bulletin: The Journal of the IAA 45 (2), 421-443, 2015
242015
On the distribution of a sum of Sarmanov distributed random variables
R Vernic
Journal of Theoretical Probability 29, 118-142, 2016
232016
On the bivariate Sarmanov distribution and copula. An application on insurance data using truncated marginal distributi
Z Bahraoui, C Bolancé, E Pelican, R Vernic
SORT 39 (2), 209-230, 2015
232015
On the multivariate Skew-Normal distribution and its scale mixtures
R Vernic
An. St. Univ. Ovidius Constanta 13 (2), 83-96, 2005
232005
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