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On a fuzzy discretization of continuous distributions with applications to risk models

Computational & applied mathematics, 2023-02, Vol.42 (1), Article 61

Vernic, Raluca

2023

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Modeling Data with Extreme Values Using Three-Spliced Distributions

Axioms, 2024-07, Vol.13 (7), p.473

2024

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On the Evaluation of the Distribution of a General Multivariate Collective Model: Recursions versus Fast Fourier Transform

Risks (Basel), 2018-09, Vol.6 (3), p.87

Vernic, Raluca

2018

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On the three-spliced Exponential-Lognormal-Pareto distribution

Analele ştiinţifice ale Universităţii "Ovidius" Constanţa. Seria Matematică, 2022-09, Vol.30 (3), p.21-35

2022

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On a conjecture related to the ruin probability for nonhomogeneous insurance claims

Analele ştiinţifice ale Universităţii "Ovidius" Constanţa. Seria Matematică, 2015-11, Vol.23 (3), p.209-220

Vernic, Raluca

2015

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Frequency and Severity Dependence in the Collective Risk Model: An Approach Based on Sarmanov Distribution

Mathematics (Basel), 2020-09, Vol.8 (9), p.1400

2020

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On the Bivariate Composite Gumbel–Pareto Distribution

Stats (Basel, Switzerland), 2022-10, Vol.5 (4), p.948-969

2022

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On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues

Journal of computational and applied mathematics, 2015-12, Vol.290, p.319-333

2015

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Bivariate Mixed Poisson and Normal Generalised Linear Models with Sarmanov Dependence—An Application to Model Claim Frequency and Optimal Transformed Average Severity

Mathematics (Basel), 2021-01, Vol.9 (1), p.73

2021

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On risk measures and capital allocation for distributions depending on parameters with interval or fuzzy uncertainty

Applied soft computing, 2018-03, Vol.64, p.199-215

Vernic, Raluca

2018

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RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS

ASTIN Bulletin : The Journal of the IAA, 2015-05, Vol.45 (2), p.421-443

2015

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On a class of bivariate mixed Sarmanov distributions

Australian & New Zealand journal of statistics, 2020-06, Vol.62 (2), p.186-211

Vernic, Raluca

2020

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On the evaluation of some multivariate compound distributions with Sarmanov’s counting distribution

Insurance, mathematics & economics, 2018-03, Vol.79, p.184-193

Vernic, Raluca

2018

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Maximum-likelihood estimation for the multivariate Sarmanov distribution: simulation study

International journal of computer mathematics, 2013-09, Vol.90 (9), p.1958-1970

2013

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On the composite Lognormal-Pareto distribution with uncertain threshold

Communications in statistics. Simulation and computation, 2022-08, Vol.51 (8), p.4492-4508

2022

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Another approach to the evaluation of a certain multivariate compound distribution

Analele ştiinţifice ale Universităţii "Ovidius" Constanţa. Seria Matematică, 2016-11, Vol.24 (3), p.339-349

2016

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Capital Allocation for Sarmanov’s Class of Distributions

Methodology and computing in applied probability, 2017-03, Vol.19 (1), p.311-330

Vernic, Raluca

2017

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On the Recursive Evaluation of a Certain Multivariate Compound Distribution

Acta Mathematicae Applicatae Sinica, 2016-10, Vol.32 (4), p.913-920

English series, 2016

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Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model

Fuzzy optimization and decision making, 2016-06, Vol.15 (2), p.195-217

Vernic, Raluca

2016

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On the Distribution of a Sum of Sarmanov Distributed Random Variables

Journal of theoretical probability, 2016-03, Vol.29 (1), p.118-142

Vernic, Raluca

2016

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Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution

Insurance, mathematics & economics, 2019-03, Vol.85, p.89-103

2019

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Evaluating risk measures and capital allocations based on multi-losses driven by a heavy-tailed background risk: The multivariate Pareto-II model

Risks (Basel), 2013-06, Vol.1 (1), p.14-33

2013

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The impact on ruin probabilities of the association structure among financial risks

Statistics & probability letters, 2007-08, Vol.77 (14), p.1522-1525

2007

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Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits

Methodology and computing in applied probability, 2018-12, Vol.20 (4), p.1403-1416

2018

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ON THE EVALUATION OF MULTIVARIATE COMPOUND DISTRIBUTIONS WITH CONTINUOUS SEVERITY DISTRIBUTIONS AND SARMANOV'S COUNTING DISTRIBUTION

ASTIN Bulletin : The Journal of the IAA, 2018-05, Vol.48 (2), p.841-870

2018

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On a fuzzy discretization of continuous distributions with applications to risk models

Modeling Data with Extreme Values Using Three-Spliced Distributions

On the Evaluation of the Distribution of a General Multivariate Collective Model: Recursions versus Fast Fourier Transform

On the three-spliced Exponential-Lognormal-Pareto distribution

On a conjecture related to the ruin probability for nonhomogeneous insurance claims

Frequency and Severity Dependence in the Collective Risk Model: An Approach Based on Sarmanov Distribution

On the Bivariate Composite Gumbel–Pareto Distribution

On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues

Bivariate Mixed Poisson and Normal Generalised Linear Models with Sarmanov Dependence—An Application to Model Claim Frequency and Optimal Transformed Average Severity

On risk measures and capital allocation for distributions depending on parameters with interval or fuzzy uncertainty

RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS

On a class of bivariate mixed Sarmanov distributions

On the evaluation of some multivariate compound distributions with Sarmanov’s counting distribution

Maximum-likelihood estimation for the multivariate Sarmanov distribution: simulation study

On the composite Lognormal-Pareto distribution with uncertain threshold

Another approach to the evaluation of a certain multivariate compound distribution

Capital Allocation for Sarmanov’s Class of Distributions

On the Recursive Evaluation of a Certain Multivariate Compound Distribution

Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model

On the Distribution of a Sum of Sarmanov Distributed Random Variables

Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution

Evaluating risk measures and capital allocations based on multi-losses driven by a heavy-tailed background risk: The multivariate Pareto-II model

The impact on ruin probabilities of the association structure among financial risks

Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits

ON THE EVALUATION OF MULTIVARIATE COMPOUND DISTRIBUTIONS WITH CONTINUOUS SEVERITY DISTRIBUTIONS AND SARMANOV'S COUNTING DISTRIBUTION

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