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Raluca Vernic
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Raluca Vernic
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Raluca Vernic
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1
On the Evaluation of the Distribution of a General Multivariate Collective Model: Recursions versus Fast Fourier Transform
by
Raluca
Vernic
Published 2018-08-01
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Article
2
Frequency and Severity Dependence in the Collective Risk Model: An Approach Based on Sarmanov Distribution
by
Catalina Bolancé
,
Raluca
Vernic
Published 2020-08-01
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Article
3
Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model
by
Alexandru V. Asimit
,
Raluca
Vernic
,
Riċardas Zitikis
Published 2013-03-01
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Article
4
Bivariate Mixed Poisson and Normal Generalised Linear Models with Sarmanov Dependence—An Application to Model Claim Frequency and Optimal Transformed Average Severity
by
Ramon Alemany
,
Catalina Bolancé
,
Roberto Rodrigo
,
Raluca
Vernic
Published 2021-12-01
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Article
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