Raluca Vernic

Management Science and Operations Research · 2005–2011

A researcher in the Science corpus: 6 papers; trusts 10 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 51 citations into it; #2,435 of 11,946 by trust here, #2,957 by citations
• Finance — 38 citations into it; #8,692 of 10,518 by trust here, #6,960 by citations
• Economics and Econometrics — 24 citations into it; #6,884 of 23,481 by trust here, #11,156 by citations
• Statistics and Probability — 20 citations into it; #10,916 of 12,932 by trust here, #8,740 by citations
• Demography — 16 citations into it; #783 of 4,236 by trust here, #1,343 by citations

Whom Raluca Vernic trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Zinoviy Landsman
2. Emiliano A. Valdez
3. Adelchi Azzalini
4. Michel Denault
5. Richard Bellman
6. Edward Furman
7. Jem N. Corcoran
8. Jan Dhaene
9. H. Panjer

Who trusts Raluca Vernic overall

1. Martin Eling
2. C. Adcock
3. Edward Furman
4. Nicola Maria Rinaldo Loperfido
5. Hélène Cossette
6. Ricardas Zitikis

Papers from Raluca Vernic's perspective

Ordered by how strongly the researchers Raluca Vernic trusts endorse each paper. Same corpus, a different order for every researcher.

1. Modelling Extremal Events for Insurance and Finance
2. An Introduction to Copulas
3. Risk Measures and Comonotonicity: A Review
4. Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables
5. Extremes on the discounted aggregate claims in a time dependent risk model
6. A semi-parametric approach to risk management
7. Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Advances in Applied Probability)
8. Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tai
9. Coherent allocation of risk capital
10. Risk contributions and performance measurement

Their papers

• The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (2005) — 110 citations
• Asymptotics for Risk Capital Allocations Based on Conditional Tail Expectation (2011) — 113 citations
• Skewed bivariate models and nonparametric estimation for the CTE risk measure (2008) — 70 citations
• Multivariate skew-normal distributions with applications in insurance (2006) — 123 citations
• Recursions for Convolutions and Compound Distributions with Insurance Applications (2009) — 86 citations
• On a Multivariate Pareto Distribution (2010) — 94 citations